{
  "@context": "https://schema.org",
  "@type": "Dataset",
  "identifier": "institutional-ledger-supervisory-stress-calibration-panel",
  "name": "Institutional Ledger Quantitative Model Equations & Multi-Period Stress Calibration Panel (2024–2026)",
  "description": "Verifiable mathematical specifications, closed-form equations, sample input parameters, and multi-period 2024–2026 benchmark outputs used by Institutional Ledger's interactive calculators and institutional risk engines. Enables reproducible backtesting and independent model validation.",
  "url": "https://instledgerwire.com/datasets#institutional-ledger-supervisory-stress-calibration-panel",
  "version": "2026.4",
  "temporalCoverage": "2024-01-01/2026-12-31",
  "spatialCoverage": "United States, Singapore, Switzerland, UAE & Global Settlement Networks",
  "license": "https://creativecommons.org/licenses/by/4.0/",
  "isAccessibleForFree": true,
  "dateModified": "2026-10-22",
  "keywords": [
    "quantitative model calibration",
    "financial calculator formulas",
    "supervisory stress testing parameters",
    "Institutional Ledger model validation dataset",
    "DTCC SEC Rule 15c6-1 T+1 affirmation",
    "Basel III SCO60 Group 1 and Group 2 cryptoassets",
    "tokenized US Treasury BUIDL BENJI Canton DvP"
  ],
  "creator": {
    "@type": "Organization",
    "name": "Institutional Ledger",
    "url": "https://instledgerwire.com"
  },
  "isBasedOn": [
    {
      "@type": "CreativeWork",
      "name": "Basel Committee on Banking Supervision — SCO60 Prudential Treatment of Cryptoasset Exposures",
      "url": "https://www.bis.org/basel_framework/chapter/SCO/60.htm"
    },
    {
      "@type": "CreativeWork",
      "name": "U.S. Securities and Exchange Commission — Rule 15c6-1 T+1 Settlement Cycle",
      "url": "https://www.sec.gov/rules/final/2023/34-96930.pdf"
    },
    {
      "@type": "CreativeWork",
      "name": "DTCC / NSCC — T+1 Institutional Trade Affirmation & Continuous Net Settlement",
      "url": "https://www.dtcc.com/ust1"
    },
    {
      "@type": "CreativeWork",
      "name": "Monetary Authority of Singapore (MAS) — Project Guardian & Digital Asset Custody Rules",
      "url": "https://www.mas.gov.sg/schemes-and-initiatives/project-guardian"
    },
    {
      "@type": "CreativeWork",
      "name": "Institutional Ledger Primary Regulatory Reference (federalreserve.gov)",
      "url": "https://www.federalreserve.gov/monetarypolicy/fomcminutes2026.htm"
    },
    {
      "@type": "CreativeWork",
      "name": "Institutional Ledger Primary Regulatory Reference (newyorkfed.org)",
      "url": "https://www.newyorkfed.org/markets/reference-rates/sofr"
    }
  ],
  "distribution": [
    {
      "@type": "DataDownload",
      "encodingFormat": "text/csv",
      "contentUrl": "https://instledgerwire.com/api/datasets/institutional-ledger-supervisory-stress-calibration-panel?format=csv"
    },
    {
      "@type": "DataDownload",
      "encodingFormat": "application/json",
      "contentUrl": "https://instledgerwire.com/api/datasets/institutional-ledger-supervisory-stress-calibration-panel?format=json"
    }
  ],
  "columns": [
    {
      "key": "modelId",
      "label": "Model / Parameter ID",
      "unitOrFormat": "Identifier",
      "description": "Unique quantitative model or stress calibration identifier."
    },
    {
      "key": "modelName",
      "label": "Model / Calibration Series",
      "unitOrFormat": "Text",
      "description": "Name of the pricing engine, risk calculator, or stress parameter."
    },
    {
      "key": "category",
      "label": "Analytical Domain",
      "unitOrFormat": "Category",
      "description": "Quantitative discipline or regulatory pillar."
    },
    {
      "key": "formulaSpecification",
      "label": "Equation / Convention Spec",
      "unitOrFormat": "Formula / Rule",
      "description": "Mathematical identity, LaTeX expression, or statutory calculation rule."
    },
    {
      "key": "calibrationInputRegime",
      "label": "Reference Input Regime",
      "unitOrFormat": "Parameters",
      "description": "Standardized institutional input vector used for baseline verification."
