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Position Modeler · 1:02

Explore stress scenarios

Compare preset shocks, edit scenario assumptions and inspect the resulting values and Greeks.

Read this lesson in the full guideWatch on YouTube

The video demonstrates preset stress scenarios. Editable scenario inputs are described in the steps below.

Step by step

  1. Open Stress and compare Base with the preset price, volatility and time shocks.
  2. Read modeled value, change from Base and position Greeks. Double-click an editable scenario input to change that assumption; its separate input box lets you enter a custom shock.
  3. Sort or filter the results and export CSV for the displayed scenarios. Volatility shocks represent percentage-point changes.