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Macro Scenario Library
The futures we compile, not the ones we predict.
A structured library of forward macro scenarios. Each is a parameter set, not an opinion — runnable against your concentration with a stated confidence and a documented break point.
Active scenarios
Forward regimes under model.
Framework + live geopolitical scenarios. Each opens to a full instrument spec sheet.
Framework
PESTL
Political, economic, social, technological, legal axes mapped to portfolio factors.
5 axes · cross-mapped to book beta
Open frameworkFinancial
Bank Risk
Counterparty and funding contagion through the banking channel.
exposure MED · t-impact 0–6mo
Open scenarioGeopolitical
Oil Conflict — Venezuela & Iran
Chokepoint and sanctions paths repricing energy and the risk premium.
Brent shock +60–180%
Open scenarioGeopolitical
Russia
Escalation and energy-weaponisation transmission to European risk.
exposure MED · t-impact 0–12mo
Open scenarioJurisdiction-level spec sheets and transmission maps.
You read the headlines too. The question is whether your book has actually been load-tested against them.
Which macro shocks are you actually exposed to?
Which macro shocks are you actually exposed to?
The ones your single-ticker position never priced. Geopolitics, a funding-stress cascade, an energy chokepoint — each is a distinct failure mode, and a concentrated book carries all of them at once. We organize them with the PESTL stress surface: Political, Economic, Social, Technological, and Legal/environmental. It is the lens that keeps a stress test covering the whole surface, not just the shock you feared last.
What does an unmodeled scenario cost you?
What does an unmodeled scenario cost you?
It costs you at the worst possible moment — when correlations converge and the exit is closed. The ECB’s Financial Stability Review (May 2026) warns that sudden, correlated price drops and volatility spikes “could quickly trigger liquidity stress,” with European banks the most exposed region to trade-war shocks — the channel mapped in the bank-sector risk module. Crude has repriced sharply as roughly 27% of seaborne oil transits one contested chokepoint at Hormuz, the shock the oil-conflict module traces into growth equity (Brookings, 2026). A book that reads as one bet on a growth multiple is also a bet on every one of these channels, each catalogued in our standing risk analyses.
What does engineered resilience look like here?
What does engineered resilience look like here?
It looks like a scenario you can open, edit, and run again. Not a forecast you are asked to believe — an input set. You change the oil price, the rate path, the correlation assumption — or the sanctions and capital-flow channels in the Russland module — and watch your own distribution move. The shock stops being a headline and becomes a parameter.
How does the Sandbox Engine treat each scenario?
How does the Sandbox Engine treat each scenario?
The Sandbox Engine — editable input sets, not predictions
Every scenario below is a saved configuration for the engine, which compiles 50,000 extreme macro paths against your allocation rather than predicting one.
Model · diffusion sampling over fat-tailed distributions · coverage: the four scenario modules below · stated 4.2% false-comfort rate
We print the failure rate — the share of runs that understate realized tail loss — because a model that hides its error is the failure mode. Open a module, re-point its inputs at your position, read the exposed equations.
- PESTL Framework — the full five-axis lens as a structured stress surface.
- Bank-Sector Risk — funding-stress and NBFI-contagion paths, on the live ECB regime.
- Oil Conflict VE-IR — the Hormuz chokepoint, transmitted to growth equity.
- Russland — sanctions, commodity, and capital-flow channels.
“Aren’t these just your forecasts dressed up as math?”
“Aren’t these just your forecasts dressed up as math?”
No — a forecast you cannot edit is a prediction; a scenario you can re-run is a tool. Each module ships its inputs open and its limitation stated, so you change assumptions you disagree with and re-run against your own numbers. You audit the engine; you do not trust our view of June 2026.
3 fields · 48-hour document · no call, no sequence.
Frequently asked questions
What is PESTL scenario analysis?
PESTL scenario analysis stresses a portfolio across five axes — Political, Economic, Social, Technological, and Legal/environmental — so the test covers the whole risk surface rather than one feared shock. Each axis becomes an editable input set, not a narrative. It is the organizing lens for every module on this page.
How are these scenarios different from forecasts?
A forecast is a single prediction you are asked to believe; a scenario here is an input set you re-run against your own allocation. You edit the oil price, rate path, or correlation assumption and watch your distribution move. The engine compiles 50,000 extreme macro paths rather than naming one outcome.
Which scenarios are covered?
Four modules: the PESTL framework, bank-sector risk (funding stress and NBFI contagion), oil conflict at the Hormuz chokepoint, and Russland (sanctions, commodity, and capital-flow channels). Each ships its inputs open and its limitation stated. They run on the same Sandbox Engine that prints a 4.2% false-comfort rate.
How current are the scenarios?
They are pinned to the live regime: the ECB Financial Stability Review (May 2026) and Hormuz repricing (Brookings, 2026), where roughly 27% of seaborne oil transits one contested chokepoint. The inputs are configurations, so you re-point them at newer data as the regime moves rather than waiting for a refresh.
How do I use these scenarios for hedging?
Run a module against your actual position to see where the tail loss concentrates, then size a hedge to the exposure the run exposes — not to a headline. Because every input is editable, you re-run with the hedge applied and read the change in your own distribution before committing capital.