ALM Verification Engine

8/8 Proofs Verified

12ms execution

Demo

NII (Base)

$15.5M

Net Interest Income

EVE

$52.3M

Economic Value of Equity

Duration Gap

2.8 yrs

Asset-weighted minus liability-weighted

Risk State

FAVORABLE

Balanced ternary: +

OverCaml Formal Proofs

8/8 verified

EVE_POSITIVE

EVE > 0 for all rate scenarios

NII_BOUNDED

|NII change| < 30% for +/-400bps

GAP_FINITE

Duration gap in [-10, +10] years

RISK_MONOTONIC

Risk strictly increases with |shock|

COMPLIANCE_CONSERVATIVE

27/27 ternary truth table verified

BS_IDENTITY

A = L + E within 0.01 tolerance

PV_RATE_MONOTONIC

PV inversely related to discount rate

TERNARY_ROUNDTRIP

encode(decode(x)) = x for all trits

Risk State

FAVORABLE

Compliance

COMPLIANT

Rate Shock Scenarios

Scenario

NII Impact

EVE Impact

+100 bps

+3.2%

-4.1%

+200 bps

+5.8%

-8.9%

+300 bps

+7.1%

-14.2%

+400 bps

+7.9%

-20.1%

-100 bps

-4.1%

+4.5%

-200 bps

-9.3%

+9.8%

-300 bps

-15.8%

+16.2%

-400 bps

-23.7%

+23.9%

OverCaml Verification Details

Balanced Ternary Mapping

Risk Assessment+ Favorable | 0 Neutral | - Adverse

Bond Action+ Buy | 0 Hold | - Sell

ComplianceT Within | U Unknown | F Exceeds

Demo Bank Profile

InstitutionDemo Community Bank (CERT 628)

Report Date2026-01-31

Asset ClassesUST, Agency, MBS, Muni, CRE, C&I

Verification Engine

Compilerocamlopt 5.3.0

BackendOverCaml Proof Engine

BridgePython subprocess + JSON