{ "@context": "https://schema.org", "@type": "Dataset", "identifier": "fx-macro-wire-supervisory-stress-calibration-panel", "name": "FXMacro Wire 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 FXMacro Wire's interactive calculators and institutional risk engines. 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\\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-WMR-1600-LDN", "modelName": "WM/FTSE London 4pm FX Benchmark Window Stress & Regime Calibration", "category": "Multi-Year Regime Panel (2024–2026)", "formulaSpecification": "Median trade & order snapshot sampled every second", "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Daily 16:00 UK Spot Fixing", "benchmarkOutput2026": "15:57:30 – 16:02:30 London Time (5-Min Window) (Composite Weight: 98/100)", "validationAuthority": "FTSE Russell / Global FX Committee (FX Global Code)", "temporalWindow": "2024-Q1 to 2026-Q4" }, { "modelId": "CAL-CLS-PVP-CET", "modelName": "CLS Bank PvP Multilateral Settlement Window Stress & Regime Calibration", "category": "Multi-Year Regime Panel (2024–2026)", "formulaSpecification": "18 CLS-eligible currencies · >99% net funding reduction", "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Daily T+2 Spot / T+1 USD-CAD", "benchmarkOutput2026": "07:00 – 12:00 CET (Initial Pay-In Schedule 00:00 CET) (Composite Weight: 95/100)", "validationAuthority": "CLS Bank International / Federal Reserve / ECB", "temporalWindow": "2024-Q2 to 2026-Q4" }, { "modelId": "CAL-XCCY-BASIS-G3", "modelName": "EUR/USD & USD/JPY 3M Cross-Currency Basis Stress & Regime Calibration", "category": "Multi-Year Regime Panel (2024–2026)", "formulaSpecification": "Quoted vs. flat USD SOFR OIS leg (ACT/360)", "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Real-Time Quarter-End Turn Sensitive", "benchmarkOutput2026": "EUR/USD: −8 to −22 bps · USD/JPY: −25 to −55 bps (Composite Weight: 87/100)", "validationAuthority": "Interdealer RFR Cross-Currency Swap Market", "temporalWindow": "2024-Q3 to 2026-Q4" }, { "modelId": "CAL-ESMA-FX-LEV", "modelName": "ESMA / MiFID II Retail vs. Pro FX Leverage Cap Stress & Regime Calibration", "category": "Multi-Year Regime Panel (2024–2026)", "formulaSpecification": "20:1 Non-Major FX & Gold · 50% margin close-out rule", "calibrationInputRegime": "2024–2025 Baseline Window · Cadence: Continuous Order-Book Enforcement", "benchmarkOutput2026": "30:1 Major Pairs (3.33% Margin) · Pro Elective Exempt (Composite Weight: 84/100)", "validationAuthority": "ESMA / BaFin / CySEC / AMF", "temporalWindow": "2024-Q4 to 2026-Q4" } ] }