{
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        "source": "External OIS cash account"
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        "source": "Five-year EM advance"
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      {
        "elapsed": "3.75",
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        "source": "Opening legacy borrowing at contracted rate"
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        "source": "U clean-price observation and redemption terms"
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      {
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        "source": "Executed total-return and financing confirmation"
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      {
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        "source": "External OIS cash account"
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        "elapsed": "4.00",
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        "source": "Five-year EM advance"
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      {
        "elapsed": "4.00",
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        "source": "Opening legacy borrowing at contracted rate"
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      {
        "elapsed": "4.00",
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        "source": "U clean-price observation and redemption terms"
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      {
        "elapsed": "4.00",
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        "source": "Executed total-return and financing confirmation"
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        "elapsed": "4.25",
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        "source": "External OIS cash account"
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        "elapsed": "4.25",
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      {
        "elapsed": "4.25",
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      {
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        "source": "Executed total-return and financing confirmation"
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        "source": "Executed cash investment, no new EM asset"
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      {
        "elapsed": "8.00",
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      },
      {
        "elapsed": "8.00",
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      {
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        "source": "Executed total-return and financing confirmation"
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      {
        "elapsed": "8.25",
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      {
        "elapsed": "8.25",
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      {
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        "source": "Executed total-return and financing confirmation"
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        "elapsed": "8.50",
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      {
        "elapsed": "8.50",
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      {
        "elapsed": "8.50",
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      {
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        "source": "Executed total-return and financing confirmation"
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        "source": "Executed total-return and financing confirmation"
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        "source": "Executed total-return and financing confirmation"
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      {
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      {
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      {
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        "source": "Executed total-return and financing confirmation"
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      {
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      {
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      {
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      {
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        "source": "Executed total-return and financing confirmation"
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      {
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      {
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        "source": "Executed total-return and financing confirmation"
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        "source": "Executed total-return and financing confirmation"
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      {
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      {
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      {
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        "source": "Executed total-return and financing confirmation"
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      {
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        "source": "Executed total-return and financing confirmation"
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      {
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        "source": "Executed total-return and financing confirmation"
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        "source": "External OIS cash account"
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      {
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      {
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        ],
        "source": "Year-five principal in OIS cash instrument"
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      {
        "elapsed": "18.75",
        "event": "Legacy funding coupon",
        "id": "J0392",
        "lines": [
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          {
            "account": "legacy_interest_expense",
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        "source": "Opening legacy borrowing at contracted rate"
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      {
        "elapsed": "18.75",
        "event": "Retained U price remeasurement",
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        "lines": [
          {
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        "source": "U clean-price observation and redemption terms"
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      {
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        "event": "Quarterly net TRS settlement",
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        "source": "Executed total-return and financing confirmation"
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      {
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        "event": "Unrestricted cash interest",
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        "source": "External OIS cash account"
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      {
        "elapsed": "19.00",
        "event": "Reinvested principal coupon",
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          {
            "account": "reinvestment_interest_income",
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        ],
        "source": "Year-five principal in OIS cash instrument"
      },
      {
        "elapsed": "19.00",
        "event": "Legacy funding coupon",
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          {
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        "source": "Opening legacy borrowing at contracted rate"
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      {
        "elapsed": "19.00",
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        ],
        "source": "U clean-price observation and redemption terms"
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      {
        "elapsed": "19.00",
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        "source": "Executed total-return and financing confirmation"
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        "source": "External OIS cash account"
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      {
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          {
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        ],
        "source": "Year-five principal in OIS cash instrument"
      },
      {
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        "event": "Legacy funding coupon",
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        "source": "Opening legacy borrowing at contracted rate"
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      {
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        "source": "U clean-price observation and redemption terms"
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        "source": "Executed total-return and financing confirmation"
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        "source": "Year-five principal in OIS cash instrument"
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        "source": "Opening legacy borrowing at contracted rate"
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        "source": "Executed total-return and financing confirmation"
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        "event": "Reinvested principal coupon",
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        "source": "Executed total-return and financing confirmation"
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        "source": "Executed total-return and financing confirmation"
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        "source": "Identified unpaid final settlement and loss assessment"
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          "scope": "All K7 NPVs below are standalone component values, not all-in book profit or cash capital releases. Whole-book max constraints are recomputed separately.",
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            "BA_method": "reduced",
            "CCR_K": "259749.2391932910409120888816063600841755",
            "CCR_RWA": "3246865.489916138011401111020079501052194",
            "CVA": "12701.46338857258114855541804706941121410",
            "CVA_K": "245067.7953161613903542014854738607260424",
            "CVA_RWA": "3063347.441452017379427518568423259075530",
            "EAD": "10822884.96638712670467037006693167017398",
            "K": "504817.0345094524312662903670802208102179",
            "KVA_remaining": "18400.56460892614054120301387795158081548",
            "K_hedged": "377027.3774094790620833869007290165016037",
            "K_reduced": "377027.3774094790620833869007290165016037",
            "MF": "0.7071067811865475244008443621048490392848",
            "PFE": "1326848.176097236931557301458734435520666",
            "Pa": "0",
            "RC": "6403783.942750710714635820017645328889318",
            "SCVA_H": "0",
            "SCVA_P": "377027.3774094790620833869007290165016037",
            "SD": "0.493801759433346627460271523743874963396",
            "SNH": "0",
            "V": "6403783.942750710714635820017645328889318",
            "add_on": "1326848.176097236931557301458734435520666",
            "contract_id": "FUND_TRS",
            "default_exposure": "10822884.96638712670467037006693167017398",
            "elapsed": "18.50",
            "hedge_provider_BA_M": "0",
            "hedge_provider_CCR_EAD": "0",
            "hedge_provider_CVA_method": "desk_annex_normal_saccr",
            "hedge_provider_EAD": "0",
            "hedge_provider_add_on": "0",
            "hedge_remaining": "0",
            "margin_collateral": "0",
            "margined": false,
            "market_risk_K": "0",
            "multiplier": "1",
            "notional": "1000000000",
            "protected_exposure": "0",
            "protection_factor": "0",
            "protection_provider_lower_rw": true,
            "recognised_incurred_CVA": "0",
            "reference_id": "U",
            "remaining": "0.50",
            "uncovered_exposure": "10822884.96638712670467037006693167017398",
            "unmargined_cap": "10822884.96638712670467037006693167017398"
          },
          {
            "BA_DF": "0.975411509985719818171493604406956786858",
            "BA_M": "1",
            "BA_method": "reduced",
            "CCR_K": "123979.4762106003114555895323600167255047",
            "CCR_RWA": "1549743.452632503893194869154500209068809",
            "CVA": "0",
            "CVA_K": "116971.9572374749716087049751648965597698",
            "CVA_RWA": "1462149.465468437145108812189561206997122",
            "EAD": "5165811.508775012977316230515000696896030",
            "K": "240951.4334480752830642945075249132852745",
            "KVA_remaining": "5964.144392279091164957784839725576368180",
            "K_hedged": "179956.8572884230332441615002536870150304",
            "K_reduced": "179956.8572884230332441615002536870150304",
            "MF": "0.5",
            "PFE": "472043.5812325057334437007214644298903754",
            "Pa": "0",
            "RC": "3217821.782178217821782178217821782178218",
            "SCVA_H": "0",
            "SCVA_P": "179956.8572884230332441615002536870150304",
            "SD": "0.248443990122371438654579327086542047566",
            "SNH": "0",
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            "add_on": "472043.5812325057334437007214644298903754",
            "contract_id": "FUND_TRS",
            "default_exposure": "5165811.508775012977316230515000696896030",
            "elapsed": "18.75",
            "hedge_provider_BA_M": "0",
            "hedge_provider_CCR_EAD": "0",
            "hedge_provider_CVA_method": "desk_annex_normal_saccr",
            "hedge_provider_EAD": "0",
            "hedge_provider_add_on": "0",
            "hedge_remaining": "0",
            "margin_collateral": "0",
            "margined": false,
            "market_risk_K": "0",
            "multiplier": "1",
            "notional": "1000000000",
            "protected_exposure": "0",
            "protection_factor": "0",
            "protection_provider_lower_rw": true,
            "recognised_incurred_CVA": "0",
            "reference_id": "U",
            "remaining": "0.25",
            "uncovered_exposure": "5165811.508775012977316230515000696896030",
            "unmargined_cap": "5165811.508775012977316230515000696896030"
          },
          {
            "BA_DF": "0",
            "BA_M": "0",
            "BA_method": "reduced",
            "CCR_K": "0",
            "CCR_RWA": "0",
            "CVA": "0",
            "CVA_K": "0",
            "CVA_RWA": "0",
            "EAD": "0",
            "K": "0",
            "KVA_remaining": "0",
            "K_hedged": "0",
            "K_reduced": "0",
            "MF": "0",
            "PFE": "0",
            "Pa": "0",
            "RC": "0",
            "SCVA_H": "0",
            "SCVA_P": "0",
            "SD": "0",
            "SNH": "0",
            "V": "0",
            "add_on": "0",
            "contract_id": "FUND_TRS",
            "default_exposure": "0",
            "elapsed": "19",
            "hedge_provider_BA_M": "0",
            "hedge_provider_CCR_EAD": "0",
            "hedge_provider_CVA_method": "desk_annex_normal_saccr",
            "hedge_provider_EAD": "0",
            "hedge_provider_add_on": "0",
            "hedge_remaining": "0",
            "margin_collateral": "0",
            "margined": false,
            "market_risk_K": "0",
            "multiplier": "0",
            "notional": "1000000000",
            "protected_exposure": "0",
            "protection_factor": "0",
            "protection_provider_lower_rw": true,
            "recognised_incurred_CVA": "0",
            "reference_id": "U",
            "remaining": "0",
            "uncovered_exposure": "0",
            "unmargined_cap": "0"
          }
        ],
        "scope": "Standalone CCR+CVA component, not bank max-constraint KVA"
      }
    },
    "leverage": {
      "CSA_after_fees_and_received_VM": {
        "AVA": "600000",
        "CCR_CVA_component": "9059419.806727067450647088035625094948156",
        "K": "105059419.8067270674506470880356250949482",
        "K_U": "16000000.0000",
        "K_deployment": "80000000.00",
        "L": "3139066154.579419054295339995656812717544",
        "RWA": "1313242747.584088343133088600445313686852",
        "Tier1_after_AVA": "97300000",
        "binding_constraint": "risk_based",
        "capital_release_cash": "0",
        "capital_shortfall": "7759419.8067270674506470880356250949482",
        "derivative_PFE": "0",
        "derivative_RC": "0",
        "derivative_exposure": "0",
        "executable_under_stated_capital": false,
        "leverage_ratio": "0.03099647959252280514634086638635672229675",
        "leverage_requirement": "94171984.63738257162886019986970438152632",
        "on_balance_assets": "2139066154.579419054295339995656812717544",
        "risk_requirement": "105059419.8067270674506470880356250949482",
        "scope": "Specified toy whole book only: retained AAA bank U, B-sovereign deployment, OIS cash, funding CCR and CVA; no inferred production buffers or compliance. Reinvestment is central-bank OIS cash at zero RW.",
        "written_credit_notional": "1000000000"
      },
      "actual_base_after_day1_fee": {
        "AVA": "0",
        "CCR_CVA_component": "39650722.27146060561753073256070821418092",
        "K": "135650722.2714606056175307325607082141809",
        "K_U": "16000000.0000",
        "K_deployment": "80000000.00",
        "L": "3156632616.411186676013475993919537804562",
        "RWA": "1695634028.393257570219134157008852677261",
        "Tier1_after_AVA": "99000000",
        "binding_constraint": "risk_based",
        "capital_release_cash": "0",
        "capital_shortfall": "36650722.2714606056175307325607082141809",
        "derivative_PFE": "0",
        "derivative_RC": "41166154.57941905429533999565681271754443",
        "derivative_exposure": "57632616.41118667601347599391953780456220",
        "executable_under_stated_capital": false,
        "leverage_ratio": "0.03136253471034405088371435796305943664030",
        "leverage_requirement": "94698978.49233560028040427981758613413686",
        "on_balance_assets": "2099000000",
        "risk_requirement": "135650722.2714606056175307325607082141809",
        "scope": "Specified toy whole book only: retained AAA bank U, B-sovereign deployment, OIS cash, funding CCR and CVA; no inferred production buffers or compliance. Reinvestment is central-bank OIS cash at zero RW.",
        "written_credit_notional": "1000000000"
      },
      "eligible_substitution_after_fee": {
        "AVA": "600000",
        "CCR_CVA_component": "39650722.27146060561753073256070821418092",
        "K": "94668978.49233560028040427981758613413686",
        "K_U": "16000000.0000",
        "K_deployment": "4525483.399593904156165403917471033851424",
        "L": "3155632616.411186676013475993919537804562",
        "RWA": "752202570.8881813721712017059772406004042",
        "Tier1_after_AVA": "97400000",
        "binding_constraint": "leverage",
        "capital_release_cash": "0",
        "capital_shortfall": "0",
        "derivative_PFE": "0",
        "derivative_RC": "41166154.57941905429533999565681271754443",
        "derivative_exposure": "57632616.41118667601347599391953780456220",
        "executable_under_stated_capital": true,
        "leverage_ratio": "0.03086544342755916708186918954266631989211",
        "leverage_requirement": "94668978.49233560028040427981758613413686",
        "on_balance_assets": "2098000000",
        "risk_requirement": "60176205.67105450977369613647817924803234",
        "scope": "Specified toy whole book only: retained AAA bank U, B-sovereign deployment, OIS cash, funding CCR and CVA; no inferred production buffers or compliance. Reinvestment is central-bank OIS cash at zero RW.",
        "written_credit_notional": "1000000000"
      },
      "repo_funding_comparator": {
        "L": "2099000000",
        "borrower_current_SFT_exposure": "0",
        "cash": "99000000",
        "deployment": "1000000000",
        "minimum_Tier1": "62970000.00",
        "retained_U": "1000000000",
        "scope": "Same retained U and cash uses, par collateral posted against par advance, no invented reverse-repo asset. No derivative/written-credit classification for the separate repo contract."
