Interest Rate Risk Scenario Generator

Generates a complete set of named interest rate scenarios — parallel shifts, steepeners, flatteners, twists, and inversions — with tenor-by-tenor basis-point assumptions, rationale, and expected NII/EVE directional impact, calibrated to a specific balance sheet and regulatory framework. Use when building interest rate stress test scenarios, populating an IRRBB scenario set, refreshing ALM model inputs, or preparing rate-risk scenarios for ALCO or regulatory submission.