Operational Risk
Does the change in measured RR clarify which input or control evidence should be investigated, relative to current ORMF practice?
Internal prototype — not publication-approved. The recorded IR/RMI/RR series is sourced from EXP-02 primary measurements. Former dashboard scenario arms, colour-coded ORMF statuses and risk limits are intentionally withheld pending separate source verification. Decision utility remains a research hypothesis.
Management perspective
Select a role to open its contextual interpretation in the right-hand drawer.
What can we observe this month?
Source-derived activity and E-RCSA evidence alongside the method-defined IR/RMI/RR measurement.
RU is a method-defined exposure unit, not monetary loss or an expected-loss estimate. RMI is derived from assessed category scores; it is not itself an observed control-failure outcome.
What changed in the measured position?
A descriptive arithmetic comparison with the preceding month; not a causal intervention effect or evidence of improved management decisions.
Existing input evidence in this controlled view
Input measures available independently of RA.
Additional RA representation
A deterministic, governed calculation from the recorded inputs.
Recorded 24-month residual exposure
Quarter starts are annotated on the chart at the effective E-RCSA assessment dates. The y-axis is autoscaled and may not start at zero; compare precise values in the cards above.
How has the position changed over time?
Move across all 24 months; daily means and quarterly assessment changes are preserved.
Dashed quarterly markers indicate effective E-RCSA assessments. The y-axis is autoscaled (not necessarily zero-based). Select a point or reporting period to examine its values.
These are differences in recorded outputs, not causal driver decompositions. The source-specific four-arm contrasts have not been included in this presentation contract.
Business activity
Daily New Business, USD · arithmetic monthly means
The daily Value Table calculation can cross bands within a reporting month; the mean DNB should not itself be banded to infer monthly IR.
Assessed mitigation
Quarterly E-RCSA-derived product RMI
Quarterly assessment scores reflect the defined observation mechanism in a synthetic case, not demonstrated real-world control effectiveness.
Assessment detail, selected month
Decision questions the representation might support
Illustrative analytical uses to test in a real institution, not results showing improved decisions.
Finance / CFO
Can a governed, non-monetary exposure series improve explanations of operating conditions across reporting periods, without implying provisions?
Board
Does a common-unit exposure series help compare present-state positions and management responses alongside existing indicators?
Currently unavailable comparison tests
Not displayed as primary evidence: conventional ORMF Green/Amber/Red, scenario-arm decomposition, prespecified RU limits, loss incidence/severity prediction and expected-loss figures. Those require their own verified frozen sources and analysis-promotion approvals. The absence of a panel is not a deficiency in conventional frameworks.
Calculation and provenance
Exact study measurement definitions and boundaries
Show source lineage and limitations
EXP-02 A (frozen synthetic operating world) → EXP-02 D (canonical RA inputs) → EXP-02 E (daily RA measurements) → RA-DEMO-02 verified primary presentation contract. These sources establish mechanical calculation, not real-bank construct validity, incremental management value, outcome discrimination or an accounting recognition basis.
Parent RMI is recalculated from aggregated ASA/MSA; parent RR is calculated from parent IR and parent RMI. Independently computed family RR is not generally additive. Reconciled attribution requires RA-014.
2025–2026 dataset comprises 522 business days, 14 mapped components and 135 category instances. Source methods and certain questionnaire evidence are restricted pending publication clearance.
From controlled synthetic case to independent institutional testing
Potential banking and academic collaborators could evaluate whether the current IR/RR measurement provides reproducible, temporally consistent representation of activity and mitigation within an agreed process boundary, and whether it adds prespecified decision value against existing input and control measures.
The next validation steps are real institutional data, independent replication and longitudinal calibration. Null or negative findings must remain publishable.
RTS context: the EBA draft operational-risk framework supplies a possible application domain, not a requirement to adopt Risk Accounting. No claim of regulatory compliance or provisioning is made.