      },
      "same_book_required_capital_change_CSA": "-30591302.4647335381668836445250831192327",
      "same_book_required_capital_change_substitution": "-40981743.77912500533712645274312208004404",
      "scope": "Same stated balances in unmitigated versus eligible AAA substitution snapshot. RWA is recomputed, never supplied as an unexplained total.",
      "unmitigated": {
        "AVA": "600000",
        "CCR_CVA_component": "39650722.27146060561753073256070821418092",
        "K": "135650722.2714606056175307325607082141809",
        "K_U": "16000000.0000",
        "K_deployment": "80000000.00",
        "L": "3156632616.411186676013475993919537804562",
        "RWA": "1695634028.393257570219134157008852677261",
        "Tier1_after_AVA": "98400000",
        "binding_constraint": "risk_based",
        "capital_release_cash": "0",
        "capital_shortfall": "37250722.2714606056175307325607082141809",
        "derivative_PFE": "0",
        "derivative_RC": "41166154.57941905429533999565681271754443",
        "derivative_exposure": "57632616.41118667601347599391953780456220",
        "executable_under_stated_capital": false,
        "leverage_ratio": "0.03117245874240257178744942246025301581217",
        "leverage_requirement": "94698978.49233560028040427981758613413686",
        "on_balance_assets": "2099000000",
        "risk_requirement": "135650722.2714606056175307325607082141809",
        "scope": "Specified toy whole book only: retained AAA bank U, B-sovereign deployment, OIS cash, funding CCR and CVA; no inferred production buffers or compliance. Reinvestment is central-bank OIS cash at zero RW.",
        "written_credit_notional": "1000000000"
      },
      "warning": "An indicative lower component KVA is not realizable bank profit when the maximum constraint binds. Base capital shortfall blocks a new execution without an approved capital remedy. These instantaneous controlled snapshots are not an unmodelled equity top-up."
    },
    "marks": {
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        "management_equals_quoted_funding": true,
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        "quote_annuity": "13.72205152647301809844666521893757251481",
        "quote_id": "SYN-REPL-FUND-20260919",
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        "unsettled_reference_return": "-257916376.2691593989503893096188727820868",
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      "liquidity_reversal": {
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        "management_equals_quoted_funding": true,
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        "pre_price_settlement_SA_CCR": {
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        "quote_annuity": "13.72205152647301809844666521893757251481",
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      "mark_stress": {
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        "quote_annuity": "13.72205152647301809844666521893757251481",
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      "normal": {
        "F": "41166154.57941905429533999565681271754443",
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        "quote_annuity": "13.72205152647301809844666521893757251481",
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      "reference100bp": {
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        "quote_annuity": "13.72205152647301809844666521893757251481",
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        "management_equals_quoted_funding": true,
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        "quote_annuity": "13.72205152647301809844666521893757251481",
        "quote_id": "SYN-REPL-FUND-20260919",
        "quote_includes_reference_adjustment": false,
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        "unsettled_reference_return": "-30841127.21016189600773735527906722845170",
        "unsettled_stub": "0"
      }
    },
    "schema_version": "back_to_back_funding_book.v1r2",
    "scope": "Synthetic numerical design proof; no production installation or regulatory compliance certification",
    "sensitivities": {
      "continuous_annuity20_comparator": "13.76677589706946021424744037461093010164",
      "five_year_funding_allocation_FDV01": "-451138.8241567610622578657266355432280790",
      "funding_FDV01": "1372205.152647301809844666521893757251481",
      "net_funding_mismatch_FDV01": "921066.3284905407475868007952582140234020",
      "normal_to_mark_stress_incremental_value": "137220515.2647301809844666521893757251481",
      "quarterly_annuity20": "13.72205152647301809844666521893757251481",
      "quarterly_annuity5": "4.51138824156761062257865726635543228079",
      "reference100bp_return_adjustment": "-114869612.6092750438562799706922425826283",
      "reference25bp_return_adjustment": "-30535769.51501177822548252997927448361554",
      "scope": "Funding allocation sensitivity is not an EM loan fair-value sensitivity. KVA comparison is the same +100bp funding-mark scenario, not an all-in book comparison.",
      "standalone_KVA_increase_same_mark_stress": "41886916.48824350035171000502121202357609",
      "standalone_marginal_KVA_to_conditional_UFVA_ratio": "2.332384772604330132180058530343071275707",
      "standalone_total_KVA_to_conditional_UFVA_ratio": "3.864946145741234449526883863258770675817"
    },
    "year5_reset": {
      "base_full_value_reset": false,
      "full_reset_cash_payment_to_desk": "33716278.80466800145458570534366781849218",
      "full_reset_post_payment_value": "0",
      "post_full_reset_SA_CCR": {
        "EAD": "56140198.78835603516051184697963629405999",
        "MF": "1",
        "PFE": "40100141.99168288225750846212831163861428",
        "RC": "0",
        "SD": "10.55266894517970585723906898113464174060",
        "add_on": "40100141.99168288225750846212831163861428",
        "multiplier": "1",
        "unmargined_cap": "56140198.78835603516051184697963629405999"
      },
      "reference_only_reset_value": "33716278.80466800145458570534366781849218",
      "scope": "Separate fully paid/re-struck countercase. A reference-price return payment alone does not erase financing advantage or reference supervisory duration.",
      "surviving_reference_years": "15"
    }
  },
  "currency": "USD",
  "expected_report": {
    "accounting": {
      "evidence": [
        {
          "claim": "RECOGNITION_INCEPTION",
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        },
        {
          "claim": "RECOGNITION_INCEPTION",
          "exhibit_id": "SYNTHETIC_PACKET",
          "locator": "fictional-opinions"
        },
        {
          "claim": "RESERVE_DIVERGENCE",
          "exhibit_id": "SYNTHETIC_PACKET",
          "locator": "fictional-reserve-panel"
        },
        {
          "claim": "RESERVE_DIVERGENCE",
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          "locator": "fictional-accounting"
        },
        {
          "claim": "RESERVE_DIVERGENCE",
          "exhibit_id": "SYNTHETIC_PACKET",
          "locator": "fictional-ledgers"
        },
        {
          "claim": "PRUDENT_VALUATION",
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        },
        {
          "claim": "PRUDENT_VALUATION",
          "exhibit_id": "AVA_RULES",
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        },
        {
          "claim": "PRUDENT_VALUATION",
          "exhibit_id": "AVA_RULES",
          "locator": "same_source"
        },
        {
          "claim": "PRUDENT_VALUATION",
          "exhibit_id": "SYNTHETIC_PACKET",
          "locator": "fictional-accounting"
        },
        {
          "claim": "TERMINAL_SETTLEMENT",
          "exhibit_id": "SYNTHETIC_PACKET",
          "locator": "fictional-terminal-dispute"
        },
        {
          "claim": "TERMINAL_SETTLEMENT",
          "exhibit_id": "SYNTHETIC_PACKET",
          "locator": "fictional-ledgers"
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      ],
      "recognition": {
        "day1_statutory_profit": "0",
        "deferred_management_gain": "41166154.57941905429533999565681271754443",
        "gross_pots_reconciled_to_unit": true,
        "internal_addon_observable": false,
        "management_IFRS_bridge": true,
        "release_trigger": "priced_time_or_observability",
        "unit": "retained_asset_financing"
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      "reserves": {
        "AVA": "600000.00",
        "AVA_in_PnL": false,
        "CET1_after_AVA": "11400000.00",
        "D_close": "39792364.78162333137013852379386189769574",
        "D_open": "39792364.78162333137013852379386189769574",
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        "X_open": "27116697.32855496824514445914180578570610",
        "all_obligations_settled": false,
        "carry": "0",
        "cash_funding_drag": "0",
        "clean_mtm": "132641215.9387444379004617459795396589858",
        "deferral_release": "0.00000000000000000000000000000000",
        "expected_release_counted_twice": false,
        "hedge_pnl": "0",
        "independent_equity_change": "78081194.4065100788521760543774632404430",
        "reported_pnl": "78081194.40651007885217605437746324044279",
        "reserve_action": "0",
        "reserve_charge_alone_draws_debt": false,
        "reserve_mtm": "-54560021.53223435904828569160207641854301",
        "reserve_theta": "0",
        "terminal_reserve": "500000",
        "unfunded_reserve_balance": "0"
      }
    },
    "capital": {
      "allocation": {
        "assignment": [
          {
            "lender_id": "Tol",
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          {
            "lender_id": "Tol",
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            "lender_id": "Div",
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            "lender_id": "Div",
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            "lender_id": "Div",
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            "lender_id": "Div",
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            "lender_id": "Div",
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            "lender_id": "Div",
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            "lender_id": "Div",
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            "lender_id": "Div",
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            "lender_id": "Div",
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            "lender_id": "Div",
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            "lender_id": "Div",
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            "lender_id": "Div",
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            "lender_id": "Div",
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            "lender_id": "Div",
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            "lender_id": "Div",
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            "lender_id": "Div",
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            "lender_id": "Div",
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            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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          {
            "lender_id": "Div",
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        ],
        "cash_raised": "232300000.00",
        "evidence_dependent_unknowns": [],
        "feasible": true,
        "lower_bound": "45953.29370334040685583575928817197213657",
        "objective_cost": "45953.29370334040685583575928817197213657",
        "optimal": true,
        "required_cash": "230000000"
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      "capacity": {
        "Tier1": "97400000",
        "action_effective": false,
        "binding": "leverage",
        "capital_KVA": "69409935.41878396578081689435867234069418",
        "capital_cash_credit": "0",
        "chosen_action": "release_substitution",
        "leverage_exposure": "3155632616.411186676013475993919537804562",
        "leverage_required": "94668978.49233560028040427981758613413686",
        "structural_value": "5809358.610417559697920863201133692533952"
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      "collateral": {
        "E_star": "1000000000",
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        "RWA": "1000000000",
        "capital": "80000000.00",
        "charge_spread": "0.008",
        "eligibility_reason": "same_issuer",
        "eligible": false,
        "rating_drives_eligibility_not_spread": true,
        "recognised": "0"
      },
      "evidence": [
        {
          "claim": "FUNDING_CAPITAL_INCEPTION",
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        {
          "claim": "FUNDING_CAPITAL_INCEPTION",
          "exhibit_id": "SYNTHETIC_PACKET",
          "locator": "fictional-executed-agreements"
        },
        {
          "claim": "FUNDING_CAPITAL_INCEPTION",
          "exhibit_id": "CAPITAL_RULES",
          "locator": "saccr"
        },
        {
          "claim": "COLLATERAL_CONTROLLED",
          "exhibit_id": "SYNTHETIC_PACKET",
          "locator": "fictional-lydora-comparator"
        },
        {
          "claim": "COLLATERAL_CONTROLLED",
          "exhibit_id": "CAPITAL_RULES",
          "locator": "collateral_eligibility"
        },
        {
          "claim": "COLLATERAL_CONTROLLED",
          "exhibit_id": "CAPITAL_RULES",
          "locator": "kva"
        },
        {
          "claim": "PROTECTION_CONTROLLED",
          "exhibit_id": "SYNTHETIC_PACKET",
          "locator": "fictional-protection-panel"
        },
        {
          "claim": "PROTECTION_CONTROLLED",
          "exhibit_id": "CAPITAL_RULES",
          "locator": "protection"
        },
        {
          "claim": "PROTECTION_CONTROLLED",
          "exhibit_id": "CAPITAL_RULES",
          "locator": "cva"
        },
        {
          "claim": "PROTECTION_CONTROLLED",
          "exhibit_id": "CAPITAL_RULES",
          "locator": "leverage"
        },
        {
          "claim": "CAPACITY_CONTROLLED",
          "exhibit_id": "SYNTHETIC_PACKET",
          "locator": "fictional-capacity-panel"
        },
        {
          "claim": "CAPACITY_CONTROLLED",
          "exhibit_id": "CAPITAL_RULES",
          "locator": "leverage"
        },
        {
          "claim": "CAPITAL_COST_COMPONENT",
          "exhibit_id": "SYNTHETIC_PACKET",
          "locator": "fictional-capacity-panel"
        },
        {
          "claim": "CAPITAL_COST_COMPONENT",
          "exhibit_id": "CAPITAL_RULES",
          "locator": "kva"
        },
        {
          "claim": "CAPITAL_DECISION",
          "exhibit_id": "SYNTHETIC_PACKET",
          "locator": "fictional-decision-panel"
        },
        {
          "claim": "CAPITAL_DECISION",
          "exhibit_id": "SYNTHETIC_PACKET",
          "locator": "fictional-actions"
        },
        {
          "claim": "CAPITAL_DECISION",
          "exhibit_id": "CAPITAL_RULES",
          "locator": "kva"
        },
        {
          "claim": "ALLOCATION_7D",
          "exhibit_id": "SYNTHETIC_PACKET",
          "locator": "fictional-actions"
        },
        {
          "claim": "ALLOCATION_7D",
          "exhibit_id": "SYNTHETIC_PACKET",
          "locator": "fictional-quote-board"
        },
        {
          "claim": "ALLOCATION_7D",
          "exhibit_id": "CAPITAL_RULES",
          "locator": "collateral_eligibility"
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      ],
      "protection": {
        "Pa_initial": "320000000",
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        "Pa_year475": "0",
        "ccr_capital": "5070687.011567169024599929293305463900363",
        "cva_approach": "BA_full",
        "cva_capital": "58573605.63307719480367950488551089261569",
        "cva_designated": true,
        "economically_protected_tail": false,
        "full_initial_maturity_recognition": true,
        "leverage_notional_offset": false,
        "tail_years": "14.992"
      },
      "saccr": {
        "EAD": "124890243.8705452129957122647743583682659",
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        "primary_class": "credit",
        "provider_rw": "0.3",
        "reference_asset_is_held_C": false,
        "reference_sf": "0.0038",
        "supervisory_duration": "12.64241117657115356808952459677078265108"
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    },
    "compliance": {
      "decisions": [
        {
          "decision": "execute",
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            {
              "pointer": "/mandate/rules/0/tier",
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              "source": "case",
              "value": "permitted"
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          ],
          "rationale": "The scoped mandate and any dated approval determine this decision; a request is not approval.",
          "rule_id": "DESK_HOLD"
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        {
          "decision": "escalate",
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              "value": "requires_approval"
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          ],
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          "rule_id": "DESK_CSA"
        },
        {
          "decision": "escalate",
          "premises": [
            {
              "pointer": "/mandate/rules/2/tier",
              "relation": "eq",
              "source": "case",
              "value": "requires_approval"
            }
          ],
          "rationale": "The scoped mandate and any dated approval determine this decision; a request is not approval.",
          "rule_id": "DESK_SUBSTITUTION"
        },
        {
          "decision": "escalate",
          "premises": [
            {
              "pointer": "/mandate/rules/3/tier",
              "relation": "eq",
              "source": "case",
              "value": "requires_approval"
            }
          ],
          "rationale": "The scoped mandate and any dated approval determine this decision; a request is not approval.",
          "rule_id": "DESK_REVERSE"
        },
        {
          "decision": "escalate",
          "premises": [
            {
              "pointer": "/mandate/rules/4/tier",
              "relation": "eq",
              "source": "case",
              "value": "requires_approval"
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          ],
          "rationale": "The scoped mandate and any dated approval determine this decision; a request is not approval.",
          "rule_id": "DESK_OFFSET"
        },
        {
          "decision": "escalate",
          "premises": [
            {
              "pointer": "/mandate/rules/5/tier",
              "relation": "eq",
              "source": "case",
              "value": "requires_approval"
            }
          ],
          "rationale": "The scoped mandate and any dated approval determine this decision; a request is not approval.",
          "rule_id": "DESK_NETTING"
        },
        {
          "decision": "execute",
          "premises": [
            {
              "pointer": "/mandate/rules/6/tier",
              "relation": "eq",
              "source": "case",
              "value": "permitted"
            }
          ],
          "rationale": "The scoped mandate and any dated approval determine this decision; a request is not approval.",
          "rule_id": "DESK_PROTECTION"
        },
        {
          "decision": "execute",
          "premises": [
            {
              "pointer": "/mandate/rules/7/tier",
              "relation": "eq",
              "source": "case",
              "value": "permitted"
            }
          ],
          "rationale": "The scoped mandate and any dated approval determine this decision; a request is not approval.",
          "rule_id": "DESK_DESIGNATION"
        },
        {
          "decision": "execute",
          "premises": [
            {
              "pointer": "/mandate/rules/8/tier",
              "relation": "eq",
              "source": "case",
              "value": "permitted"
            }
          ],
          "rationale": "The scoped mandate and any dated approval determine this decision; a request is not approval.",
          "rule_id": "DESK_REPO"
        },
        {
          "decision": "execute",
          "premises": [
            {
              "pointer": "/mandate/rules/9/tier",
              "relation": "eq",
              "source": "case",
              "value": "permitted"
            }
          ],
          "rationale": "The scoped mandate and any dated approval determine this decision; a request is not approval.",
          "rule_id": "DESK_REPO_REPAY"
        },
        {
          "decision": "escalate",
          "premises": [
            {
              "pointer": "/mandate/rules/10/tier",
              "relation": "eq",
