code/self_healing_finetuning/configs/data/reasoning_frames.json

{
  "schema_version": "shft_reasoning_frames_v1",
  "equity": {
    "researcher": {
      "scenario": "equity research memo review",
      "decision": "reject the thesis",
      "pass_label": "fail",
      "focus": "valuation, moat, ROIC, earnings quality, base rates, accounting quality, and financial statement analysis",
      "discovery_terms": [
        "equity research valuation moat ROIC earnings quality case study",
        "accounting quality cash flow red flags reject approve because",
        "financial statement analysis base rate investment thesis checklist"
      ]
    },
    "portfolio_manager": {
      "scenario": "portfolio construction and position-sizing review",
      "decision": "reject the position increase",
      "pass_label": "fail",
      "focus": "portfolio construction, position sizing, rebalancing, tradeoff, and risk budget",
      "discovery_terms": [
        "portfolio construction position sizing risk budget case study",
        "equity portfolio rebalancing tradeoff red flags checklist",
        "position increase reject approve because concentration risk"
      ]
    },
    "risk_manager": {
      "scenario": "risk control and red-flag review",
      "decision": "reject the exposure",
      "pass_label": "fail",
      "focus": "red flag, risk control, stress test, liquidity risk, internal control, and drawdown",
      "discovery_terms": [
        "risk manager stress test liquidity risk red flags case study",
        "internal control drawdown risk control reject approve because",
        "equity risk factors warning signs checklist"
      ]
    },
    "performance_manager": {
      "scenario": "performance attribution review",
      "decision": "reject the performance explanation",
      "pass_label": "fail",
      "focus": "attribution, benchmark, tracking error, information ratio, and risk adjusted evidence",
      "discovery_terms": [
        "performance attribution benchmark tracking error case study",
        "information ratio risk adjusted return reject approve because",
        "portfolio performance explanation red flags checklist"
      ]
    },
    "client_portfolio_manager": {
      "scenario": "client suitability and explanation review",
      "decision": "reject the recommendation",
      "pass_label": "fail",
      "focus": "client explanation, suitability, risk tolerance, and client scenario",
      "discovery_terms": [
        "client suitability risk tolerance portfolio recommendation case study",
        "client portfolio explanation reject approve because",
        "investor communication red flags checklist"
      ]
    },
    "chief_investment_officer": {
      "scenario": "investment committee governance review",
      "decision": "reject the policy change",
      "pass_label": "fail",
      "focus": "investment policy, capital market assumption, committee, and governance",
      "discovery_terms": [
        "investment committee governance capital market assumptions case study",
        "investment policy asset allocation reject approve because",
        "CIO governance red flags checklist"
      ]
    }
  },
  "fixed_income": {
    "researcher": {
      "scenario": "fixed-income research memo review",
      "decision": "reject the credit or rates thesis",
      "pass_label": "fail",
      "focus": "term structure, yield curve, duration, convexity, OAS, credit spread, default, recovery, covenants, cash-flow coverage, and relative value",
      "discovery_terms": [
        "fixed income research term structure credit spread default recovery case study",
        "bond valuation duration convexity OAS reject approve because",
        "issuer cash flow coverage covenant credit analysis pass fail reasoning"
      ]
    },
    "portfolio_manager": {
      "scenario": "fixed-income portfolio construction and risk-budget review",
      "decision": "reject the portfolio trade",
      "pass_label": "fail",
      "focus": "curve positioning, carry, roll-down, sector allocation, spread beta, liquidity, credit quality, position sizing, and risk budget",
      "discovery_terms": [
        "fixed income portfolio construction curve positioning carry roll-down case study",
        "bond portfolio sector allocation spread beta liquidity risk budget reject approve because",
        "fixed income active management position sizing tradeoff checklist"
      ]
    },
    "risk_manager": {
      "scenario": "fixed-income risk control and stress review",
      "decision": "reject the exposure",
      "pass_label": "fail",
      "focus": "DV01, CS01, convexity, duration, credit migration, default stress, liquidity stress, market risk, capital requirement, and limit controls",
      "discovery_terms": [
        "fixed income risk DV01 CS01 stress test credit migration case study",
        "bond portfolio liquidity stress convexity duration red flags reject approve because",
        "FRTB IRRBB Basel credit risk pass fail checklist"
      ]
    },
    "performance_manager": {
      "scenario": "fixed-income performance attribution review",
      "decision": "reject the attribution explanation",
      "pass_label": "fail",
      "focus": "duration attribution, curve attribution, carry, roll-down, spread tightening or widening, sector selection, benchmark, tracking error, and risk-adjusted performance",
