Historical Scenario Replay
Replay 2008 Global Financial Crisis, COVID-19, dot-com crash, 2022 rate shock, and more against your current allocation.
Stress Testing & Risk
See How Portfolios Behave Before the Crisis Hits
Replay every market crash from 2000 onward, build custom factor shocks, and surface VaR, CVaR, and max-drawdown attribution — in language your clients and investment committee can defend.
Stress Testing Toolkit
Quantify worst-case outcomes with institutional rigor
Historical scenario replay, custom factor shocks, parametric and Monte Carlo VaR — all wired to position-level attribution.
Custom Factor Shocks
Apply your own shocks: ±5% S&P, +200bps Fed Funds, +30% VIX, USD index moves, commodity supercycles — any combination.
Value at Risk (VaR & CVaR)
Daily, weekly, and monthly Value at Risk plus Conditional VaR (expected shortfall) at 95% and 99% confidence.
Max Drawdown Analysis
Peak-to-trough drawdowns under each scenario, with the expected recovery time and probability of breaching client thresholds.
Correlation Stress
Re-runs the test with correlation matrices stressed to 1.0 to model the diversification collapse that happens in real crises.
Position-Level Attribution
See which holdings contribute the most to losses in each scenario — and what hedges Inspolio recommends to neutralize them.
Defensible Risk Numbers
Show clients exactly how their portfolio behaves in a crisis
Inspolio doesn't just give you a single VaR number. Every stress test produces a full attribution: scenario-by-scenario P&L, position-level contribution, sector and factor exposure, and a plain-English narrative your client can actually read.
- Replay any of 12+ historical crises against the live portfolio
- Value at Risk and Conditional VaR at 95% / 99% over multiple horizons
- Position, sector, and factor attribution for every shock
- Auto-generated stress test report (PDF / Excel) ready for client review
Configure Your Own Scenarios
Build the exact stress test your investment committee cares about
Whether you need to model a regional banking crisis, a yield-curve inversion, or a multi-asset commodity shock, Inspolio's scenario builder lets you assemble it from primitive shocks (price, rates, vol, FX) and apply it in one click.
- Drag-and-drop factor shocks (equity, rate, credit spread, FX, commodity)
- Combine shocks into multi-leg scenarios with custom probabilities
- Save and re-use scenario libraries across your entire book of clients
- Compare two or more proposed allocations against the same shock
FAQ
Stress Testing FAQ
Stress Test Your Book
Run a 2008-style replay on every client portfolio
Inspolio lets you batch-stress your entire book against the next crisis and surface the clients most at risk — before they ask.