dbis_core/docs/gru-stress-framework.md

DBIS GRU Comprehensive Stress-Testing Framework

Issued by: Digital Bank of International Settlements (DBIS)
Scope: Sovereign Regulators, DBIS Risk Divisions, OMDN-CB, Supranational Reserve Councils

Overview

This document provides a complete regulatory-grade stress-testing system for:

• GRU monetary units (M00, M0, M1)
• GRU index family (LiXAU, LiPMG, LiBMG1–3)
• GRU bond system (Li99PpOsB10, Li99PpAvB10)
• GRU reserve pools (SR‑1, SR‑2, SR‑3)
• FX/SSU conversion systems
• Cross-reality settlement states (classical, temporal, quantum)

Stress Regimes

1. Metal Shock Regime

Simulates volatility spikes in:

• Gold (XAU)
• Platinum/Palladium (PGM)
• Base metals (BMG1/BMG2)
• Strategic minerals (BMG3)

Severity Tiers:

Tier	Shock	Example
S1	+5%	Normal commodity volatility
S2	+15%	Industrial/geopolitical disruption
S3	+35%	Crisis-level commodity dislocation
S4	+70%	Full systemic supply collapse

2. FX Cascade Regime

Includes:

• USD shock
• EUR fragmentation
• CNY revaluation
• Regional currency contagion

Severity Tiers:

Tier	FX Spread	Notes
F1	±1–2%	Normal movement
F2	±5%	Speculative pressure
F3	±12%	Sovereign stress
F4	±30%	Systemic contagion

3. GRU Liquidity Loop Instability

Stress on the 7→10→9.55 liquidity cycle.

Factors:

• Spread widening
• QPS latency (pre-GAS)
• GAS atomic lock friction
• Temporal desynchronization

4. Sovereign Default Correlation

Multivariate scenario linking:

• SCB default probability
• Supranational pool pressure
• GRU bond stress
• FX corridor widening

5. Metaverse Economic Shock

Simulates:

• Avatar-driven liquidity extraction
• MEN (Metaverse Economic Node) outages
• Virtual-to-real arbitrage surges

6. Temporal Stress Models

In DBIS, stress occurs across:

• t0 (present timeline)
• t−Δ (retrocausal disturbances)
• t+Δ (predictive stress)
• tΩ (Ω‑Layer merged timeline)

Simulation Tables

GRU Price Shock Table (XAU Link)

XAU Shock	GRU M00	GRU M0	GRU M1
+5%	+3.2%	+1.8%	+0.7%
+15%	+10.6%	+6.2%	+2.1%
+35%	+26.1%	+14.4%	+5.8%
+70%	+49.5%	+27.9%	+12.7%

GRU Bond Stress Table

Stress Type	Li99PpOsB10	Li99PpAvB10	Notes
Metal Shock S3	-12% NAV	-8% NAV	Higher metal-demand bonds stabilize
FX Cascade F4	-28% NAV	-22% NAV	FX volatility increases discounting
Loop Instability	-16% cash	-11% cash	Liquidity loop becomes unbalanced
Sovereign Default	-35% fair value	-29% fair value	Supranational reserves absorb shock

Regional Reserve Pool Stress Table

Region	Commodity Shock	FX Shock	GRU Reserve Impact
EU	S2	F2	-4.2%
AU	S3	F1	-9.3%
ASEAN	S1	F3	-6.4%
GCC	S3	F2	-11.1%
MERCOSUR	S4	F4	-19.7%

Timeline-Variant Stress Matrices

Retrocausal Stress Matrix (t−Δ)

Event Type	Probability	Impact	Ω-Layer Correction
Retro FX shock	Medium	High	Strong merge required
Metal anomaly	Low	Medium	Minimal correction
Sovereign retro-default	Very Low	Extreme	Full truth merge

Predictive Stress Matrix (t+Δ)

Variable	Projection Volatility	GRU Sensitivity
XAU	High	Very High
FX	Medium	Medium
Commodities	Very High	High

Ω-Layer Stability Matrix

Layer	Pre-Stress Deviation	Post-Stress Deviation	Status
Classical	12%	1.2%	Corrected
Quantum	22%	0.0%	Fully merged
Parallel	31%	3.1%	Harmonized
Holograph	45%	4.5%	Stabilized

Algorithmic Framework

Metal Shock Model

GRU_new = GRU_base * (1 + metal_shock_factor * weight)

FX Cascade Model

f = FX_volatility + correlation_matrix * shock_vector

Liquidity Loop Instability Model

loop_outcome = (capital * 10/7 * 0.955) ^ cycles

Temporal Compression Model

T_stress = | GRU(t+Δ) - GRU(t−Δ) |

API Usage

Generate Simulation Tables

POST /api/gru/stress/simulation-table
Content-Type: application/json

{
  "tableType": "price_shock",
  "parameters": {
    "xauShockPercent": 35
  }
}

Run Bond Stress Test

POST /api/gru/stress/bond
Content-Type: application/json

{
  "bondType": "Li99PpOsB10",
  "stressRegime": "metal_shock_s3",
  "stressTier": "S3"
}

Run Reserve Pool Stress

POST /api/gru/stress/reserve-pool
Content-Type: application/json

{
  "poolId": "SR-1",
  "commodityShock": "S3",
  "fxShock": "F2",
  "region": "EU"
}

Run Temporal Stress Test

POST /api/gru/stress/temporal
Content-Type: application/json

{
  "temporalType": "retrocausal",
  "parameters": {
    "eventType": "retro_fx_shock",
    "probability": "Medium",
    "impact": "High"
  }
}

Run Ω-Layer Reconciliation

POST /api/gru/stress/omega-reconcile
Content-Type: application/json

{
  "testId": "GRU-STRESS-..."
}

Run Advanced Overlays

POST /api/gru/stress/advanced-overlay
Content-Type: application/json

{
  "overlayType": "metaverse",
  "parameters": {
    "scenarioType": "avatar_liquidity_extraction"
  }
}

Risk Supervision Engine Overlays

SARE Overlay

• Sovereign risk correlation
• Exposure analysis
• Macro feedback loop

ARI Oversight

• Stress compliance validation
• AML pattern monitoring

Ω-Layer Correction Engine

• Reconciles all multi-reality deviations

Summary

This framework provides:

• Comprehensive stress test definitions
• Full simulation tables
• Timeline-variant matrices
• Algorithmic frameworks
• Oversight & reconciliation layers

Together these ensure the GRU remains the most stable reserve instrument across all monetary, temporal, quantum, and metaverse environments.