The first experimental protocol defines the effective intervention margin as the time until irreversible effect minus detection and intervention latency. A positive margin indicates temporal feasibility under the selected assumptions, not operational safety. Intervention coverage divides a positive margin by the time horizon; negative margins yield zero coverage.
The correlated exposure illustration uses p + (1 − p) × [1 − (1 − q)n], where p is the assumed common-mode failure probability, q is an explicitly illustrative 7% independent dependency failure probability, and n is the number of dependencies. It is a teaching model; it does not estimate real-world institutional risk. No bank-specific evidence is asserted.
Primary research starting points: Bank for International Settlements, Financial Stability Board, Bank of England, European Banking Authority. These are reference institutions, not automatically ingested datasets. Continuous institution-level ingestion and editorial verification remain separate implementation stages.
Research limitations. The public version is an interactive reproducible scenario engine, not a live monitoring service. Continuous institutional ingestion, proprietary decision traces and empirical calibration are not represented as implemented. On-demand Crossref discovery is browser-based and does not create a persistent archive.