{
  "package": "risk",
  "version": "1.0.0",
  "prepared": "2026-09-05",
  "paper_doi": "10.1109/SEEDA-CECNSM68644.2025.11329752",
  "paper_archive_doi": null,
  "scope": "Checks mean loss, empirical left-quantile VaR, upper-tail CVaR, and mean + lambda * CVaR for two invented ten-scenario loss distributions.",
  "source_origin": "source.json contains synthetic losses authored for this portfolio; none are measured or published market outcomes.",
  "limitations": "Teaching example only. These are not market returns, backtest results, trained policies, or investment advice. No public full-paper reproduction package is claimed.",
  "external_archive_executed": false,
  "external_links_rechecked": false,
  "sha256": {
    "check.py": "1dd6c91287e589e660f485887c89481e46835027fec86390b8b3808f7d249a56",
    "source.json": "2297350f95b5168f6fc55021d16db76d43987153619af0f2404cffb4a0a2be2d",
    "expected.json": "c0cb6c060aa3a6b64d5a7e1fa8efd8a0585cc80d295b17c54d0637c97acfd14f",
    "notebook.ipynb": "82131fafa78c2292c129897b2cac1fe7541dbaa79f3d78074b9a2101b9787dc9"
  }
}