Perform a "US Major Bank 2026 Stress Test" task.

Sample: JPM, BAC, C, WFC, GS, MS.

Requirements:
1. Compile key metrics from the most recent three complete fiscal years (preferably 2023-2025): net interest margin (NIM), CET1, loan loss provisions, commercial real estate (CRE) exposure, deposit cost changes, unrealized losses, etc.
2. Construct two stress scenarios:
   - Mild Recession: unemployment +150bp, federal funds rate -100bp
   - Severe Recession: unemployment +300bp, federal funds rate -200bp, CRE default rate significantly higher
3. Estimate directional changes in profit and capital adequacy for each bank under both scenarios, and rank vulnerability.
4. Generate an Excel file (.xlsx) with sheets: `bank_raw`, `stress_assumptions`, `impact_estimate`, `ranking`.
5. Generate `risk_brief.md` containing "top 5 risk signals to watch."
6. Generate `sources.md`.

Execution requirements: Present methodology first, then results; conclude by listing the 3 assumptions you are least confident about.
