{
  "@context": "https://schema.org",
  "@type": "Dataset",
  "identifier": "regtech-codex-supervisory-stress-calibration-panel",
  "name": "RegTech Codex 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 RegTech Codex's interactive calculators and institutional risk engines. Enables reproducible backtesting and independent model validation.",
  "url": "https://regtechcodex.org/datasets#regtech-codex-supervisory-stress-calibration-panel",
  "version": "2026.4",
  "temporalCoverage": "2024-01-01/2026-12-31",
  "spatialCoverage": "European Union, United Kingdom, United States & FATF Member States",
  "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",
    "RegTech Codex model validation dataset",
    "EU Regulation 2023/1113 Crypto Travel Rule",
    "MiCA Article 67 CASP prudential capital",
    "UK FCA CASS 7 client money reconciliation"
  ],
  "creator": {
    "@type": "Organization",
    "name": "RegTech Codex",
    "url": "https://regtechcodex.org"
  },
  "isBasedOn": [
    {
      "@type": "CreativeWork",
      "name": "European Securities and Markets Authority (ESMA) — Markets in Crypto-Assets (MiCA)",
      "url": "https://www.esma.europa.eu/esmas-activities/digital-finance-and-innovation/markets-crypto-assets-regulation-mica"
    },
    {
      "@type": "CreativeWork",
      "name": "European Banking Authority (EBA) — AML/CFT & Transfer of Funds Regulation (EU 2023/1113)",
      "url": "https://www.eba.europa.eu/regulation-and-policy/anti-money-laundering-and-countering-financing-terrorism"
    },
    {
      "@type": "CreativeWork",
      "name": "UK Financial Conduct Authority (FCA) — CASS 7 Client Money Rules",
      "url": "https://www.handbook.fca.org.uk/handbook/CASS/7/"
    },
    {
      "@type": "CreativeWork",
      "name": "Financial Action Task Force (FATF) — Recommendation 16 Travel Rule Standards",
      "url": "https://www.fatf-gafi.org/en/publications/Fatfrecommendations/Fatf-recommendations.html"
    },
    {
      "@type": "CreativeWork",
      "name": "RegTech Codex Primary Regulatory Reference (bis.org)",
      "url": "https://www.bis.org/basel_framework/index.htm"
    },
    {
      "@type": "CreativeWork",
      "name": "RegTech Codex Primary Regulatory Reference (eba.europa.eu)",
      "url": "https://www.eba.europa.eu/regulation-and-policy/single-rulebook"
    }
  ],
  "distribution": [
    {
      "@type": "DataDownload",
      "encodingFormat": "text/csv",
      "contentUrl": "https://regtechcodex.org/api/datasets/regtech-codex-supervisory-stress-calibration-panel?format=csv"
    },
    {
      "@type": "DataDownload",
      "encodingFormat": "application/json",
      "contentUrl": "https://regtechcodex.org/api/datasets/regtech-codex-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-REGTEC-01",
      "modelName": "Basel III CET1 Buffer Stack & 72.5% Output Floor Reference Matrix",
      "category": "Prudential Compliance Lookup",
      "formulaSpecification": "\\text{RWA}_{\\text{floored}} = \\max\\left(\\text{RWA}_{\\text{IRB}},\\; 0.725 \\times \\text{RWA}_{\\text{Std}}\\right)",
      "calibrationInputRegime": "G-SIB Bucket 3 (+2.0%), CCyB = 1.0%, IRB RWA = $410B, Std RWA = $600B",
      "benchmarkOutput2026": "Required CET1 = 10.0% | Floored RWA = $435B ($43.5B Min CET1)",
      "validationAuthority": "BIS Basel Framework RBC20 & FLO10",
      "temporalWindow": "2024-Q1 to 2026-Q4"
    },
    {
      "modelId": "CAL-FATF-R16-TFR",
      "modelName": "FATF Rec. 16 / EU TFR Crypto Travel Rule Threshold Stress & Regime Calibration",
      "category": "Multi-Year Regime Panel (2024–2026)",
      "formulaSpecification": "Self-hosted wallets >€1,000 require ownership verification in EU",
      "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Real-Time Pre-Broadcast Screening",
      "benchmarkOutput2026": "EU TFR: €0 (All Transfers) · US FinCEN: $3,000 · FATF: $1,000 (Composite Weight: 98/100)",
      "validationAuthority": "FATF / EBA / EU Regulation 2023/1113 / FinCEN",
      "temporalWindow": "2024-Q1 to 2026-Q4"
    },
    {
      "modelId": "CAL-EU-MICA-ART67",
      "modelName": "EU MiCA CASP Minimum Prudential Capital Tiers Stress & Regime Calibration",
      "category": "Multi-Year Regime Panel (2024–2026)",
      "formulaSpecification": "Higher of permanent minimum capital or 1/4 prior-year Fixed Overheads",
      "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Continuous Prudential Maintenance",
      "benchmarkOutput2026": "Class 1: €50k · Class 2: €125k · Class 3: €150k or 25% FOR (Composite Weight: 93/100)",
      "validationAuthority": "ESMA / EBA / National Competent Authorities",
      "temporalWindow": "2024-Q2 to 2026-Q4"
    },
    {
      "modelId": "CAL-FCA-CASS-7",
      "modelName": "UK FCA CASS 7 Client Money Reconciliation Stress & Regime Calibration",
      "category": "Multi-Year Regime Panel (2024–2026)",
      "formulaSpecification": "Immediate shortfall top-up from firm own funds + FCA breach notice",
      "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Daily Business Day Cut-off",
      "benchmarkOutput2026": "Daily Internal & External Reconciliation by T+1 Close (Composite Weight: 96/100)",
      "validationAuthority": "UK Financial Conduct Authority (FCA)",
      "temporalWindow": "2024-Q3 to 2026-Q4"
    },
    {
      "modelId": "CAL-EU-AMLR-2024",
      "modelName": "EU AMLR Cash Payment & UBO Ownership Threshold Stress & Regime Calibration",
      "category": "Multi-Year Regime Panel (2024–2026)",
      "formulaSpecification": "15% UBO threshold for high-risk extractive/sanctions sectors",
      "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Continuous KYC/EDD Refresh",
      "benchmarkOutput2026": "€10,000 Cash Cap · 25% Ultimate Beneficial Owner (UBO) (Composite Weight: 90/100)",
      "validationAuthority": "EU Anti-Money Laundering Authority (AMLA Frankfurt)",
      "temporalWindow": "2024-Q4 to 2026-Q4"
    }
  ]
}