    },
    {
      "key": "benchmarkOutput2026",
      "label": "Verified 2026 Output",
      "unitOrFormat": "Calibrated Value",
      "description": "Expected deterministic output or 2026 regime corridor."
    },
    {
      "key": "validationAuthority",
      "label": "Methodology Standard",
      "unitOrFormat": "Authority / Text",
      "description": "Primary regulatory rulebook or canonical quantitative reference."
    },
    {
      "key": "temporalWindow",
      "label": "Panel Window",
      "unitOrFormat": "Period Range",
      "description": "Historical and forward calibration window covered by the panel."
    }
  ],
  "rowCount": 5,
  "rows": [
    {
      "modelId": "MOD-INSTIT-01",
      "modelName": "Modified Inertial Taylor Rule Policy Rate Monitor",
      "category": "Macro Monetary Models",
      "formulaSpecification": "i_t = \\rho i_{t-1} + (1-\\rho)[r^* + \\pi_t + 0.5(\\pi_t - \\pi^*) + 1.0(y_t - y^*)]",
      "calibrationInputRegime": "Core PCE = 2.6%, r* = 1.25%, Output Gap = +0.4%, Inertia ρ = 0.80",
      "benchmarkOutput2026": "4.38% Implied Target Rate",
      "validationAuthority": "Federal Reserve Bank of Atlanta Taylor Rule Utility",
      "temporalWindow": "2024-Q1 to 2026-Q4"
    },
    {
      "modelId": "CAL-DTCC-T1-AFFIRM",
      "modelName": "DTCC / SEC Rule 15c6-1 T+1 Trade Affirmation Cutoff Stress & Regime Calibration",
      "category": "Multi-Year Regime Panel (2024–2026)",
      "formulaSpecification": ">95% same-day affirmation rate · ~41% NSCC clearing fund reduction",
      "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Daily US Equities & Corporate Bonds",
      "benchmarkOutput2026": "21:00 ET on Trade Date (T+0) · CNS Night Cycle 23:30 ET (Composite Weight: 98/100)",
      "validationAuthority": "SEC / DTCC / NSCC / DTC",
      "temporalWindow": "2024-Q1 to 2026-Q4"
    },
    {
      "modelId": "CAL-BASEL-SCO60-2B",
      "modelName": "Basel III SCO60 Group 2b Unbacked Crypto Risk Weight Stress & Regime Calibration",
      "category": "Multi-Year Regime Panel (2024–2026)",
      "formulaSpecification": "Group 2 exposure capped at 1% of Tier 1 capital (2% hard cap)",
      "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Continuous Bank Balance-Sheet Cap",
      "benchmarkOutput2026": "1,250% Risk Weight (100% CET1 Dollar-for-Dollar Capital) (Composite Weight: 96/100)",
      "validationAuthority": "Basel Committee on Banking Supervision (BCBS)",
      "temporalWindow": "2024-Q2 to 2026-Q4"
    },
    {
      "modelId": "CAL-RWA-UST-DVP",
      "modelName": "Tokenized US Treasury Fund Settlement (BUIDL / BENJI / Canton) Stress & Regime Calibration",
      "category": "Multi-Year Regime Panel (2024–2026)",
      "formulaSpecification": "ERC-3643 / Canton permissioned identity & intraday repo collateral",
      "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Real-Time On-Chain Accrual",
      "benchmarkOutput2026": "T+0 Instant Atomic USDC / Repo Mobility (24/7/365) (Composite Weight: 91/100)",
      "validationAuthority": "SEC Reg D / 1940 Act Transfer Agent Standards",
      "temporalWindow": "2024-Q3 to 2026-Q4"
    },
    {
      "modelId": "CAL-CUSTODY-HSM-MPC",
      "modelName": "VARA / MAS / NYDFS Institutional Cold Custody Split Stress & Regime Calibration",
      "category": "Multi-Year Regime Panel (2024–2026)",
      "formulaSpecification": "SOC 1 Type II & SOC 2 Type II + Bankruptcy-remote trust segregation",
      "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Continuous Proof-of-Reserve Audit",
      "benchmarkOutput2026": "≥ 90% Cold / Air-Gapped FIPS 140-3 Level 3+ HSM or MPC (Composite Weight: 94/100)",
      "validationAuthority": "NYDFS / MAS / Dubai VARA / BaFin",
      "temporalWindow": "2024-Q4 to 2026-Q4"
    }
  ]
}