Scenario Analysis

A dramatic shot of a chess board, with one piece in sharp focus, symbolizing strategic moves and foresight.

Testing Resilience for Future Certainty

Preparing for the Unpredictable
Our Scenario Analysis service stress-tests your portfolio against a vast range of historical and hypothetical market conditions to uncover potential vulnerabilities and opportunities before they materialize.

Traditional risk models like Value-at-Risk (VaR) often fail to capture the dynamics of non-linear payoffs in derivatives or the impact of extreme tail events. By simulating how your investments would react to various economic and market scenarios, we provide a forward-looking view of risk that goes beyond statistical assumptions. This enables you to build a more robust, resilient portfolio and make strategic decisions with confidence.

Market Shocks & Tail Events

Simulate sudden, severe market events like flash crashes, sovereign defaults, geopolitical crises, or unexpected central bank policy shifts to measure immediate portfolio P&L impact and liquidity needs.

Macroeconomic Regime Shifts

Test portfolio performance and factor sensitivities across different macroeconomic environments, such as sustained high inflation, deep deflationary spirals, or periods of secular stagnation.

Contagion & Correlated Stress

Model 'black swan' scenarios where historically uncorrelated assets move in tandem, revealing hidden vulnerabilities in diversified portfolios and testing for systemic risk amplification.

From Analysis to Actionable Risk Mitigation
The output is not just data; it's a strategic roadmap for enhancing portfolio resilience and capturing scenario-specific alpha.

Core Mitigation Strategies

  • Strategic Asset Allocation Shifts

    Rebalancing portfolio weights to reduce exposure to assets or factors identified as most vulnerable in critical scenarios.

  • Tail-Risk Hedging Programs

    Implementing cost-effective hedging strategies using options (e.g., buying puts on an index) or other derivatives to protect against severe market downturns.

  • Liquidity & Capital Planning

    Refining capital reserves and contingency funding plans to ensure the institution can withstand margin calls and collateral demands during a crisis.

  • Counterparty Risk Assessment

    Stress-testing the creditworthiness of derivatives counterparties (CVA) within each scenario to protect against defaults.

Tactical Ideas & Alpha Generation

  • Basis Risk Analysis

    Identify and quantify the risk that a hedge's value may not move in line with the underlying asset, and design strategies to minimize this risk.

  • Volatility & Correlation Trading

    Structure trades using VIX futures or options to capitalize on periods where our scenario analysis predicts a spike in market volatility or correlation breakdown.

  • Tactical Opportunity Identification

    Highlight assets or strategies that may become attractively priced or act as effective safe havens in specific adverse scenarios, turning risk management into an alpha source.