# Validation Dataset

Synthetic credit portfolio with embedded causal structure for validating Orxaq's causal discovery algorithms.

## Generation

```bash
orxaq validate --generate --rows 50000 --seed 42 --output data/validation/credit_portfolio.csv
```

## Variables (20)

| Variable | Description | Range | Causal Role |
|----------|-------------|-------|-------------|
| gdp_growth | Real GDP growth rate (annualized) | [-0.10, 0.08] | Exogenous |
| unemployment | Unemployment rate | [0.02, 0.15] | Exogenous |
| fed_funds_rate | Federal funds effective rate | [0.0, 0.08] | Mediator |
| inflation_rate | CPI year-over-year change | [0.0, 0.10] | Exogenous |
| hpi | House Price Index change (annualized) | [-0.30, 0.20] | Mediator |
| credit_spread | Corporate credit spread (bps / 100) | [0.01, 0.08] | Mediator |
| origination_volume | Loan origination volume (normalized) | [0.0, 1.0] | Outcome |
| fico | Average FICO score (normalized 0-1) | [0.3, 1.0] | Mediator |
| ltv | Average loan-to-value ratio | [0.4, 1.2] | Mediator |
| dti | Average debt-to-income ratio | [0.1, 0.6] | Exogenous |
| delinquency_rate | 30+ day delinquency rate | [0.0, 0.15] | Mediator |
| default_rate | Annual default rate | [0.0, 0.10] | Mediator |
| prepayment_rate | Annual prepayment rate | [0.0, 0.30] | Mediator |
| lgd | Loss given default | [0.1, 0.8] | Mediator |
| charge_off_rate | Annual charge-off rate | [0.0, 0.08] | Mediator |
| recovery_rate | Post-default recovery rate | [0.1, 0.7] | Mediator |
| net_charge_off | Net charge-off rate | [0.0, 0.06] | Mediator |
| cecl_allowance | CECL allowance ratio | [0.0, 0.10] | Outcome |
| coverage_ratio | Allowance coverage ratio | [0.5, 3.0] | Outcome |
| provision_expense | Provision expense ratio | [0.0, 0.08] | Outcome |

## Ground Truth DAG

`ground_truth_dag.json` contains 25 causal edges encoding expert knowledge about credit risk mechanisms.

## CCAR Scenarios

| Scenario | GDP | Unemployment | Fed Funds | HPI |
|----------|-----|-------------|-----------|-----|
| Baseline | +2.3% | 4.2% | 4.75% | +3% |
| Adverse | -1.5% | 7.5% | 2.0% | -10% |
| Severely Adverse | -4.5% | 10.0% | 0.5% | -25% |
