Model registry
Each card connects a published estimate to its implementation, output, measured vintage, equation evidence, validation, limitations, and metadata-only API response. The cards do not query model observations.
Source: src/lib/methods/registry.ts, verified against the cited code, files, and visible model surfaces on 2026-08-30.
Treasury CMT par-curve level, short-minus-long slope, and curvature factors from a fixed-decay Diebold-Li fit.
The fitted system tail return conditional on an institution's tail return, and its change from the institution's median-return state.
An institution's average return on days when the system return is in its own 5% left tail.
The share of bank-return variance captured by the leading correlation-matrix eigenvalues, plus a short-minus-long moving-average shift in that share.
An institution's expected fractional equity decline conditional on the fixed 40% multi-period system decline used by the engine.
A public-data, peer-relative bank-health composite on a 0–100 scale, where higher means financially stronger.
A within-quarter vulnerability percentile from public call-report ratios for appearance on the FDIC failures list within four quarters.
Bank-level cumulative pass-through from quarterly-average fed funds changes to implied deposit rates across three complete hiking cycles.
A quarterly, standardized first-principal-component summary of eight U.S. financial and credit indicators, oriented so higher means tighter conditions.
The BIS-published credit-to-GDP gap for nine economies, stored beside an engine one-sided-HP reconstruction and its Basel III CCyB guide.
The quarter-on-quarter second difference of the BIS private-sector credit-to-GDP ratio for nine economies.
A logistic score for a sovereign credit event within three years, using lagged public fiscal, external, monetary, and growth features.
A country-year vulnerability score for a systemic banking-crisis onset one to three years after the last observed feature year.
No effectiveness estimate is produced in this working copy because the absorbed function has no populated FATF composite source table.