{
  "seed": 20260605,
  "N": 200000,
  "deterministic": {
    "rate": 0.029095943940265167,
    "aggregate": 24.657426358605413,
    "K0": 847.4523599999999,
    "Kdelta": 858.569
  },
  "floor_params": {
    "kappa": 20.0,
    "sig_month": 0.0015,
    "sig_level": 0.0008,
    "rho": 0.0,
    "nu": null,
    "crisis_mult": 0.0,
    "m_crisis": 1.0,
    "delta_crisis": 0.0
  },
  "coupled_params": {
    "kappa": 20.0,
    "sig_month": 0.0015,
    "sig_level": 0.0008,
    "rho": 0.35,
    "nu": 4.0,
    "rho_crisis": 0.7,
    "crisis_mult": 1.0,
    "p_crisis": [
      0.03,
      0.08,
      0.3
    ],
    "m_crisis": 4.0,
    "crisis_drift": 0.004,
    "delta_crisis": 0.12
  },
  "floor": {
    "rate": {
      "median": 0.027431812952796952,
      "p05": 0.004406391334648852,
      "p95": 0.058132251049207294,
      "p01": -0.001546006162005613,
      "p99": 0.06468613448903446,
      "mean": 0.029140829314160774,
      "sd": 0.016729761373588146
    },
    "aggregate": {
      "median": 23.247154625926342,
      "p05": 3.7342067356317186,
      "p95": 49.26431334376319,
      "p01": -1.310166570566199,
      "p99": 54.81841733200963,
      "mean": 24.695464574642727,
      "sd": 14.177675758284114
    },
    "VaR95": 49.26431334376319,
    "VaR99": 54.81841733200963,
    "CVaR95": 52.70111136015969,
    "P_gt_44": 0.12543,
    "P_gt_60": 0.001185
  },
  "coupled_rateonly": {
    "aggregate": {
      "median": 24.13455883622099,
      "p05": 2.626799896423777,
      "p95": 66.04939486604847,
      "p01": -4.908140644887538,
      "p99": 88.73701811514805,
      "mean": 27.650928374078582,
      "sd": 19.804354850306815
    },
    "VaR95": 66.04939486604847,
    "CVaR95": 80.52308918469713
  },
  "coupled": {
    "rate": {
      "median": 0.028334873181290576,
      "p05": 0.0031759221519826464,
      "p95": 0.07828959405732897,
      "p01": -0.0058918284187236426,
      "p99": 0.10496565292248929,
      "mean": 0.03260970227854176,
      "sd": 0.02342567436116912
    },
    "aggregate": {
      "median": 24.053856872079656,
      "p05": 2.6928300694111607,
      "p95": 73.89543688687269,
      "p01": -5.002930221751848,
      "p99": 99.60572318518878,
      "mean": 28.515327575349833,
      "sd": 21.75888549548644
    },
    "VaR95": 73.89543688687269,
    "VaR99": 99.60572318518878,
    "CVaR95": 90.6278944932442,
    "P_gt_44": 0.19207,
    "P_gt_60": 0.08142,
    "crisis_share": 0.11986
  },
  "sensitivity": {
    "nu=3": {
      "VaR95": 74.76111584332062,
      "VaR99": 98.21347637483859,
      "P_gt60": 0.0851
    },
    "nu=4": {
      "VaR95": 73.7655142456756,
      "VaR99": 99.61887135298112,
      "P_gt60": 0.0808
    },
    "nu=8": {
      "VaR95": 73.37376521607665,
      "VaR99": 100.55275960233695,
      "P_gt60": 0.07974285714285714
    },
    "nu=inf": {
      "VaR95": 73.58106606970648,
      "VaR99": 102.93654928214796,
      "P_gt60": 0.07928571428571428
    },
    "crisis_mult=0.5": {
      "VaR95": 57.62847529618745,
      "VaR99": 90.32562806704075,
      "P_gt60": 0.04447142857142857
    },
    "crisis_mult=1.0": {
      "VaR95": 73.16075791636581,
      "VaR99": 99.36936077903867,
      "P_gt60": 0.08012857142857142
    },
    "crisis_mult=2.0": {
      "VaR95": 86.97954805912615,
      "VaR99": 109.26244415576426,
      "P_gt60": 0.15885714285714286
    },
    "m_crisis=2": {
      "VaR95": 73.52089054620298,
      "VaR99": 92.51177367761258,
      "P_gt60": 0.08394285714285714
    },
    "m_crisis=4": {
      "VaR95": 73.97603796263836,
      "VaR99": 98.93027813163759,
      "P_gt60": 0.08171428571428571
    },
    "m_crisis=8": {
      "VaR95": 75.13160960384769,
      "VaR99": 110.67567533684603,
      "P_gt60": 0.07827142857142858
    },
    "crisis_drift=0.0": {
      "VaR95": 53.79994007612802,
      "VaR99": 72.40922642083949,
      "P_gt60": 0.0275
    },
    "crisis_drift=0.004": {
      "VaR95": 73.86586418479168,
      "VaR99": 99.30858318659801,
      "P_gt60": 0.08228571428571428
    },
    "crisis_drift=0.008": {
      "VaR95": 102.34865829814409,
      "VaR99": 129.02810083296995,
      "P_gt60": 0.1149
    },
    "rho_crisis=0.3": {
      "VaR95": 73.87584636166137,
      "VaR99": 95.62955105470012,
      "P_gt60": 0.08284285714285715
    },
    "rho_crisis=0.7": {
      "VaR95": 73.79385411082252,
      "VaR99": 99.7835839453334,
      "P_gt60": 0.08211428571428571
    },
    "rho_crisis=0.95": {
      "VaR95": 74.75650958743454,
      "VaR99": 102.01611610785633,
      "P_gt60": 0.08122857142857143
    },
    "delta_crisis=0.06": {
      "VaR95": 69.76670917758499,
      "VaR99": 94.30011546175373,
      "P_gt60": 0.07441428571428571
    },
    "delta_crisis=0.12": {
      "VaR95": 74.47907989994067,
      "VaR99": 100.46456259958745,
      "P_gt60": 0.08464285714285714
    },
    "delta_crisis=0.18": {
      "VaR95": 78.09352317846592,
      "VaR99": 105.12827132338369,
      "P_gt60": 0.08602857142857143
    }
  },
  "incidence_breadth_attenuation": {
    "delta=0.0": -0.2600574002052358,
    "delta=0.12": -0.25004265078603627,
    "delta=0.24": -0.2419866933385102
  }
}