Scenario Design
Translate an economic narrative into explicit equity, interest-rate, spread and currency changes.
Designing Coherent Portfolio Stress Scenarios
Connect an economic narrative to consistent factor shocks, horizons, and valuation channels without counting the same effect twice.
Designing Equity Shocks for a Portfolio
Build equity stresses with market, sector, and issuer components while controlling overlap, beta uncertainty, and nonlinear exposures.
Stress Testing Interest-Rate Exposure
Translate parallel and nonparallel yield shocks into portfolio value changes while distinguishing duration, convexity, and cash-flow risk.
Stress Testing Credit-Spread Exposure
Separate spread repricing, benchmark-rate effects, migration, and default while preserving consistent recovery and valuation assumptions.
Stress Testing Currency Exposure
Translate foreign assets, liabilities, and hedges consistently while preserving quotation direction and the interaction with local returns.