Geopolitical Bond Shock & Yield Curve Dynamics Simulator

Macro & Oil Shock Parameters LIVE INPUTS

Scenario Presets

Crude Oil Price ($/bbl) $105.00

Baseline: $78.50/bbl (Shock: +$26.50/bbl)

Geopolitical Risk Escalation (GPR Δ) +42 pts

Inflation Breakeven Pass-Through +34 bps

Long-End Term Premium Shift +28 bps

Central Bank Policy Reaction

Portfolio Stress Sensitivity

10Y Sovereign Holding ($M Notional) $10.0M

Curve Regime Bear Steepener

10Y Sovereign Yield 4.74%

10Y Yield Delta +52 bps

Oil Pass-Through +31.2 bps

10Y Duration Loss -4.18%

10Y Dollar Loss (MTM) -$418,000

Sovereign Yield Curve Term Structure (2Y to 30Y)

--- Baseline Curve — Shocked Curve

Maturity Yield Matrix & DV01

Tenor	Baseline	Shocked	Δ (bps)	DV01/10M

Shock Transmission Channels

1. Energy Cost Shock

Crude spike of +$26.50/bbl injects supply-side pressure into headline PPI/CPI forecasts.

2. Inflation Breakeven

+34 bps breakeven expansion repricing 5Y-10Y sovereign inflation expectations.

3. Term Premium Revolt

+28 bps premium demanded by investors to absorb sovereign debt supply risks.

4. Policy Reaction

Hawkish pause anchors short yields while long-term rates absorb full inflation risk premium.