      "discovery_terms": [
        "fixed income performance attribution duration curve spread carry case study",
        "bond attribution benchmark tracking error reject approve because",
        "portfolio performance attribution roll-down spread selection red flags"
      ]
    },
    "client_portfolio_manager": {
      "scenario": "fixed-income client suitability and explanation review",
      "decision": "reject the client recommendation",
      "pass_label": "fail",
      "focus": "income objective, duration risk, interest-rate sensitivity, credit quality, liquidity needs, tax constraints, suitability, and client communication",
      "discovery_terms": [
        "fixed income client suitability income objective duration risk case study",
        "bond recommendation client liquidity credit quality reject approve because",
        "client portfolio manager fixed income risk tolerance pass fail reasoning"
      ]
    },
    "chief_investment_officer": {
      "scenario": "fixed-income investment committee governance review",
      "decision": "reject the policy allocation change",
      "pass_label": "fail",
      "focus": "policy duration, ALM, liability sensitivity, liquidity sleeve, capital preservation, monetary policy regime, credit cycle, capital market assumptions, and governance",
      "discovery_terms": [
        "fixed income CIO investment policy duration ALM monetary policy case study",
        "bond allocation governance liquidity sleeve reject approve because",
        "investment committee fixed income capital market assumptions pass fail reasoning"
      ]
    }
  },
  "multi_asset": {
    "researcher": {
      "scenario": "multi-asset research memo review",
      "decision": "reject the cross-asset thesis",
      "pass_label": "fail",
      "focus": "cross-asset macro, equity-bond correlation, inflation regime, real rates, factor exposures, alternatives, currency, and scenario analysis",
      "discovery_terms": [
        "multi asset research cross asset macro regime correlation case study",
        "asset allocation inflation real rates factor exposure reject approve because",
        "cross asset thesis scenario analysis pass fail reasoning"
      ]
    },
    "portfolio_manager": {
      "scenario": "multi-asset allocation and rebalancing review",
      "decision": "reject the allocation change",
      "pass_label": "fail",
      "focus": "strategic allocation, tactical allocation, rebalancing, risk parity, drawdown budget, liquidity, alternatives, factor risk, and implementation tradeoffs",
      "discovery_terms": [
        "multi asset portfolio allocation rebalancing risk parity case study",
        "tactical asset allocation drawdown budget alternatives reject approve because",
        "cross asset portfolio construction tradeoff checklist"
      ]
    },
    "risk_manager": {
      "scenario": "multi-asset risk control and regime-stress review",
      "decision": "reject the risk posture",
      "pass_label": "fail",
      "focus": "correlation breakdown, cross-asset stress, liquidity, leverage, concentration, currency, drawdown, regime shift, and risk controls",
      "discovery_terms": [
        "multi asset risk correlation breakdown stress test case study",
        "cross asset liquidity leverage concentration red flags reject approve because",
        "portfolio regime shift drawdown risk controls pass fail reasoning"
      ]
    },
    "performance_manager": {
      "scenario": "multi-asset performance attribution review",
      "decision": "reject the performance explanation",
      "pass_label": "fail",
      "focus": "allocation effect, selection effect, interaction effect, factor attribution, currency attribution, benchmark drift, tracking error, and risk-adjusted return",
      "discovery_terms": [
        "multi asset performance attribution allocation selection interaction case study",
        "asset allocation attribution factor currency benchmark reject approve because",
        "portfolio performance explanation tracking error pass fail reasoning"
      ]
    },
    "client_portfolio_manager": {
      "scenario": "multi-asset client portfolio suitability review",
      "decision": "reject the client portfolio recommendation",
      "pass_label": "fail",
      "focus": "IPS, goals, time horizon, liquidity needs, risk tolerance, diversification, rebalancing, suitability, and client communication",
      "discovery_terms": [
        "multi asset client suitability IPS goals time horizon case study",
        "asset allocation client portfolio diversification reject approve because",
        "client communication rebalancing risk tolerance pass fail reasoning"
      ]
    },
    "chief_investment_officer": {
      "scenario": "multi-asset investment committee governance review",
      "decision": "reject the policy portfolio change",
      "pass_label": "fail",
      "focus": "capital market assumptions, policy portfolio, governance, strategic allocation, tactical ranges, macro regime, liquidity, scenario planning, and drawdown controls",
      "discovery_terms": [
        "multi asset CIO capital market assumptions policy portfolio case study",
        "investment committee asset allocation governance reject approve because",
        "strategic allocation macro regime scenario planning pass fail reasoning"
      ]
    }
  }
}