Cross-asset correlation, geopolitical oil shock trajectory, and tail-risk (VaR/CVaR) stress testing
| Asset Name | Ticker | Base Price | Shock Target | Elasticity | Est. 30D Volatility | 95% Daily VaR | 95% Daily CVaR |
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The source compound factor is shock times one point two five plus delay times point seven five times stress multiplier. Hypothetical shock ten and delay four give sixteen point fifty-five under Moderate factor one point three five, or eighteen point oh-five under High factor one point eight five. Bars share twenty-five pixels per assigned point. The stress multipliers are illustrative coefficients, not measured market transmission. For hypothetical positive elasticity point two, the source multiplies compound factor by stress divided by one point two. The earlier Moderate inputs round assigned shift to three point seventy-two percent; High rounds five point fifty-seven. Bars share eighty pixels per percentage point. Stress appears in both the delay term and this outer multiplication. Saved assets, prices, correlations and risk claims are unverified, not forecasts. The source target multiplies input price by one plus rounded shift over one hundred. At hypothetical price one hundred, shifts three point seventy-two and five point fifty-seven give one hundred three point seventy-two and one hundred five point fifty-seven. Bars share four point five pixels per price dollar. These labels do not predict actual securities or establish portfolio risk. Original full export/reset/native four-width allocation and first-footer gates preserve the matrix.