WORKSPACES

Scenario Analysis

Model multiple futures. Test your portfolios and models against historical crises and custom scenarios before committing capital.

Scenario Types

Historical Replay

Apply exact market movements from past crises to your current portfolio. See how you would have performed.

1987 CRASH LTCM 1998 2008 GFC COVID 2020

Macro Shocks

Define custom macroeconomic scenarios. Rate changes, inflation spikes, currency moves, commodity shocks.

+200 BPS RATES 10% INFLATION -30% USD OIL $150

Factor Stress

Stress individual risk factors while controlling for others. Isolate the impact of specific exposures.

VALUE CRASH MOMENTUM REVERSAL VOL SPIKE CREDIT SPREAD

Custom Builder

Build any scenario you can imagine. Combine shocks, set correlations, define event sequences.

MULTI-ASSET SEQUENTIAL CORRELATED CONDITIONAL

Historical Scenario Library

Oct 1987 Black Monday -22% S&P 500
Aug 1998 LTCM / Russian Default Spread Blowout
Mar 2000 Dot-Com Bubble Burst -78% NASDAQ
Sep 2008 Global Financial Crisis -57% Peak-Trough
Aug 2011 European Debt Crisis -19% S&P 500
Mar 2020 COVID-19 Crash -34% in 23 days
2022 Fed Rate Shock -19% S&P, -13% Bonds

Analysis Capabilities

01

P&L Attribution

Decompose scenario P&L by asset, factor, and risk source. Understand exactly what drives gains and losses.

02

Comparison Mode

Run multiple scenarios simultaneously. Compare outcomes across different stress conditions.

03

Break-Even Analysis

Find the scenario severity that wipes out your position. Know your limits before markets test them.

04

Hedge Optimization

Identify hedges that protect against specific scenarios. Minimize cost while maximizing protection.

Test Your Portfolio

Don't wait for the next crisis to discover your vulnerabilities. Test scenarios now.

Access Scenario Lab