Equity-led drawdown
An assumed equity decline accompanied by higher yields and wider credit spreads.
Inspect assumptionsHypothetical Reference Set
Scenario library
Seven explicit assumption sets. No historical-replay claim, event probability or recommended positioning.
Rates and valuation reset
An assumed upward rate shift combined with lower equity valuations and wider spreads.
Inspect assumptionsCredit dislocation
An assumed fall in government yields while credit spreads widen sharply.
Inspect assumptionsStronger dollar
An assumed decline in the USD value of each supported foreign currency.
Inspect assumptionsGrowth contraction
An assumed equity and credit deterioration with lower government yields.
Inspect assumptionsRisk-premium relief
An assumed equity rise, lower yields and narrower spreads used as a directional comparison.
Inspect assumptionsZero-shock reference
All modeled market changes set to zero, with income and costs still excluded.
Inspect assumptions