schemaVersion: bssds/1.0
scenarioMetadata:
  scenarioID: "a1b2c3d4-..."
  name: "Black Swan: Critical Infrastructure Cyberattack"
  description: "A coordinated cyberattack targeting major financial clearing houses, causing a sudden market freeze and liquidity crisis."
  author: "RiskAssessmentAgent"
  creationDate: "2025-11-10"

globalParameters:
  simulationStartDate: "2026-01-01"
  simulationEndDate: "2026-12-31"
  timestep: "1D"
  monteCarloRuns: 1000

eventPrimitives:
  EquityMarket_FlashCrash: &FlashCrash
    eventType: "MarketShock"
    description: "A sudden, severe drop in major equity indices due to algorithmic trading halts and panic selling."
    shockParameters:
      - variable: "SP500_Index"
        shockFunction: "percentage_change"
        distribution: { type: "Normal", mean: -0.15, std_dev: 0.05 }
      - variable: "VIX_Index"
        shockFunction: "absolute_value"
        distribution: { type: "Uniform", min: 70, max: 90 }

timeline:
  - eventID: "InitialAttack"
    trigger: { onDate: "2026-02-01" }
    duration: "2D"
    eventDefinition:
      eventType: "OperationalRiskEvent"
      description: "Initial reports of cyberattack on payment systems. Interbank lending rates spike."
      shockParameters:
        - variable: "LIBOR_OIS_Spread"
          shockFunction: "absolute_value"
          distribution: { type: "Exponential", lambda: 0.5 }
        - correlationMatrix:
            -

  - eventID: "MarketContagion"
    trigger: { onCondition: "LIBOR_OIS_Spread > 1.0" }
    duration: "5D"
    eventDefinition:
      <<: *FlashCrash # Use the primitive defined above