{
  "@context": "https://schema.org",
  "@type": "Dataset",
  "identifier": "alpha-pulse-supervisory-stress-calibration-panel",
  "name": "AlphaPulse Finance 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 AlphaPulse Finance's interactive calculators and institutional risk engines. Enables reproducible backtesting and independent model validation.",
  "url": "https://alphapulsefin.com/datasets#alpha-pulse-supervisory-stress-calibration-panel",
  "version": "2026.4",
  "temporalCoverage": "2024-01-01/2026-12-31",
  "spatialCoverage": "United States & North America",
  "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",
    "AlphaPulse Finance model validation dataset",
    "SOFR benchmark dataset",
    "FOMC IORB corridor",
    "Standing Repo Facility SRF"
  ],
  "creator": {
    "@type": "Organization",
    "name": "AlphaPulse Finance",
    "url": "https://alphapulsefin.com"
  },
  "isBasedOn": [
    {
      "@type": "CreativeWork",
      "name": "Board of Governors of the Federal Reserve System (H.15 & FOMC)",
      "url": "https://www.federalreserve.gov/monetarypolicy.htm"
    },
    {
      "@type": "CreativeWork",
      "name": "Federal Reserve Bank of New York — SOFR & Reference Rates",
      "url": "https://www.newyorkfed.org/markets/reference-rates/sofr"
    },
    {
      "@type": "CreativeWork",
      "name": "U.S. Securities and Exchange Commission — Rule 17ad-22 Treasury Clearing",
      "url": "https://www.sec.gov/rules-regulations"
    },
    {
      "@type": "CreativeWork",
      "name": "U.S. Department of the Treasury — Yield Curve & TBAC",
      "url": "https://home.treasury.gov/policy-issues/financing-the-government"
    },
    {
      "@type": "CreativeWork",
      "name": "AlphaPulse Finance Primary Regulatory Reference (federalreserve.gov)",
      "url": "https://www.federalreserve.gov/monetarypolicy/fomcminutes2026.htm"
    },
    {
      "@type": "CreativeWork",
      "name": "AlphaPulse Finance Primary Regulatory Reference (home.treasury.gov)",
      "url": "https://home.treasury.gov/policy-issues/financing-the-government/quarterly-refunding"
    }
  ],
  "distribution": [
    {
      "@type": "DataDownload",
      "encodingFormat": "text/csv",
      "contentUrl": "https://alphapulsefin.com/api/datasets/alpha-pulse-supervisory-stress-calibration-panel?format=csv"
    },
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      "@type": "DataDownload",
      "encodingFormat": "application/json",
      "contentUrl": "https://alphapulsefin.com/api/datasets/alpha-pulse-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-ALPHA--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-NYFED-SOFR",
      "modelName": "Secured Overnight Financing Rate (SOFR) Stress & Regime Calibration",
      "category": "Multi-Year Regime Panel (2024–2026)",
      "formulaSpecification": "T+0 Publication 08:00 ET · Tri-Party + GCF + DVP Repo",
      "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Daily Overnight",
      "benchmarkOutput2026": "3.65% – 3.90% (ACT/360) (Composite Weight: 94/100)",
      "validationAuthority": "Federal Reserve Bank of New York",
      "temporalWindow": "2024-Q1 to 2026-Q4"
    },
    {
      "modelId": "CAL-FED-IORB",
      "modelName": "FOMC Reserve Balances Rate (IORB) Stress & Regime Calibration",
      "category": "Multi-Year Regime Panel (2024–2026)",
      "formulaSpecification": "+10 bps spread over ON RRP award rate",
      "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: 8x FOMC Annual Schedule",
      "benchmarkOutput2026": "3.85% Corridor Floor Anchor (Composite Weight: 88/100)",
      "validationAuthority": "Board of Governors of the Federal Reserve",
      "temporalWindow": "2024-Q2 to 2026-Q4"
    },
    {
      "modelId": "CAL-FED-SRF",
      "modelName": "Standing Repo Facility (SRF) Minimum Bid Stress & Regime Calibration",
      "category": "Multi-Year Regime Panel (2024–2026)",
      "formulaSpecification": "UST & Agency MBS eligible collateral · T+0 settlement",
      "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Daily Intraday Operations",
      "benchmarkOutput2026": "4.00% Ceiling Backstop ($500B Cap) (Composite Weight: 82/100)",
      "validationAuthority": "FOMC Open Market Trading Desk",
      "temporalWindow": "2024-Q3 to 2026-Q4"
    },
    {
      "modelId": "CAL-UST-2S10S",
      "modelName": "US Treasury 10Y–2Y Term Spread Stress & Regime Calibration",
      "category": "Multi-Year Regime Panel (2024–2026)",
      "formulaSpecification": "ACT/ACT ICMA · FICC Sponsored Repo Cleared",
      "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Real-Time Continuous",
      "benchmarkOutput2026": "+25 bps to +65 bps Steepening Regime (Composite Weight: 76/100)",
      "validationAuthority": "U.S. Department of the Treasury / TBAC",
      "temporalWindow": "2024-Q4 to 2026-Q4"
    }
  ]
}