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

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

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

### Run Bond Stress Test

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

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

### Run Reserve Pool Stress

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

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

### Run Temporal Stress Test

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

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

### Run Ω-Layer Reconciliation

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

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

### Run Advanced Overlays

```http
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.