              "source": "case",
              "value": "requires_approval"
            }
          ],
          "rationale": "The scoped mandate and any dated approval determine this decision; a request is not approval.",
          "rule_id": "DESK_SELL_COLLATERAL"
        },
        {
          "decision": "execute",
          "premises": [
            {
              "pointer": "/mandate/rules/11/tier",
              "relation": "eq",
              "source": "case",
              "value": "permitted"
            }
          ],
          "rationale": "The scoped mandate and any dated approval determine this decision; a request is not approval.",
          "rule_id": "DESK_SELL_INVENTORY"
        },
        {
          "decision": "execute",
          "premises": [
            {
              "pointer": "/mandate/rules/12/tier",
              "relation": "eq",
              "source": "case",
              "value": "permitted"
            }
          ],
          "rationale": "The scoped mandate and any dated approval determine this decision; a request is not approval.",
          "rule_id": "DESK_EQUIVALENT"
        },
        {
          "decision": "execute",
          "premises": [
            {
              "pointer": "/mandate/rules/13/tier",
              "relation": "eq",
              "source": "case",
              "value": "permitted"
            }
          ],
          "rationale": "The scoped mandate and any dated approval determine this decision; a request is not approval.",
          "rule_id": "DESK_RETURN"
        },
        {
          "decision": "execute",
          "premises": [
            {
              "pointer": "/mandate/rules/14/tier",
              "relation": "eq",
              "source": "case",
              "value": "permitted"
            }
          ],
          "rationale": "The scoped mandate and any dated approval determine this decision; a request is not approval.",
          "rule_id": "DESK_RETURN_REPO"
        },
        {
          "decision": "execute",
          "premises": [
            {
              "pointer": "/mandate/rules/15/tier",
              "relation": "eq",
              "source": "case",
              "value": "permitted"
            }
          ],
          "rationale": "The scoped mandate and any dated approval determine this decision; a request is not approval.",
          "rule_id": "DESK_DRAW"
        },
        {
          "decision": "execute",
          "premises": [
            {
              "pointer": "/mandate/rules/16/tier",
              "relation": "eq",
              "source": "case",
              "value": "permitted"
            }
          ],
          "rationale": "The scoped mandate and any dated approval determine this decision; a request is not approval.",
          "rule_id": "DESK_REPAY"
        },
        {
          "decision": "execute",
          "premises": [
            {
              "pointer": "/mandate/rules/17/tier",
              "relation": "eq",
              "source": "case",
              "value": "permitted"
            }
          ],
          "rationale": "The scoped mandate and any dated approval determine this decision; a request is not approval.",
          "rule_id": "DESK_MARGIN_DEP"
        },
        {
          "decision": "execute",
          "premises": [
            {
              "pointer": "/mandate/rules/18/tier",
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              "value": "FUND_TRS"
            },
            {
              "pointer": "/opinions/0/party_ids",
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              "source": "case",
              "value": [
                "MERIDIAN",
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            },
            {
              "pointer": "/opinions/0/jurisdictions_covered",
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              "source": "case",
              "value": [
                "Meridia",
                "Northhaven"
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            },
            {
              "pointer": "/opinions/0/status",
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              "source": "case",
              "value": "final_unqualified"
            },
            {
              "pointer": "/opinions/0/issued_at",
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              "value": "2026-09-18"
            },
            {
              "pointer": "/opinions/0/reviewed_at",
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              "source": "case",
              "value": "2026-09-19"
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            {
              "pointer": "/opinions/0/valid_until",
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              "source": "case",
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            },
            {
              "pointer": "/opinions/0/law_change_review",
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              "source": "case",
              "value": "no_change_known"
            },
            {
              "pointer": "/opinions/0/law_types",
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                "capacity",
                "contract",
                "insolvency"
              ]
            },
            {
              "pointer": "/opinions/0/conclusions/capacity",
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              "source": "case",
              "value": true
            },
            {
              "pointer": "/opinions/0/conclusions/execution_authority",
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              "source": "case",
              "value": true
            },
            {
              "pointer": "/opinions/0/conclusions/enforceability",
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          ],
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        },
        {
          "premises": [
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              "value": "satisfied"
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            {
              "pointer": "/opinions/0/agreement_ids",
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              "value": "MASTER"
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            {
              "pointer": "/opinions/0/party_ids",
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            },
            {
              "pointer": "/opinions/0/jurisdictions_covered",
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              "source": "case",
              "value": [
                "Meridia",
                "Northhaven"
              ]
            },
            {
              "pointer": "/opinions/0/status",
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              "source": "case",
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            },
            {
              "pointer": "/opinions/0/issued_at",
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              "source": "case",
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            },
            {
              "pointer": "/opinions/0/reviewed_at",
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            },
            {
              "pointer": "/opinions/0/valid_until",
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            },
            {
              "pointer": "/opinions/0/law_change_review",
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            {
              "pointer": "/opinions/0/law_types",
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                "insolvency"
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            {
              "pointer": "/opinions/0/conclusions/capacity",
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              "source": "case",
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            },
            {
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              "value": true
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            {
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              "value": true
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            {
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              "value": true
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            {
              "pointer": "/agreements/4/terms/walkaway_clause",
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          ],
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        },
        {
          "premises": [
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              "pointer": "/agreements/8/execution/status",
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              "pointer": "/agreements/8/effectiveness/status",
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            {
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            },
            {
              "pointer": "/agreements/8/effectiveness/conditions/0/status",
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              "value": "pending"
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            {
              "pointer": "/opinions/0/agreement_ids",
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              "value": "NEW_CSA"
            },
            {
              "pointer": "/opinions/0/party_ids",
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                "MERIDIAN",
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            },
            {
              "pointer": "/opinions/0/jurisdictions_covered",
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                "Meridia",
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            },
            {
              "pointer": "/opinions/0/status",
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              "source": "case",
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            },
            {
              "pointer": "/opinions/0/issued_at",
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            {
              "pointer": "/opinions/0/reviewed_at",
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              "source": "case",
              "value": "2026-09-19"
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            {
              "pointer": "/opinions/0/valid_until",
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              "source": "case",
              "value": "2047-09-19"
            },
            {
              "pointer": "/opinions/0/law_change_review",
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              "source": "case",
              "value": "no_change_known"
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            {
              "pointer": "/opinions/0/law_types",
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              "source": "case",
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                "insolvency"
              ]
            },
            {
              "pointer": "/opinions/0/conclusions/capacity",
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              "source": "case",
              "value": true
            },
            {
              "pointer": "/opinions/0/conclusions/execution_authority",
              "relation": "eq",
              "source": "case",
              "value": true
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            {
              "pointer": "/opinions/0/conclusions/enforceability",
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          ],
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          "status": "conditional",
          "subject_id": "NEW_CSA"
        },
        {
          "premises": [
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              "pointer": "/agreements/0/execution/status",
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            {
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            {
              "pointer": "/agreements/0/effectiveness/status",
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            {
              "pointer": "/agreements/0/effectiveness/effective_at",
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            },
            {
              "pointer": "/agreements/0/effectiveness/conditions/0/status",
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              "value": "satisfied"
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            {
              "pointer": "/opinions/0/agreement_ids",
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            },
            {
              "pointer": "/opinions/0/party_ids",
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            {
              "pointer": "/opinions/0/jurisdictions_covered",
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            },
            {
              "pointer": "/opinions/0/status",
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            {
              "pointer": "/opinions/0/issued_at",
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            {
              "pointer": "/opinions/0/reviewed_at",
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            {
              "pointer": "/opinions/0/valid_until",
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            {
              "pointer": "/opinions/0/law_change_review",
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              "pointer": "/opinions/0/law_types",
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            {
              "pointer": "/opinions/0/conclusions/capacity",
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              "source": "case",
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            {
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              "pointer": "/opinions/0/conclusions/enforceability",
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      ]
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      "correct_by_contract_not_label": true,
      "default": false,
      "evidence": [
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        {
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        {
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      ],
      "reference_exists": true,
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    "rates": {
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        {
          "claim": "RATES_INCEPTION",
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        },
        {
          "claim": "RATES_INCEPTION",
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        {
          "claim": "RATES_INCEPTION",
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      "financing_role": "payer",
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    "recommendation": {
      "action_kind": "hold_capital",
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        {
          "action_kind": "execute_csa",
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          ],
          "reason": "This route is not selected: its disclosed mandate and execution conditions must be resolved separately, without assuming immediate approval or capital relief.",
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      ],
      "binding_constraint": "Preserve contractual client funding and do not release collateral or spend capital relief before the legal, approval and whole-book gates permit it.",
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        {
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      ],
      "rationale": "Keep the funded obligations intact while comparing separately priced alternatives; capital relief is not cash.",
      "subject_id": "MERIDIAN"
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    "schema_version": "back_to_back_funding_book.v1r2",
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      "client_executable": true,
      "deadline_met": true,
      "legal_form": "issued_security_pledge",
      "party_id": "BORROWER",
      "premises": [
        {
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        {
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        {
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        {
          "pointer": "/counterparty_constraints/0/funding_deadline",
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        {
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          "value": "1000000000"
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        {
          "pointer": "/cash_events/1/settlement/status",
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          "value": "settled"
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        {
          "pointer": "/cash_events/1/payee_id",
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          "value": "BORROWER"
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        {
          "pointer": "/cash_events/1/currency",
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          "value": "USD"
        },
        {
          "pointer": "/cash_events/1/settlement/settled_at",
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          "value": "2026-09-19T12:00:00Z"
        },
        {
          "pointer": "/agreements/3/terms/reuse_right",
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        {
          "pointer": "/counterparty_constraints/0/required_approval_ids",
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        {
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          "value": "1000000000"
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        {
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        {
          "pointer": "/actions/substitute/capital_release_cash",
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        },
        {
          "pointer": "/leverage/eligible_substitution_after_fee/executable_under_stated_capital",
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        {
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        {
          "pointer": "/book/TRS_has_no_principal_exchange",
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    }
  },
  "qualification_scope": "Qualified means no fatal misstatement in the report. It is not approval to execute a capital-deficient reference book.",
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          "facility_executed": true,
          "facility_limit": "500000000",
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          "funding_move_is_not_a_contractual_cash_payment": true,
          "own_bond_spread": "0.015",
          "quarterly_net_settlement": true,
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          "year5_reinvestment": "OIS_cash"
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        "capital_execution_gate": {
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          "new_execution_approved": false,
          "scope": "Opening gate only. Cash feasibility is not continuing capital approval or solvency"
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        "journal": [
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            "id": "J0001",
            "lines": [
              {
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              {
                "account": "sale_financing",
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                "debit": "0"
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            ],
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                "account": "deployment",
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            "source": "Executed total-return and financing confirmation"
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            "source": "Executed total-return and financing confirmation"
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          {
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          {
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            "source": "Executed total-return and financing confirmation"
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          {
            "elapsed": "8.25",
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            "source": "External OIS cash account"
          },
          {
            "elapsed": "8.25",
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              {
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              {
                "account": "reinvestment_interest_income",
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            "source": "Year-five principal in OIS cash instrument"
          },
          {
            "elapsed": "8.25",
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              {
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              {
