Lay out the bank's repricing and maturity ladder the way the Call Report does, set the behavioral assumptions that never appear in any filing (deposit betas, the effective duration of core deposits, prepayment behavior), and the screen runs both lenses of rate risk: earnings at risk, the change in net interest income, and economic value at risk, the change in EVE. It shocks the curve with parallel moves and the six Basel scenarios, applies the supervisory outlier test, and shows the AFS and HTM capital lens. Loaded with an example bank, and every cell is yours to overwrite with your own numbers.