{
  "stress_test_version": "1.0",
  "date_run": "2026-05-31",
  "baseline_ofi": 44.6,
  "baseline_quarter": "Q2 2026",
  "scenarios_count": 17,
  "groups": [
    "Interest Rate Shocks",
    "Consumer Stress Scenarios",
    "Liquidity & Credit Shocks",
    "Combined Scenarios"
  ],
  "results": [
    {
      "group": "Interest Rate Shocks",
      "name": "Fed Aggressive Hike \u2014 8%",
      "description": "Fed 2026 sonunda agresif s\u0131k\u0131la\u015ft\u0131rma: mortgage %8'e f\u0131rlar",
      "trigger": "Trade war + sticky inflation forces Fed to hike",
      "inputs": {
        "mortgage": 8.0,
        "cc_delinq": 4.8,
        "mbs": 2.2,
        "stlfsi": 0.3
      },
      "predicted_ofi": 56.8,
      "delta_from_baseline": 12.2,
      "severity": "SEVERE"
    },
    {
      "group": "Interest Rate Shocks",
      "name": "Fed Aggressive Hike \u2014 7.5%",
      "description": "Orta d\u00fczey s\u0131k\u0131la\u015ft\u0131rma: mortgage %7.5",
      "trigger": "Inflation re-acceleration",
      "inputs": {
        "mortgage": 7.5,
        "cc_delinq": 4.8,
        "mbs": 1.9,
        "stlfsi": 0.1
      },
      "predicted_ofi": 52.1,
      "delta_from_baseline": 7.5,
      "severity": "ELEVATED"
    },
    {
      "group": "Interest Rate Shocks",
      "name": "Rapid Fed Cut \u2014 5.5%",
      "description": "Fed agresif indirim: mortgage %5.5'e d\u00fc\u015fer",
      "trigger": "Recession fears force Fed to cut quickly",
      "inputs": {
        "mortgage": 5.5,
        "cc_delinq": 4.4,
        "mbs": 1.3,
        "stlfsi": -0.4
      },
      "predicted_ofi": 38.1,
      "delta_from_baseline": -6.5,
      "severity": "MODERATE"
    },
    {
      "group": "Interest Rate Shocks",
      "name": "Deep Cut \u2014 4.5%",
      "description": "2020-2021 seviyesine d\u00f6n\u00fc\u015f: mortgage %4.5",
      "trigger": "Severe recession, Fed emergency cuts",
      "inputs": {
        "mortgage": 4.5,
        "cc_delinq": 3.8,
        "mbs": 1.05,
        "stlfsi": -0.7
      },
      "predicted_ofi": 33.5,
      "delta_from_baseline": -11.1,
      "severity": "LOW"
    },
    {
      "group": "Consumer Stress Scenarios",
      "name": "Unemployment Spike \u2014 5.5%",
      "description": "\u0130\u015fsizlik aniden %5.5'e f\u0131rlar \u2014 CC delinquency artar",
      "trigger": "Tech layoffs + manufacturing contraction",
      "inputs": {
        "mortgage": 6.51,
        "cc_delinq": 6.5,
        "mbs": 1.9,
        "stlfsi": 0.4
      },
      "predicted_ofi": 39.7,
      "delta_from_baseline": -4.9,
      "severity": "MODERATE"
    },
    {
      "group": "Consumer Stress Scenarios",
      "name": "Unemployment Spike \u2014 7%",
      "description": "Resesyon seviyesi i\u015fsizlik: %7",
      "trigger": "Full recession \u2014 2008-level job losses",
      "inputs": {
        "mortgage": 6.51,
        "cc_delinq": 8.0,
        "mbs": 2.4,
        "stlfsi": 0.8
      },
      "predicted_ofi": 37.8,
      "delta_from_baseline": -6.8,
      "severity": "LOW"
    },
    {
      "group": "Consumer Stress Scenarios",
      "name": "CC Delinquency Surge \u2014 8%",
      "description": "Kredi kart\u0131 gecikmeleri rekor: %8 \u2014 2009 seviyesi",
      "trigger": "Consumer debt bubble burst",
      "inputs": {
        "mortgage": 6.51,
        "cc_delinq": 8.0,
        "mbs": 2.6,
        "stlfsi": 1.2
      },
      "predicted_ofi": 40.0,
      "delta_from_baseline": -4.6,
      "severity": "MODERATE"
    },
    {
      "group": "Liquidity & Credit Shocks",
      "name": "Banking Crisis \u2014 SVB\u00d72",
      "description": "SVB'nin iki kat\u0131 b\u00fcy\u00fckl\u00fc\u011f\u00fcnde bankac\u0131l\u0131k krizi",
      "trigger": "Multiple bank failures \u2014 systemic risk",
      "inputs": {
        "mortgage": 6.51,
        "cc_delinq": 4.8,
        "mbs": 3.5,
        "stlfsi": 2.5
      },
      "predicted_ofi": 62.0,
      "delta_from_baseline": 17.4,
      "severity": "SEVERE"
    },
    {
      "group": "Liquidity & Credit Shocks",
      "name": "MBS Market Freeze",
      "description": "Mortgage tahvil piyasas\u0131 donuyor \u2014 spread 4%'e f\u0131rlar",
      "trigger": "2008-style MBS market seizure",
      "inputs": {
        "mortgage": 7.2,