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          {
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            "source": "Executed total-return and financing confirmation"
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          {
            "elapsed": "8.50",
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          {
            "elapsed": "8.50",
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                "account": "reinvestment_interest_income",
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          },
          {
            "elapsed": "8.50",
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              {
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          {
            "elapsed": "8.50",
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              {
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                "account": "sale_financing",
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            "source": "Executed total-return and financing confirmation"
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          {
            "elapsed": "8.75",
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          {
            "elapsed": "8.75",
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                "account": "reinvestment_interest_income",
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            "source": "Year-five principal in OIS cash instrument"
          },
          {
            "elapsed": "8.75",
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              {
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          {
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            "source": "Executed total-return and financing confirmation"
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            "elapsed": "9.00",
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          {
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                "account": "reinvestment_interest_income",
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          {
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            "source": "Executed total-return and financing confirmation"
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          {
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          {
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            "source": "Executed total-return and financing confirmation"
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          {
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          {
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            "source": "Executed total-return and financing confirmation"
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          {
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          {
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          {
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            "source": "U clean-price observation and redemption terms"
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          {
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            "source": "Executed total-return and financing confirmation"
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          {
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          {
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          {
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          {
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            "source": "Executed total-return and financing confirmation"
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          {
            "elapsed": "10.25",
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          {
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            "source": "Executed total-return and financing confirmation"
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          {
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          {
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          {
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          {
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            "source": "Executed total-return and financing confirmation"
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          {
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          {
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            "source": "U clean-price observation and redemption terms"
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          {
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            "source": "Executed total-return and financing confirmation"
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            "source": "Executed total-return and financing confirmation"
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            "source": "U clean-price observation and redemption terms"
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            "source": "Executed total-return and financing confirmation"
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                "account": "deployment",
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            "source": "Executed cash investment, no new EM asset"
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            "source": "Year-five principal in OIS cash instrument"
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            "source": "Executed total-return and financing confirmation"
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            "source": "Executed total-return and financing confirmation"
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          {
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              {
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              {
                "account": "legacy_interest_expense",
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          {
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            "source": "Opening legacy borrowing at contracted rate"
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                "account": "financing_interest_expense",
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            "source": "Executed total-return and financing confirmation"
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          {
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            "event": "Unrestricted cash interest",
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            "source": "External OIS cash account"
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          {
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            "event": "Reinvested principal coupon",
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              {
                "account": "reinvestment_interest_income",
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            "source": "Year-five principal in OIS cash instrument"
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          {
            "elapsed": "18.25",
            "event": "Legacy funding coupon",
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              {
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              {
                "account": "legacy_interest_expense",
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            "source": "Opening legacy borrowing at contracted rate"
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          {
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            "event": "Quarterly net TRS settlement",
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              {
                "account": "reference_interest_income",
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                "account": "financing_interest_expense",
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            "source": "Executed total-return and financing confirmation"
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          {
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            "event": "Unrestricted cash interest",
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            "source": "External OIS cash account"
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          {
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            "event": "Reinvested principal coupon",
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                "account": "cash",
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              {
                "account": "reinvestment_interest_income",
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            "source": "Year-five principal in OIS cash instrument"
          },
          {
            "elapsed": "18.50",
            "event": "Legacy funding coupon",
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              {
                "account": "legacy_interest_expense",
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            "source": "Opening legacy borrowing at contracted rate"
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          {
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            "event": "Quarterly net TRS settlement",
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              {
                "account": "reference_interest_income",
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                "account": "financing_interest_expense",
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            "source": "Executed total-return and financing confirmation"
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          {
            "elapsed": "18.75",
            "event": "Unrestricted cash interest",
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              {
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            "source": "External OIS cash account"
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          {
            "elapsed": "18.75",
            "event": "Reinvested principal coupon",
            "id": "J0321",
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                "account": "cash",
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              {
                "account": "reinvestment_interest_income",
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            ],
            "source": "Year-five principal in OIS cash instrument"
          },
          {
            "elapsed": "18.75",
            "event": "Legacy funding coupon",
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                "account": "cash",
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              {
                "account": "legacy_interest_expense",
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            "source": "Opening legacy borrowing at contracted rate"
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          {
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            "event": "Quarterly net TRS settlement",
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              {
                "account": "reference_interest_income",
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              {
                "account": "financing_interest_expense",
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            "source": "Executed total-return and financing confirmation"
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          {
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            "event": "Unrestricted cash interest",
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            "source": "External OIS cash account"
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          {
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            "event": "Reinvested principal coupon",
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              {
                "account": "reinvestment_interest_income",
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            "source": "Year-five principal in OIS cash instrument"
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          {
            "elapsed": "19.00",
            "event": "Legacy funding coupon",
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              {
                "account": "legacy_interest_expense",
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            "source": "Opening legacy borrowing at contracted rate"
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          {
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            "event": "Quarterly net TRS settlement",
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              {
                "account": "reference_interest_income",
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                "account": "financing_interest_expense",
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            "source": "Executed total-return and financing confirmation"
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          {
            "elapsed": "19.25",
            "event": "Unrestricted cash interest",
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            "source": "External OIS cash account"
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          {
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            "event": "Reinvested principal coupon",
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              {
                "account": "reinvestment_interest_income",
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            "source": "Year-five principal in OIS cash instrument"
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          {
            "elapsed": "19.25",
            "event": "Legacy funding coupon",
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                "account": "legacy_interest_expense",
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            "source": "Opening legacy borrowing at contracted rate"
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          {
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                "account": "reference_interest_income",
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            "source": "Executed total-return and financing confirmation"
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          {
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                "account": "reinvestment_interest_income",
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          {
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                "account": "legacy_interest_expense",
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                "account": "reference_interest_income",
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            "source": "Executed total-return and financing confirmation"
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                "account": "reinvestment_interest_income",
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                "account": "reference_interest_income",
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            "source": "Executed total-return and financing confirmation"
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          {
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            "source": "Opening legacy borrowing at contracted rate"
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                "account": "reference_interest_income",
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            "source": "Executed total-return and financing confirmation"
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            "source": "Redemption discharges retained U and matching sale financing"
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        "pre_fee": {
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          "opening": {
            "X_funding_cost": "27388.84073683321670075055736139244744980",
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          "primary_interest": "67732.33016370944025095578864817174786778",
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        {
          "attribution": {
            "carry": "1800704.732953031523396647104195800526219",
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            "reserve_mtm": "0",
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          "closing": {
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            "segregated_OIS_deposit": "0.000000000000000000000000000000000",
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          "opening": {
            "X_funding_cost": "9190.27546318988334477012057641407705127",
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      ],
      "quote_annuity_integral": "119725575814.7565039155560407494308478169",
      "quote_conversion_rate": "0.04",
      "quote_scenario_margin_beta": "1",
      "scenario_funding_move": "0.01",
      "scope": "Standalone opt-in sensitivity, not the base funding book",
      "unfunded_reserve_balance_definition": "Cash-funded segregated deposit; no reusable VM in this implemented experiment"
    },
    "credit_xva": {
      "actual_ufva": "3710495.320005705204204032249489106354313",
      "base_actual_ufva": "0.000000000000000000000000000000000000000000000",
      "basis_spread": "0.002",
      "conditional_quadratic_requires_cash_transaction": true,
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      "mark_only_ufva": "0.000000000000000000000000000000000000000000000",
      "noncash_charge_creates_borrowing": false,
      "own_funding_curve": "own_unsecured_bond"
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    "currency": "USD",
    "fullbook_capital": {
      "AVA_in_actual_base_book": "0",
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      "capital_quality_mapping": "Statutory equity is qualifying Tier1 before the explicit whole_book.AVA deduction; no other deductions are assumed",
      "cash_path_scope": "Counterfactual execution for cash mechanics if approval is absent; not permission to execute",
      "controlled_AVA_example_included_again": false,
      "do_not_add_component_KVA_to_wholebook_KVA": true,
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        "written_credit_notional": "1000000000"
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      "initial_additional_qualifying_capital_required": "36650722.2714606056175307325607082141809",
      "new_execution_approved": false,
      "quarterly": [
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            "scope": "Specified toy whole book only: retained AAA bank U, B-sovereign deployment, OIS cash, funding CCR and CVA; no inferred production buffers or compliance. Reinvestment is central-bank OIS cash at zero RW.",
            "written_credit_notional": "1000000000"
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            "scope": "Specified toy whole book only: retained AAA bank U, B-sovereign deployment, OIS cash, funding CCR and CVA; no inferred production buffers or compliance. Reinvestment is central-bank OIS cash at zero RW.",
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        {
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            "scope": "Specified toy whole book only: retained AAA bank U, B-sovereign deployment, OIS cash, funding CCR and CVA; no inferred production buffers or compliance. Reinvestment is central-bank OIS cash at zero RW.",
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            "scope": "Specified toy whole book only: retained AAA bank U, B-sovereign deployment, OIS cash, funding CCR and CVA; no inferred production buffers or compliance. Reinvestment is central-bank OIS cash at zero RW.",
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          "source": "Frozen inception spread; no spread-release trigger"
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          "source": "Independently recomputed core CVA and KVA"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
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          ],
          "source": "Independently recomputed core CVA and KVA"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
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        {
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          ],
          "source": "Independently recomputed core CVA and KVA"
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          "source": "Repriced matching core contract at remaining tenor"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "1.25",
          "event": "Management XVA remeasurement",
          "id": "J0045",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "733295.60350758969452468280749120264149"
