Gulf Market Spillover Workbench

Cross-asset correlation, geopolitical oil shock trajectory, and tail-risk (VaR/CVaR) stress testing

Oil Supply Shock 5.0% Capacity Restructure

Transit Friction 3 Days Straits Delay

Market Stress Level Moderate Systemic Liquidity

Brent Crude Target $90.63 +7.25% Shift

Portfolio 95% VaR -2.84% CVaR: -3.62%

Stress Parameters

Gulf Crude Supply Cut 5.0%

0% = Baseline Flow, 25% = Severe Strait Blockade

Tanker Transit Friction 3 Days

Rerouting shipping delays via Cape of Good Hope

Market Liquidity State

Nikkei 225 Sensitivity (Beta) -0.65

USD/JPY Safe-Haven Beta -0.35

30-Day Cross-Correlation Matrix

Negative (-1.0) Neutral (0.0) Positive (+1.0)

30-Day Simulated Trajectory Paths (% Shift)

Brent Nikkei Hang Seng USD/JPY Shanghai

Asset Name	Ticker	Base Price	Shock Target	Elasticity	Est. 30D Volatility	95% Daily VaR	95% Daily CVaR

Export Complete Risk Matrix Payload (Includes mathematical shock parameters, cross-correlation matrix, and simulated paths)

Status: Ready. Runnable state initialized with 5.0% Persian Gulf supply shock, 3-day delay, and Moderate liquidity stress.