{
  "@context": "https://schema.org",
  "@type": "Dataset",
  "identifier": "apac-capital-brief-supervisory-stress-calibration-panel",
  "name": "APAC Capital Brief 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 APAC Capital Brief's interactive calculators and institutional risk engines. Enables reproducible backtesting and independent model validation.",
  "url": "https://apaccapitalbrief.com/datasets#apac-capital-brief-supervisory-stress-calibration-panel",
  "version": "2026.4",
  "temporalCoverage": "2024-01-01/2026-12-31",
  "spatialCoverage": "Asia-Pacific (Tokyo, Singapore, Hong Kong, Shanghai, Sydney)",
  "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",
    "APAC Capital Brief model validation dataset",
    "Bank of Japan TONA overnight call rate",
    "HKEX OTC Clear Northbound Swap Connect quota",
    "MAS Notice 637 Singapore D-SIB CET1"
  ],
  "creator": {
    "@type": "Organization",
    "name": "APAC Capital Brief",
    "url": "https://apaccapitalbrief.com"
  },
  "isBasedOn": [
    {
      "@type": "CreativeWork",
      "name": "Bank of Japan (BOJ) — Uncollateralized Overnight Call Rate (TONA)",
      "url": "https://www.boj.or.jp/en/statistics/market/short/mutan/index.htm"
    },
    {
      "@type": "CreativeWork",
      "name": "Monetary Authority of Singapore (MAS) — Notice 637 Risk-Based Capital Adequacy & SORA",
      "url": "https://www.mas.gov.sg/regulation/notices/notice-637"
    },
    {
      "@type": "CreativeWork",
      "name": "Hong Kong Monetary Authority (HKMA) & SFC — Northbound Swap Connect",
      "url": "https://www.hkma.gov.hk/eng/key-functions/international-financial-centre/mutual-market-access/"
    },
    {
      "@type": "CreativeWork",
      "name": "Australian Securities and Investments Commission (ASIC) — Derivative & Client Money Rules",
      "url": "https://asic.gov.au/regulatory-resources/markets/"
    },
    {
      "@type": "CreativeWork",
      "name": "APAC Capital Brief Primary Regulatory Reference (federalreserve.gov)",
      "url": "https://www.federalreserve.gov/monetarypolicy/fomcminutes2026.htm"
    },
    {
      "@type": "CreativeWork",
      "name": "APAC Capital Brief Primary Regulatory Reference (newyorkfed.org)",
      "url": "https://www.newyorkfed.org/markets/reference-rates/sofr"
    }
  ],
  "distribution": [
    {
      "@type": "DataDownload",
      "encodingFormat": "text/csv",
      "contentUrl": "https://apaccapitalbrief.com/api/datasets/apac-capital-brief-supervisory-stress-calibration-panel?format=csv"
    },
    {
      "@type": "DataDownload",
      "encodingFormat": "application/json",
      "contentUrl": "https://apaccapitalbrief.com/api/datasets/apac-capital-brief-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-APAC-C-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-BOJ-TONA",
      "modelName": "Bank of Japan Uncollateralized Overnight Call Rate (TONA) Stress & Regime Calibration",
      "category": "Multi-Year Regime Panel (2024–2026)",
      "formulaSpecification": "Published 10:00 JST T+1 · JSCC JPY OIS central clearing standard",
      "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: 8x Annual BOJ MPM Meetings",
      "benchmarkOutput2026": "0.50% – 0.75% Policy Rate · ACT/365 Fixed (Composite Weight: 95/100)",
      "validationAuthority": "Bank of Japan (BOJ)",
      "temporalWindow": "2024-Q1 to 2026-Q4"
    },
    {
      "modelId": "CAL-HKEX-SWAP-CONN",
      "modelName": "HKEX / OTC Clear Northbound Swap Connect Quota Stress & Regime Calibration",
      "category": "Multi-Year Regime Panel (2024–2026)",
      "formulaSpecification": "7-day FR007 & SHIBOR 3M reference curves · IMM & Chinese bond collateral",
      "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Daily Mainland–HK Trading Hours",
      "benchmarkOutput2026": "RMB 20 Billion Daily Net Clearing Quota (CNY IRS) (Composite Weight: 90/100)",
      "validationAuthority": "PBOC / Hong Kong SFC / HKMA / OTC Clear / SHCH",
      "temporalWindow": "2024-Q2 to 2026-Q4"
    },
    {
      "modelId": "CAL-MAS-N637-CET1",
      "modelName": "MAS Notice 637 Singapore D-SIB CET1 Requirement Stress & Regime Calibration",
      "category": "Multi-Year Regime Panel (2024–2026)",
      "formulaSpecification": "2.0 percentage points above BCBS 4.5% global minimum CET1",
      "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Quarterly Prudential Return",
      "benchmarkOutput2026": "9.0% Minimum CET1 (6.5% Base + 2.5% CCB + Countercyclical) (Composite Weight: 94/100)",
      "validationAuthority": "Monetary Authority of Singapore (MAS)",
      "temporalWindow": "2024-Q3 to 2026-Q4"
    },
    {
      "modelId": "CAL-MAS-SORA",
      "modelName": "Singapore SORA (Singapore Overnight Rate Average) Stress & Regime Calibration",
      "category": "Multi-Year Regime Panel (2024–2026)",
      "formulaSpecification": "Published 09:00 SGT T+1 · Replaced SOR & SIBOR across SGD derivatives",
      "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Daily Singapore Business Days",
      "benchmarkOutput2026": "Volume-Weighted Overnight SGD Interbank Cash (ACT/365F) (Composite Weight: 91/100)",
      "validationAuthority": "Monetary Authority of Singapore (MAS)",
      "temporalWindow": "2024-Q4 to 2026-Q4"
    }
  ]
}