        "cc_delinq": 4.8,
        "mbs": 4.0,
        "stlfsi": 1.8
      },
      "predicted_ofi": 66.5,
      "delta_from_baseline": 21.9,
      "severity": "CRITICAL"
    },
    {
      "group": "Liquidity & Credit Shocks",
      "name": "Mild Credit Stress",
      "description": "Hafif likidite s\u0131k\u0131\u015fmas\u0131 \u2014 STLFSI 0.8",
      "trigger": "Regional bank stress \u2014 not systemic",
      "inputs": {
        "mortgage": 6.51,
        "cc_delinq": 5.2,
        "mbs": 1.85,
        "stlfsi": 0.8
      },
      "predicted_ofi": 46.7,
      "delta_from_baseline": 2.1,
      "severity": "MODERATE"
    },
    {
      "group": "Combined Scenarios",
      "name": "Stagflation \u2014 High Rate + High Unemployment",
      "description": "En k\u00f6t\u00fc senaryo: %8 faiz + %6 i\u015fsizlik",
      "trigger": "1970s-style stagflation returns",
      "inputs": {
        "mortgage": 8.0,
        "cc_delinq": 7.5,
        "mbs": 3.0,
        "stlfsi": 1.5
      },
      "predicted_ofi": 53.7,
      "delta_from_baseline": 9.1,
      "severity": "ELEVATED"
    },
    {
      "group": "Combined Scenarios",
      "name": "Soft Landing \u2014 Best Case",
      "description": "M\u00fckemmel senaryo: faiz d\u00fc\u015fer, i\u015fsizlik stabil",
      "trigger": "Fed achieves perfect soft landing",
      "inputs": {
        "mortgage": 5.8,
        "cc_delinq": 3.8,
        "mbs": 1.2,
        "stlfsi": -0.5
      },
      "predicted_ofi": 41.8,
      "delta_from_baseline": -2.8,
      "severity": "MODERATE"
    },
    {
      "group": "Combined Scenarios",
      "name": "Trade War Shock",
      "description": "Ticaret sava\u015f\u0131: enflasyon + MBS spread geni\u015fler",
      "trigger": "Tariff escalation \u2192 inflation \u2192 overlay tightening",
      "inputs": {
        "mortgage": 7.2,
        "cc_delinq": 5.5,
        "mbs": 2.2,
        "stlfsi": 0.6
      },
      "predicted_ofi": 50.6,
      "delta_from_baseline": 6.0,
      "severity": "ELEVATED"
    },
    {
      "group": "Combined Scenarios",
      "name": "Housing Bubble Burst",
      "description": "Konut balonu patlar: fiyatlar %20 d\u00fc\u015fer",
      "trigger": "Home price collapse \u2192 lender retreat",
      "inputs": {
        "mortgage": 7.5,
        "cc_delinq": 6.0,
        "mbs": 3.2,
        "stlfsi": 1.8
      },
      "predicted_ofi": 59.0,
      "delta_from_baseline": 14.4,
      "severity": "SEVERE"
    },
    {
      "group": "Extreme Tail Risk",
      "name": "Inflation Spike \u2014 8.5% Mortgage",
      "description": "Oil shock triggers inflation return: mortgage hits 8.5%",
      "trigger": "Oil/commodity shock \u2192 CPI re-acceleration \u2192 Fed forced to hike",
      "inputs": {
        "mortgage": 8.5,
        "cc_delinq": 3.5,
        "mbs": 1.9,
        "stlfsi": 0.8
      },
      "predicted_ofi": 65.6,
      "delta_from_baseline": 21.0,
      "severity": "CRITICAL"
    },
    {
      "group": "Extreme Tail Risk",
      "name": "Hard Landing \u2014 SVB-Level Stress",
      "description": "Recession + SVB-scale banking panic simultaneously",
      "trigger": "Unemployment spikes to 5.5%, regional bank failures cascade",
      "inputs": {
        "mortgage": 5.5,
        "cc_delinq": 4.8,
        "mbs": 2.1,
        "stlfsi": 1.5
      },
      "predicted_ofi": 45.9,
      "delta_from_baseline": 1.3,
      "severity": "ELEVATED"
    },
    {
      "group": "Extreme Tail Risk",
      "name": "Perfect Storm \u2014 9% + Systemic Freeze",
      "description": "Stagflation worst case: 9% mortgage + systemic credit freeze",
      "trigger": "Both high inflation AND high unemployment \u2014 1970s repeat",
      "inputs": {
        "mortgage": 9.0,
        "cc_delinq": 5.2,
        "mbs": 2.8,
        "stlfsi": 2.1
      },
      "predicted_ofi": 69.9,
      "delta_from_baseline": 25.3,
      "severity": "CRITICAL"
    }
  ],
  "summary": {
    "worst_case": {
      "name": "Perfect Storm \u2014 9% + Systemic Freeze",
      "ofi": 69.9
    },
    "best_case": {
      "name": "Deep Cut \u2014 4.5%",
      "ofi": 33.5
    },
    "ofi_range": [
      33.5,
      69.9
    ]
  },
  "extreme_tail_added": "2026-05-31 \u2014 3 Gemini extreme scenarios added"
}