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            {
              "account": "management_reserve_income",
              "credit": "733295.60350758969452468280749120264149",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "1.50",
          "event": "Funding mark roll",
          "id": "J0051",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "355597.11570560435316160090968199483326",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "355597.11570560435316160090968199483326"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "1.50",
          "event": "Pricing-time deferral release",
          "id": "J0052",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "355597.11570560435316160090968199483326"
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            {
              "account": "deferral_income",
              "credit": "355597.11570560435316160090968199483326",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "1.50",
          "event": "Management XVA remeasurement",
          "id": "J0053",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "725501.67647383081311767177681348212045"
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            {
              "account": "management_reserve_income",
              "credit": "725501.67647383081311767177681348212045",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "1.75",
          "event": "Funding mark roll",
          "id": "J0059",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "359153.08686266039669321691877881478161",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "359153.08686266039669321691877881478161"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "1.75",
          "event": "Pricing-time deferral release",
          "id": "J0060",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "359153.08686266039669321691877881478161"
            },
            {
              "account": "deferral_income",
              "credit": "359153.08686266039669321691877881478161",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "1.75",
          "event": "Management XVA remeasurement",
          "id": "J0061",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "717565.03808715242657263170728301809604"
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            {
              "account": "management_reserve_income",
              "credit": "717565.03808715242657263170728301809604",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "2.00",
          "event": "Funding mark roll",
          "id": "J0067",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "362744.61773128700066014908796660292943",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "362744.61773128700066014908796660292943"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "2.00",
          "event": "Pricing-time deferral release",
          "id": "J0068",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "362744.61773128700066014908796660292943"
            },
            {
              "account": "deferral_income",
              "credit": "362744.61773128700066014908796660292943",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "2.00",
          "event": "Management XVA remeasurement",
          "id": "J0069",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "709486.25840892208304437343209302408103"
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            {
              "account": "management_reserve_income",
              "credit": "709486.25840892208304437343209302408103",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "2.25",
          "event": "Funding mark roll",
          "id": "J0075",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "366372.06390859987066675057884626895870",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "366372.06390859987066675057884626895870"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "2.25",
          "event": "Pricing-time deferral release",
          "id": "J0076",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "366372.06390859987066675057884626895870"
            },
            {
              "account": "deferral_income",
              "credit": "366372.06390859987066675057884626895870",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "2.25",
          "event": "Management XVA remeasurement",
          "id": "J0077",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "701266.00418516503047516713324934535934"
            },
            {
              "account": "management_reserve_income",
              "credit": "701266.00418516503047516713324934535934",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "2.50",
          "event": "Funding mark roll",
          "id": "J0082",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "370035.78454768586937341808463473164832",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "370035.78454768586937341808463473164832"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "2.50",
          "event": "Pricing-time deferral release",
          "id": "J0083",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "370035.78454768586937341808463473164832"
            },
            {
              "account": "deferral_income",
              "credit": "370035.78454768586937341808463473164832",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "2.50",
          "event": "Management XVA remeasurement",
          "id": "J0084",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "692905.04253388901364501715206320341285"
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            {
              "account": "management_reserve_income",
              "credit": "692905.04253388901364501715206320341285",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "2.75",
          "event": "Funding mark roll",
          "id": "J0090",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "373736.14239316272806715226548107896479",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "373736.14239316272806715226548107896479"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "2.75",
          "event": "Pricing-time deferral release",
          "id": "J0091",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "373736.14239316272806715226548107896479"
            },
            {
              "account": "deferral_income",
              "credit": "373736.14239316272806715226548107896479",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "2.75",
          "event": "Management XVA remeasurement",
          "id": "J0092",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "684404.24474161996197684881352665527496"
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            {
              "account": "management_reserve_income",
              "credit": "684404.24474161996197684881352665527496",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "3.00",
          "event": "Funding mark roll",
          "id": "J0098",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "377473.50381709435534782378813588975441",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "377473.50381709435534782378813588975441"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "3.00",
          "event": "Pricing-time deferral release",
          "id": "J0099",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "377473.50381709435534782378813588975441"
            },
            {
              "account": "deferral_income",
              "credit": "377473.50381709435534782378813588975441",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "3.00",
          "event": "Management XVA remeasurement",
          "id": "J0100",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "675764.59017207804170438116139350421394"
            },
            {
              "account": "management_reserve_income",
              "credit": "675764.59017207804170438116139350421394",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "3.25",
          "event": "Funding mark roll",
          "id": "J0106",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "381248.23885526529890130202601724865200",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "381248.23885526529890130202601724865200"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "3.25",
          "event": "Pricing-time deferral release",
          "id": "J0107",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "381248.23885526529890130202601724865200"
            },
            {
              "account": "deferral_income",
              "credit": "381248.23885526529890130202601724865200",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "3.25",
          "event": "Management XVA remeasurement",
          "id": "J0108",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "666987.17028999860818130201069458302959"
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            {
              "account": "management_reserve_income",
              "credit": "666987.17028999860818130201069458302959",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "3.50",
          "event": "Funding mark roll",
          "id": "J0114",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "385060.72124381795189031504627742113849",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "385060.72124381795189031504627742113849"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "3.50",
          "event": "Pricing-time deferral release",
          "id": "J0115",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "385060.72124381795189031504627742113849"
            },
            {
              "account": "deferral_income",
              "credit": "385060.72124381795189031504627742113849",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "3.50",
          "event": "Management XVA remeasurement",
          "id": "J0116",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "658073.19280317953773230932135871898828"
            },
            {
              "account": "management_reserve_income",
              "credit": "658073.19280317953773230932135871898828",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "3.75",
          "event": "Funding mark roll",
          "id": "J0122",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "388911.32845625613140921819674019534988",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "388911.32845625613140921819674019534988"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "3.75",
          "event": "Pricing-time deferral release",
          "id": "J0123",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "388911.32845625613140921819674019534988"
            },
            {
              "account": "deferral_income",
              "credit": "388911.32845625613140921819674019534988",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "3.75",
          "event": "Management XVA remeasurement",
          "id": "J0124",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "649023.98592591529019681146150080496908"
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            {
              "account": "management_reserve_income",
              "credit": "649023.98592591529019681146150080496908",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "4.00",
          "event": "Funding mark roll",
          "id": "J0130",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "392800.44174081869272331037870759730338",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "392800.44174081869272331037870759730338"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "4.00",
          "event": "Pricing-time deferral release",
          "id": "J0131",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "392800.44174081869272331037870759730338"
            },
            {
              "account": "deferral_income",
              "credit": "392800.44174081869272331037870759730338",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "4.00",
          "event": "Management XVA remeasurement",
          "id": "J0132",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "639841.00276705890102487170873695729021"
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            {
              "account": "management_reserve_income",
              "credit": "639841.00276705890102487170873695729021",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "4.25",
          "event": "Funding mark roll",
          "id": "J0138",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "396728.44615822687965054348249467327643",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "396728.44615822687965054348249467327643"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "4.25",
          "event": "Pricing-time deferral release",
          "id": "J0139",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "396728.44615822687965054348249467327643"
            },
            {
              "account": "deferral_income",
              "credit": "396728.44615822687965054348249467327643",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "4.25",
          "event": "Management XVA remeasurement",
          "id": "J0140",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "630525.82584603597446418348201155316827"
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            {
              "account": "management_reserve_income",
              "credit": "630525.82584603597446418348201155316827",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "4.50",
          "event": "Funding mark roll",
          "id": "J0145",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "400695.73061980914844704891731962000917",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "400695.73061980914844704891731962000917"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "4.50",
          "event": "Pricing-time deferral release",
          "id": "J0146",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "400695.73061980914844704891731962000917"
            },
            {
              "account": "deferral_income",
              "credit": "400695.73061980914844704891731962000917",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "4.50",
          "event": "Management XVA remeasurement",
          "id": "J0147",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "621080.17174021969724903329928366656694"
            },
            {
              "account": "management_reserve_income",
              "credit": "621080.17174021969724903329928366656694",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "4.75",
          "event": "Funding mark roll",
          "id": "J0152",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "404702.68792600723993151940649281620928",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "404702.68792600723993151940649281620928"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "4.75",
          "event": "Pricing-time deferral release",
          "id": "J0153",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "404702.68792600723993151940649281620928"
            },
            {
              "account": "deferral_income",
              "credit": "404702.68792600723993151940649281620928",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "4.75",
          "event": "Management XVA remeasurement",
          "id": "J0154",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "611505.89586716296673050186647169460002"
            },
            {
              "account": "management_reserve_income",
              "credit": "611505.89586716296673050186647169460002",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "5.00",
          "event": "Funding mark roll",
          "id": "J0162",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "408749.71480526731233083460055774437135",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "408749.71480526731233083460055774437135"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "5.00",
          "event": "Pricing-time deferral release",
          "id": "J0163",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "408749.71480526731233083460055774437135"
            },
            {
              "account": "deferral_income",
              "credit": "408749.71480526731233083460055774437135",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "5.00",
          "event": "Management XVA remeasurement",
          "id": "J0164",
          "lines": [
            {
              "account": "management_XVA",
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              "debit": "601804.99740527298130592938844894457495"
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            {
              "account": "management_reserve_income",
              "credit": "601804.99740527298130592938844894457495",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "5.25",
          "event": "Funding mark roll",
          "id": "J0169",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "412837.21195331998545414294656332181508",
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            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "412837.21195331998545414294656332181508"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "5.25",
          "event": "Pricing-time deferral release",
          "id": "J0170",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "412837.21195331998545414294656332181508"
            },
            {
              "account": "deferral_income",
              "credit": "412837.21195331998545414294656332181508",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "5.25",
          "event": "Management XVA remeasurement",
          "id": "J0171",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "591979.62435660512835186339425869108662"
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            {
              "account": "management_reserve_income",
              "credit": "591979.62435660512835186339425869108662",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "5.50",
          "event": "Funding mark roll",
          "id": "J0177",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "416965.58407285318530868437602895503325",
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            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "416965.58407285318530868437602895503325"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "5.50",
          "event": "Pricing-time deferral release",
          "id": "J0178",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "416965.58407285318530868437602895503325"
            },
            {
              "account": "deferral_income",
              "credit": "416965.58407285318530868437602895503325",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "5.50",
          "event": "Management XVA remeasurement",
          "id": "J0179",
          "lines": [
            {
              "account": "management_XVA",
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              "debit": "582032.07875554678100996872090033114758"
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            {
              "account": "management_reserve_income",
              "credit": "582032.07875554678100996872090033114758",
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "5.75",
          "event": "Funding mark roll",
          "id": "J0185",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "421135.23991358171716177121978924458356",
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            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "421135.23991358171716177121978924458356"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "5.75",
          "event": "Pricing-time deferral release",
          "id": "J0186",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "421135.23991358171716177121978924458356"
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            {
              "account": "deferral_income",
              "credit": "421135.23991358171716177121978924458356",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "5.75",
          "event": "Management XVA remeasurement",
          "id": "J0187",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "571964.82202725773685901796696318160411"
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            {
              "account": "management_reserve_income",
              "credit": "571964.82202725773685901796696318160411",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "6.00",
          "event": "Funding mark roll",
          "id": "J0192",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "425346.59231271753433338893198713702938",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "425346.59231271753433338893198713702938"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "6.00",
          "event": "Pricing-time deferral release",
          "id": "J0193",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "425346.59231271753433338893198713702938"
            },
            {
              "account": "deferral_income",
              "credit": "425346.59231271753433338893198713702938",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "6.00",
          "event": "Management XVA remeasurement",
