European Sovereign Bond Selloff & Energy Shock Stress Model

Bloomberg Market Repricing & Gas Spike Transmission Engine TTF & Political Risk Model

Market Shocks & Political Risk Calibration

Dutch TTF Gas Price (€/MWh) 68.5
€20 Baseline €180 Extreme Shock
France Political Risk (OAT) 72
Italy Political Risk (BTP) 65
Spain Political Risk (Bonos) 40
UK Risk (Gilts) 35
Germany Risk (Bund Ref) 15
Quick Stress Presets:

Interactive Sovereign Yield Curves (2Y, 5Y, 10Y, 30Y)

Solid line: Shocked Yield | Dotted line: Baseline Yield
Germany (Bund)
France (OAT)
Italy (BTP)
Spain (Bonos)
UK (Gilts)
US (Treasuries)
Gas Inflation Uplift
+0.58%
Eurozone HICP pass-through
ECB Terminal Rate Delta
+26 bps
Implied policy rate shift
France OAT-Bund Spread
101 bps
+25 bps widening
Italy BTP-Bund Spread
183 bps
+43 bps widening

Sovereign 10-Year Benchmark Repricing & Spread vs. German Bund

Country & Asset Baseline 10Y Shocked 10Y Yield Shift Spread vs Bund (Shocked) Spread Widening vs Baseline

€10,000,000 Institutional Fixed-Income Portfolio Stress Loss

Mark-to-Market Duration Delta Analysis
Holding Allocation (€) Weight Tenor Mod. Duration Yield Delta Est. Capital Loss (€) Loss %
Total Portfolio €10,000,000 100% 10Y Avg 8.3 yr +48 bps -€386,095 -3.86%