A balanced portfolio under an equity-led shock
Reconcile a hypothetical $10 million portfolio loss across equities, government bonds, corporate bonds and cash, with explicit denominators and limits.
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Worked reports
Follow the inputs through the formulas, then inspect what the output does and does not establish.
Foreign cash can lose value in the reporting currency
Trace a hypothetical $1 million USD-equivalent EUR cash holding through a 10% currency decline, including quote direction and translation limits.
Read the reportAn unmodeled private asset changes the denominator, not the known loss
Add a hypothetical $1 million private asset to the default portfolio and distinguish 90.909% value coverage from a complete portfolio return.
Read the reportWork backward from a portfolio loss budget
Solve the hypothetical equity decline that reaches a 10% loss budget on $10 million, with a $2 million equity sleeve and other losses held fixed.
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