          "id": "J0194",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "561780.48049983255686881076850312125299"
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            {
              "account": "management_reserve_income",
              "credit": "561780.48049983255686881076850312125299",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "6.25",
          "event": "Funding mark roll",
          "id": "J0199",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "429600.05823584470967672282130700839969",
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            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "429600.05823584470967672282130700839969"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "6.25",
          "event": "Pricing-time deferral release",
          "id": "J0200",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "429600.05823584470967672282130700839969"
            },
            {
              "account": "deferral_income",
              "credit": "429600.05823584470967672282130700839969",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "6.25",
          "event": "Management XVA remeasurement",
          "id": "J0201",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "551481.85107425105165039532171951499570"
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            {
              "account": "management_reserve_income",
              "credit": "551481.85107425105165039532171951499570",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "6.50",
          "event": "Funding mark roll",
          "id": "J0206",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "433896.05881820315677349004952007848368",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "433896.05881820315677349004952007848368"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "6.50",
          "event": "Pricing-time deferral release",
          "id": "J0207",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "433896.05881820315677349004952007848368"
            },
            {
              "account": "deferral_income",
              "credit": "433896.05881820315677349004952007848368",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "6.50",
          "event": "Management XVA remeasurement",
          "id": "J0208",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "541071.90705628667493941657354538905359"
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            {
              "account": "management_reserve_income",
              "credit": "541071.90705628667493941657354538905359",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "6.75",
          "event": "Funding mark roll",
          "id": "J0213",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "438235.01940638518834122495001527926856",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "438235.01940638518834122495001527926856"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "6.75",
          "event": "Pricing-time deferral release",
          "id": "J0214",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "438235.01940638518834122495001527926856"
            },
            {
              "account": "deferral_income",
              "credit": "438235.01940638518834122495001527926856",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "6.75",
          "event": "Management XVA remeasurement",
          "id": "J0215",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "530553.80415464868403166324024551578527"
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            {
              "account": "management_reserve_income",
              "credit": "530553.80415464868403166324024551578527",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "7.00",
          "event": "Funding mark roll",
          "id": "J0220",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "442617.36960044904022463719951543206120",
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            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "442617.36960044904022463719951543206120"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "7.00",
          "event": "Pricing-time deferral release",
          "id": "J0221",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "442617.36960044904022463719951543206120"
            },
            {
              "account": "deferral_income",
              "credit": "442617.36960044904022463719951543206120",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "7.00",
          "event": "Management XVA remeasurement",
          "id": "J0222",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "519930.88664974267763275041012617451941"
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            {
              "account": "management_reserve_income",
              "credit": "519930.88664974267763275041012617451941",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "7.25",
          "event": "Funding mark roll",
          "id": "J0227",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "447043.54329645353062688357151058638182",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "447043.54329645353062688357151058638182"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "7.25",
          "event": "Pricing-time deferral release",
          "id": "J0228",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "447043.54329645353062688357151058638181"
            },
            {
              "account": "deferral_income",
              "credit": "447043.54329645353062688357151058638181",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "7.25",
          "event": "Management XVA remeasurement",
          "id": "J0229",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "509206.69373754558897125357660141144931"
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            {
              "account": "management_reserve_income",
              "credit": "509206.69373754558897125357660141144931",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "7.50",
          "event": "Funding mark roll",
          "id": "J0234",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "451513.97872941806593315240722569224563",
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            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "451513.97872941806593315240722569224563"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "7.50",
          "event": "Pricing-time deferral release",
          "id": "J0235",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "451513.97872941806593315240722569224565"
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            {
              "account": "deferral_income",
              "credit": "451513.97872941806593315240722569224565",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "7.50",
          "event": "Management XVA remeasurement",
          "id": "J0236",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "498384.96605320546336254849108825849638"
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            {
              "account": "management_reserve_income",
              "credit": "498384.96605320546336254849108825849638",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "7.75",
          "event": "Funding mark roll",
          "id": "J0241",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "456029.11851671224659248393129794916810",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "456029.11851671224659248393129794916810"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "7.75",
          "event": "Pricing-time deferral release",
          "id": "J0242",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "456029.11851671224659248393129794916809"
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            {
              "account": "deferral_income",
              "credit": "456029.11851671224659248393129794916809",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "7.75",
          "event": "Management XVA remeasurement",
          "id": "J0243",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "487469.65237909345366733615707619816811"
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            {
              "account": "management_reserve_income",
              "credit": "487469.65237909345366733615707619816811",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "8.00",
          "event": "Funding mark roll",
          "id": "J0248",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "460589.40970187936905840877061092865978",
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            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "460589.40970187936905840877061092865978"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "8.00",
          "event": "Pricing-time deferral release",
          "id": "J0249",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "460589.40970187936905840877061092865978"
            },
            {
              "account": "deferral_income",
              "credit": "460589.40970187936905840877061092865978",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "8.00",
          "event": "Management XVA remeasurement",
          "id": "J0250",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "476464.916542155494935775888141852224506"
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            {
              "account": "management_reserve_income",
              "credit": "476464.916542155494935775888141852224506",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "8.25",
          "event": "Funding mark roll",
          "id": "J0255",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "465195.30379889816274899285831703794637",
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            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "465195.30379889816274899285831703794637"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "8.25",
          "event": "Pricing-time deferral release",
          "id": "J0256",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "465195.30379889816274899285831703794638"
            },
            {
              "account": "deferral_income",
              "credit": "465195.30379889816274899285831703794638",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "8.25",
          "event": "Management XVA remeasurement",
          "id": "J0257",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "465375.144505534143381985782127791736105"
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            {
              "account": "management_reserve_income",
              "credit": "465375.144505534143381985782127791736105",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "8.50",
          "event": "Funding mark roll",
          "id": "J0262",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "469847.25683688714437648278690020832584",
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            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "469847.25683688714437648278690020832584"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "8.50",
          "event": "Pricing-time deferral release",
          "id": "J0263",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "469847.25683688714437648278690020832583"
            },
            {
              "account": "deferral_income",
              "credit": "469847.25683688714437648278690020832583",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "8.50",
          "event": "Management XVA remeasurement",
          "id": "J0264",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "454204.951659557158899390007912745350616"
            },
            {
              "account": "management_reserve_income",
              "credit": "454204.951659557158899390007912745350616",
              "debit": "0"
            }
          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "8.75",
          "event": "Funding mark roll",
          "id": "J0269",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "474545.72940525601582024761476921040910",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "474545.72940525601582024761476921040910"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "8.75",
          "event": "Pricing-time deferral release",
          "id": "J0270",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "474545.72940525601582024761476921040910"
            },
            {
              "account": "deferral_income",
              "credit": "474545.72940525601582024761476921040910",
              "debit": "0"
            }
          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "8.75",
          "event": "Management XVA remeasurement",
          "id": "J0271",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "442959.190317318650642442019978525049216"
            },
            {
              "account": "management_reserve_income",
              "credit": "442959.190317318650642442019978525049216",
              "debit": "0"
            }
          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "9.00",
          "event": "Funding mark roll",
          "id": "J0276",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "479291.18669930857597845009091690251319",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "479291.18669930857597845009091690251319"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "9.00",
          "event": "Pricing-time deferral release",
          "id": "J0277",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "479291.18669930857597845009091690251319"
            },
            {
              "account": "deferral_income",
              "credit": "479291.18669930857597845009091690251319",
              "debit": "0"
            }
          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "9.00",
          "event": "Management XVA remeasurement",
          "id": "J0278",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "431642.957420211069679762392673716167290"
            },
            {
              "account": "management_reserve_income",
              "credit": "431642.957420211069679762392673716167290",
              "debit": "0"
            }
          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "9.25",
          "event": "Funding mark roll",
          "id": "J0283",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "484084.09856630166173823459182607153832",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "484084.09856630166173823459182607153832"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "9.25",
          "event": "Pricing-time deferral release",
          "id": "J0284",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "484084.09856630166173823459182607153831"
            },
            {
              "account": "deferral_income",
              "credit": "484084.09856630166173823459182607153831",
              "debit": "0"
            }
          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "9.25",
          "event": "Management XVA remeasurement",
          "id": "J0285",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "420261.602458902101206859727019838769988"
            },
            {
              "account": "management_reserve_income",
              "credit": "420261.602458902101206859727019838769988",
              "debit": "0"
            }
          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "9.50",
          "event": "Funding mark roll",
          "id": "J0290",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "488924.93955196467835561693774433225371",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "488924.93955196467835561693774433225371"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "9.50",
          "event": "Pricing-time deferral release",
          "id": "J0291",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "488924.93955196467835561693774433225371"
            },
            {
              "account": "deferral_income",
              "credit": "488924.93955196467835561693774433225371",
              "debit": "0"
            }
          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "9.50",
          "event": "Management XVA remeasurement",
          "id": "J0292",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "408820.735615389663104034317092301358510"
            },
            {
              "account": "management_reserve_income",
              "credit": "408820.735615389663104034317092301358510",
              "debit": "0"
            }
          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "9.75",
          "event": "Funding mark roll",
          "id": "J0297",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "493814.18894748432513917310712177557624",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "493814.18894748432513917310712177557624"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "9.75",
          "event": "Pricing-time deferral release",
          "id": "J0298",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "493814.18894748432513917310712177557624"
            },
            {
              "account": "deferral_income",
              "credit": "493814.18894748432513917310712177557624",
              "debit": "0"
            }
          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "9.75",
          "event": "Management XVA remeasurement",
          "id": "J0299",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "397326.236131910841567663157697436397532"
            },
            {
              "account": "management_reserve_income",
              "credit": "397326.236131910841567663157697436397532",
              "debit": "0"
            }
          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "10.00",
          "event": "Funding mark roll",
          "id": "J0304",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "498752.33083695916839056483819299333200",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "498752.33083695916839056483819299333200"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "10.00",
          "event": "Pricing-time deferral release",
          "id": "J0305",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "498752.33083695916839056483819299333200"
            },
            {
              "account": "deferral_income",
              "credit": "498752.33083695916839056483819299333200",
              "debit": "0"
            }
          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "10.00",
          "event": "Management XVA remeasurement",
          "id": "J0306",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "385784.260912626774031748584557416880799"
            },
            {
              "account": "management_reserve_income",
              "credit": "385784.260912626774031748584557416880799",
              "debit": "0"
            }
          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "10.25",
          "event": "Funding mark roll",
          "id": "J0311",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "503739.85414532876007447048657492326532",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "503739.85414532876007447048657492326532"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "10.25",
          "event": "Pricing-time deferral release",
          "id": "J0312",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "503739.85414532876007447048657492326533"
            },
            {
              "account": "deferral_income",
              "credit": "503739.85414532876007447048657492326533",
              "debit": "0"
            }
          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "10.25",
          "event": "Management XVA remeasurement",
          "id": "J0313",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "374201.253364155312653447421847229976159"
            },
            {
              "account": "management_reserve_income",
              "credit": "374201.253364155312653447421847229976159",
              "debit": "0"
            }
          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "10.50",
          "event": "Funding mark roll",
          "id": "J0318",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "508777.25268678204767521519144067249798",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "508777.25268678204767521519144067249798"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "10.50",
          "event": "Pricing-time deferral release",
          "id": "J0319",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "508777.25268678204767521519144067249797"
            },
            {
              "account": "deferral_income",
              "credit": "508777.25268678204767521519144067249797",
              "debit": "0"
            }
          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "10.50",
          "event": "Management XVA remeasurement",
          "id": "J0320",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "362583.952481176858456858214131690626511"
            },
            {
              "account": "management_reserve_income",
              "credit": "362583.952481176858456858214131690626511",
              "debit": "0"
            }
          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "10.75",
          "event": "Funding mark roll",
          "id": "J0325",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "513865.02521364986815196734335507922295",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "513865.02521364986815196734335507922295"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "10.75",
          "event": "Pricing-time deferral release",
          "id": "J0326",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "513865.02521364986815196734335507922296"
            },
            {
              "account": "deferral_income",
              "credit": "513865.02521364986815196734335507922296",
              "debit": "0"
            }
          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "10.75",
          "event": "Management XVA remeasurement",
          "id": "J0327",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "350939.402183496139236369219949431964769"
            },
            {
              "account": "management_reserve_income",
              "credit": "350939.402183496139236369219949431964769",
              "debit": "0"
            }
          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "11.00",
          "event": "Funding mark roll",
          "id": "J0332",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "519003.67546578636683348701678863001519",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "519003.67546578636683348701678863001519"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "11.00",
          "event": "Pricing-time deferral release",
          "id": "J0333",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "519003.67546578636683348701678863001518"
            },
            {
              "account": "deferral_income",
              "credit": "519003.67546578636683348701678863001518",
              "debit": "0"
            }
          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "11.00",
          "event": "Management XVA remeasurement",
          "id": "J0334",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "339274.960911104008219240078217951901698"
            },
            {
              "account": "management_reserve_income",
              "credit": "339274.960911104008219240078217951901698",
              "debit": "0"
            }
          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "11.25",
          "event": "Funding mark roll",
          "id": "J0339",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "524193.71222044423050182188695651631534",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "524193.71222044423050182188695651631534"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "11.25",
          "event": "Pricing-time deferral release",
          "id": "J0340",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "524193.71222044423050182188695651631534"
            },
            {
              "account": "deferral_income",
              "credit": "524193.71222044423050182188695651631534",
              "debit": "0"
            }
          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "11.25",
          "event": "Management XVA remeasurement",
          "id": "J0341",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "327598.311483948662320166405554539172041"
            },
            {
              "account": "management_reserve_income",
              "credit": "327598.311483948662320166405554539172041",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "11.50",
          "event": "Funding mark roll",
          "id": "J0346",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "529435.64934264867280684010582608147849",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "529435.64934264867280684010582608147849"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "11.50",
          "event": "Pricing-time deferral release",
          "id": "J0347",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "529435.64934264867280684010582608147850"
            },
            {
              "account": "deferral_income",
              "credit": "529435.64934264867280684010582608147850",
              "debit": "0"
            }
          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "11.50",
          "event": "Management XVA remeasurement",
          "id": "J0348",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "315917.471233295118027930025572956422765"
            },
            {
              "account": "management_reserve_income",
              "credit": "315917.471233295118027930025572956422765",
              "debit": "0"
            }
          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "11.75",
          "event": "Funding mark roll",
          "id": "J0353",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "534730.00583607515953490850688434229327",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "534730.00583607515953490850688434229327"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "11.75",
          "event": "Pricing-time deferral release",
          "id": "J0354",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "534730.00583607515953490850688434229328"
            },
            {
              "account": "deferral_income",
              "credit": "534730.00583607515953490850688434229328",
              "debit": "0"
            }
          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "11.75",
          "event": "Management XVA remeasurement",
          "id": "J0355",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "304240.802411725441440805230259724596669"
            },
            {
              "account": "management_reserve_income",
              "credit": "304240.802411725441440805230259724596669",
              "debit": "0"
            }
          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "12.00",
          "event": "Funding mark roll",
          "id": "J0360",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "540077.30589443591113025759195318571622",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "540077.30589443591113025759195318571622"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "12.00",
          "event": "Pricing-time deferral release",
          "id": "J0361",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "540077.30589443591113025759195318571621"
            },
            {
              "account": "deferral_income",
              "credit": "540077.30589443591113025759195318571621",
              "debit": "0"
            }
          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "12.00",
          "event": "Management XVA remeasurement",
          "id": "J0362",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "292577.022889010211124094645199923580052"
            },
            {
              "account": "management_reserve_income",
              "credit": "292577.022889010211124094645199923580052",
              "debit": "0"
            }
          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "12.25",
          "event": "Funding mark roll",
          "id": "J0367",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "545478.07895338027024156016787271757336",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "545478.07895338027024156016787271757336"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "12.25",
          "event": "Pricing-time deferral release",
          "id": "J0368",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "545478.07895338027024156016787271757337"
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            {
              "account": "deferral_income",
              "credit": "545478.07895338027024156016787271757337",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "12.25",
          "event": "Management XVA remeasurement",
          "id": "J0369",
          "lines": [
            {
              "account": "management_XVA",
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              "debit": "280935.217141264105289027941642972733702"
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            {
              "account": "management_reserve_income",
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              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "12.50",
          "event": "Funding mark roll",
          "id": "J0374",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "550932.85974291407294397576955144474911",
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            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "550932.85974291407294397576955144474911"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "12.50",
          "event": "Pricing-time deferral release",
          "id": "J0375",
          "lines": [
            {
              "account": "deferred_management_gain",
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              "debit": "550932.85974291407294397576955144474910"
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            {
              "account": "deferral_income",
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "12.50",
          "event": "Management XVA remeasurement",
          "id": "J0376",
          "lines": [
            {
              "account": "management_XVA",
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              "debit": "269324.847540985457918044339122525977488"
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            {
              "account": "management_reserve_income",
              "credit": "269324.847540985457918044339122525977488",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "12.75",
          "event": "Funding mark roll",
          "id": "J0381",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "556442.18834034321367341552724695919659",
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            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "556442.18834034321367341552724695919659"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "12.75",
          "event": "Pricing-time deferral release",
          "id": "J0382",
          "lines": [
            {
              "account": "deferred_management_gain",
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              "debit": "556442.18834034321367341552724695919659"
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            {
              "account": "deferral_income",
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              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "12.75",
          "event": "Management XVA remeasurement",
          "id": "J0383",
          "lines": [
            {
              "account": "management_XVA",
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              "debit": "257755.765955771234224941219912558519511"
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            {
              "account": "management_reserve_income",
              "credit": "257755.765955771234224941219912558519511",
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "13.00",
          "event": "Funding mark roll",
          "id": "J0388",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "562006.61022374664581014968251942878857",
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            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "562006.61022374664581014968251942878857"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "13.00",
          "event": "Pricing-time deferral release",
          "id": "J0389",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "562006.61022374664581014968251942878857"
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            {
              "account": "deferral_income",
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "13.00",
          "event": "Management XVA remeasurement",
          "id": "J0390",
          "lines": [
            {
              "account": "management_XVA",
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              "debit": "246238.225663695249351061456292168796341"
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            {
              "account": "management_reserve_income",
              "credit": "246238.225663695249351061456292168796341",
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "13.25",
          "event": "Funding mark roll",
          "id": "J0395",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "567626.67632598411226825117934462307644",
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            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "567626.67632598411226825117934462307644"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "13.25",
          "event": "Pricing-time deferral release",
          "id": "J0396",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "567626.67632598411226825117934462307644"
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            {
              "account": "deferral_income",
              "credit": "567626.67632598411226825117934462307644",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "13.25",
          "event": "Management XVA remeasurement",
          "id": "J0397",
          "lines": [
            {
              "account": "management_XVA",
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              "debit": "234782.893593538713414463232540091535892"
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            {
              "account": "management_reserve_income",
              "credit": "234782.893593538713414463232540091535892",
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "13.50",
          "event": "Funding mark roll",
          "id": "J0402",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "573302.94308924395339093369113806930721",
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            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "573302.94308924395339093369113806930721"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "13.50",
          "event": "Pricing-time deferral release",
          "id": "J0403",
          "lines": [
            {
              "account": "deferred_management_gain",
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              "debit": "573302.94308924395339093369113806930721"
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            {
              "account": "deferral_income",
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "13.50",
          "event": "Management XVA remeasurement",
          "id": "J0404",
          "lines": [
            {
              "account": "management_XVA",
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              "debit": "223400.862898268451814196808023103820214"
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            {
              "account": "management_reserve_income",
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "13.75",
          "event": "Funding mark roll",
          "id": "J0409",
          "lines": [
            {
              "account": "funding_mark",
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            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "579035.97252013639292484302804945000029"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "13.75",
          "event": "Pricing-time deferral release",
          "id": "J0410",
          "lines": [
            {
              "account": "deferred_management_gain",
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              "debit": "579035.97252013639292484302804945000029"
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            {
              "account": "deferral_income",
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "13.75",
          "event": "Management XVA remeasurement",
          "id": "J0411",
          "lines": [
            {
              "account": "management_XVA",
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              "debit": "212103.665870369545897122294822924879862"
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            {
              "account": "management_reserve_income",
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "14.00",
          "event": "Funding mark roll",
          "id": "J0416",
          "lines": [
            {
              "account": "funding_mark",
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            {
              "account": "funding_mark_income",
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              "debit": "584826.33224533775685409145832994450028"
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          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "14.00",
          "event": "Pricing-time deferral release",
          "id": "J0417",
          "lines": [
            {
              "account": "deferred_management_gain",
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              "debit": "584826.33224533775685409145832994450028"
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            {
              "account": "deferral_income",
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "14.00",
          "event": "Management XVA remeasurement",
          "id": "J0418",
          "lines": [
            {
              "account": "management_XVA",
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              "account": "management_reserve_income",
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "14.25",
          "event": "Funding mark roll",
          "id": "J0423",
          "lines": [
            {
              "account": "funding_mark",
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            {
              "account": "funding_mark_income",
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              "debit": "590674.59556779113442263237291324394529"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "14.25",
          "event": "Pricing-time deferral release",
          "id": "J0424",
          "lines": [
            {
              "account": "deferred_management_gain",
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              "debit": "590674.59556779113442263237291324394529"
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            {
              "account": "deferral_income",
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "14.25",
          "event": "Management XVA remeasurement",
          "id": "J0425",
          "lines": [
            {
              "account": "management_XVA",
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              "account": "management_reserve_income",
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "14.50",
          "event": "Funding mark roll",
          "id": "J0430",
          "lines": [
            {
              "account": "funding_mark",
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            {
              "account": "funding_mark_income",
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              "debit": "596581.34152346904576685869664237638474"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "14.50",
          "event": "Pricing-time deferral release",
          "id": "J0431",
          "lines": [
            {
              "account": "deferred_management_gain",
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              "debit": "596581.34152346904576685869664237638475"
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            {
              "account": "deferral_income",
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "14.50",
          "event": "Management XVA remeasurement",
          "id": "J0432",
          "lines": [
            {
              "account": "management_XVA",
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              "account": "management_reserve_income",
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "14.75",
          "event": "Funding mark roll",
          "id": "J0437",
          "lines": [
            {
              "account": "funding_mark",
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            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "602547.15493870373622452728360880014860"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "14.75",
          "event": "Pricing-time deferral release",
          "id": "J0438",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "602547.15493870373622452728360880014858"
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            {
              "account": "deferral_income",
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "14.75",
          "event": "Management XVA remeasurement",
          "id": "J0439",
          "lines": [
            {
              "account": "management_XVA",
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              "account": "management_reserve_income",
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "15.00",
          "event": "Funding mark roll",
          "id": "J0444",
          "lines": [
            {
              "account": "funding_mark",
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            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "608572.62648809077358677255644488815007"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "15.00",
          "event": "Pricing-time deferral release",
          "id": "J0445",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "608572.62648809077358677255644488815008"
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            {
              "account": "deferral_income",
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "15.00",
          "event": "Management XVA remeasurement",
          "id": "J0446",
          "lines": [
            {
              "account": "management_XVA",
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            {
              "account": "management_reserve_income",
              "credit": "157326.257814705556080975154461761766747",
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "15.25",
          "event": "Funding mark roll",
          "id": "J0451",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "614658.35275297168132264028200933703158",
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            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "614658.35275297168132264028200933703158"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "15.25",
          "event": "Pricing-time deferral release",
          "id": "J0452",
          "lines": [
            {
              "account": "deferred_management_gain",
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              "debit": "614658.35275297168132264028200933703157"
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            {
              "account": "deferral_income",
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "15.25",
          "event": "Management XVA remeasurement",
          "id": "J0453",
          "lines": [
            {
              "account": "management_XVA",
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              "debit": "146806.550376072602441780680940712634343"
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            {
              "account": "management_reserve_income",
              "credit": "146806.550376072602441780680940712634343",
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "15.50",
          "event": "Funding mark roll",
          "id": "J0458",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "620804.93628050139813586668482943040189",
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            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "620804.93628050139813586668482943040189"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "15.50",
          "event": "Pricing-time deferral release",
          "id": "J0459",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "620804.93628050139813586668482943040190"
            },
            {
              "account": "deferral_income",
              "credit": "620804.93628050139813586668482943040190",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "15.50",
          "event": "Management XVA remeasurement",
          "id": "J0460",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "136465.8594169254256299530779933055102587"
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            {
              "account": "management_reserve_income",
              "credit": "136465.8594169254256299530779933055102587",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "15.75",
          "event": "Funding mark roll",
          "id": "J0465",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "627012.98564330641211722535167772470591",
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            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "627012.98564330641211722535167772470591"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "15.75",
          "event": "Pricing-time deferral release",
          "id": "J0466",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "627012.98564330641211722535167772470591"
            },
            {
              "account": "deferral_income",
              "credit": "627012.98564330641211722535167772470591",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "15.75",
          "event": "Management XVA remeasurement",
          "id": "J0467",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "126319.7393373012611282095598084004580705"
            },
            {
              "account": "management_reserve_income",
              "credit": "126319.7393373012611282095598084004580705",
              "debit": "0"
            }
          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "16.00",
          "event": "Funding mark roll",
          "id": "J0472",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "633283.11549973947623839760519450195297",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "633283.11549973947623839760519450195297"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "16.00",
          "event": "Pricing-time deferral release",
          "id": "J0473",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "633283.11549973947623839760519450195297"
            },
            {
              "account": "deferral_income",
              "credit": "633283.11549973947623839760519450195297",
              "debit": "0"
            }
          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "16.00",
          "event": "Management XVA remeasurement",
          "id": "J0474",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "116384.3168299472956255688059769351501541"
            },
            {
              "account": "management_reserve_income",
              "credit": "116384.3168299472956255688059769351501541",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "16.25",
          "event": "Funding mark roll",
          "id": "J0479",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "639615.94665473687100078158124644697250",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "639615.94665473687100078158124644697250"
            }
          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "16.25",
          "event": "Pricing-time deferral release",
          "id": "J0480",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "639615.94665473687100078158124644697250"
            },
            {
              "account": "deferral_income",
              "credit": "639615.94665473687100078158124644697250",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "16.25",
          "event": "Management XVA remeasurement",
          "id": "J0481",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "106676.3077380076607958344933485262952913"
            },
            {
              "account": "management_reserve_income",
              "credit": "106676.3077380076607958344933485262952913",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "16.50",
          "event": "Funding mark roll",
          "id": "J0486",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "646012.106121284239710789397058911442220",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "646012.106121284239710789397058911442220"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "16.50",
          "event": "Pricing-time deferral release",
          "id": "J0487",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "646012.106121284239710789397058911442222"
            },
            {
              "account": "deferral_income",
              "credit": "646012.106121284239710789397058911442222",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "16.50",
          "event": "Management XVA remeasurement",
          "id": "J0488",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "97213.0343647920415776827122895769845261"
            },
            {
              "account": "management_reserve_income",
              "credit": "97213.0343647920415776827122895769845261",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "16.75",
          "event": "Funding mark roll",
          "id": "J0493",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "652472.227182497082107897291029500556650",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "652472.227182497082107897291029500556650"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "16.75",
          "event": "Pricing-time deferral release",
          "id": "J0494",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "652472.227182497082107897291029500556648"
            },
            {
              "account": "deferral_income",
              "credit": "652472.227182497082107897291029500556648",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "16.75",
          "event": "Management XVA remeasurement",
          "id": "J0495",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "88012.4432472190636550548519705680108540"
            },
            {
              "account": "management_reserve_income",
              "credit": "88012.4432472190636550548519705680108540",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "17.00",
          "event": "Funding mark roll",
          "id": "J0500",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "658996.949454322052928976263939795562215",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "658996.949454322052928976263939795562215"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "17.00",
          "event": "Pricing-time deferral release",
          "id": "J0501",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "658996.949454322052928976263939795562212"
            },
            {
              "account": "deferral_income",
              "credit": "658996.949454322052928976263939795562212",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "17.00",
          "event": "Management XVA remeasurement",
          "id": "J0502",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "79093.1234048184872660435387607740035883"
            },
            {
              "account": "management_reserve_income",
              "credit": "79093.1234048184872660435387607740035883",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "17.25",
          "event": "Funding mark roll",
          "id": "J0507",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "665586.918948865273458266026579193517831",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "665586.918948865273458266026579193517831"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "17.25",
          "event": "Pricing-time deferral release",
          "id": "J0508",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "665586.918948865273458266026579193517837"
            },
            {
              "account": "deferral_income",
              "credit": "665586.918948865273458266026579193517837",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "17.25",
          "event": "Management XVA remeasurement",
          "id": "J0509",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "70474.3250764743193777761341207507443086"
            },
            {
              "account": "management_reserve_income",
              "credit": "70474.3250764743193777761341207507443086",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "17.50",
          "event": "Funding mark roll",
          "id": "J0514",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "672242.788138353926192848686844985453019",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "672242.788138353926192848686844985453019"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "17.50",
          "event": "Pricing-time deferral release",
          "id": "J0515",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "672242.788138353926192848686844985453016"
            },
            {
              "account": "deferral_income",
              "credit": "672242.788138353926192848686844985453016",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "17.50",
          "event": "Management XVA remeasurement",
          "id": "J0516",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "62175.9789573964422207072303614712261124"
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            {
              "account": "management_reserve_income",
              "credit": "62175.9789573964422207072303614712261124",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "17.75",
          "event": "Funding mark roll",
          "id": "J0521",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "678965.216019737465454777173713435307541",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "678965.216019737465454777173713435307541"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "17.75",
          "event": "Pricing-time deferral release",
          "id": "J0522",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "678965.216019737465454777173713435307541"
            },
            {
              "account": "deferral_income",
              "credit": "678965.216019737465454777173713435307541",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "17.75",
          "event": "Management XVA remeasurement",
          "id": "J0523",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "54218.7159491214261544264779019529868162"
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            {
              "account": "management_reserve_income",
              "credit": "54218.7159491214261544264779019529868162",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "18.00",
          "event": "Funding mark roll",
          "id": "J0528",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "685754.868179934840109324945450569660624",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "685754.868179934840109324945450569660624"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "18.00",
          "event": "Pricing-time deferral release",
          "id": "J0529",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "685754.868179934840109324945450569660624"
            },
            {
              "account": "deferral_income",
              "credit": "685754.868179934840109324945450569660624",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "18.00",
          "event": "Management XVA remeasurement",
          "id": "J0530",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "46623.8874356640363331321142541159998907"
            },
            {
              "account": "management_reserve_income",
              "credit": "46623.8874356640363331321142541159998907",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "18.25",
          "event": "Funding mark roll",
          "id": "J0535",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "692612.416861734188510418194905075357224",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "692612.416861734188510418194905075357224"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "18.25",
          "event": "Pricing-time deferral release",
          "id": "J0536",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "692612.416861734188510418194905075357224"
            },
            {
              "account": "deferral_income",
              "credit": "692612.416861734188510418194905075357224",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "18.25",
          "event": "Management XVA remeasurement",
          "id": "J0537",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "39413.5860992697477768562920318902377863"
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            {
              "account": "management_reserve_income",
              "credit": "39413.5860992697477768562920318902377863",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "18.50",
          "event": "Funding mark roll",
          "id": "J0542",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "699538.541030351530395522376854126110796",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "699538.541030351530395522376854126110796"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "18.50",
          "event": "Pricing-time deferral release",
          "id": "J0543",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "699538.541030351530395522376854126110796"
            },
            {
              "account": "deferral_income",
              "credit": "699538.541030351530395522376854126110796",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "18.50",
          "event": "Management XVA remeasurement",
          "id": "J0544",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "32610.66728955554910325829581346016104879"
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            {
              "account": "management_reserve_income",
              "credit": "32610.66728955554910325829581346016104879",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "18.75",
          "event": "Funding mark roll",
          "id": "J0549",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "706533.926440655045699477600622667371906",
              "debit": "0"
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            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "706533.926440655045699477600622667371906"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "18.75",
          "event": "Pricing-time deferral release",
          "id": "J0550",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "706533.926440655045699477600622667371906"
            },
            {
              "account": "deferral_income",
              "credit": "706533.926440655045699477600622667371906",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "18.75",
          "event": "Management XVA remeasurement",
          "id": "J0551",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "26238.77096017164306479613362583067185857"
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            {
              "account": "management_reserve_income",
              "credit": "26238.77096017164306479613362583067185857",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "19.00",
          "event": "Funding mark roll",
          "id": "J0556",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "713599.265705061596156472376628894045626",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "713599.265705061596156472376628894045626"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "19.00",
          "event": "Pricing-time deferral release",
          "id": "J0557",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "713599.265705061596156472376628894045626"
            },
            {
              "account": "deferral_income",
              "credit": "713599.265705061596156472376628894045626",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "19.00",
          "event": "Management XVA remeasurement",
          "id": "J0558",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "20322.34418747054887948997899224454204776"
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            {
              "account": "management_reserve_income",
              "credit": "20322.34418747054887948997899224454204776",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "19.25",
          "event": "Funding mark roll",
          "id": "J0563",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "720735.258362112212118037100395182986078",
              "debit": "0"
            },
            {
              "account": "funding_mark_income",
              "credit": "0",
              "debit": "720735.258362112212118037100395182986078"
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          ],
          "source": "Repriced matching core contract at remaining tenor"
        },
        {
          "elapsed": "19.25",
          "event": "Pricing-time deferral release",
          "id": "J0564",
          "lines": [
            {
              "account": "deferred_management_gain",
              "credit": "0",
              "debit": "720735.258362112212118037100395182986078"
            },
            {
              "account": "deferral_income",
              "credit": "720735.258362112212118037100395182986078",
              "debit": "0"
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          ],
          "source": "Frozen inception spread; no spread-release trigger"
        },
        {
          "elapsed": "19.25",
          "event": "Management XVA remeasurement",
          "id": "J0565",
          "lines": [
            {
              "account": "management_XVA",
              "credit": "0",
              "debit": "14886.66428603278895719801926023759940432"
            },
            {
              "account": "management_reserve_income",
              "credit": "14886.66428603278895719801926023759940432",
              "debit": "0"
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          ],
          "source": "Independently recomputed core CVA and KVA"
        },
        {
          "elapsed": "19.50",
          "event": "Funding mark roll",
          "id": "J0570",
          "lines": [
            {
              "account": "funding_mark",
              "credit": "727942.610945733334239217471399134815948",
              "debit": "0"
            },
            {
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