Economic Scenario Generator

Generate forward-looking economic scenarios (base case, bull, bear, crash) for portfolio stress testing. Define macro variable paths (GDP, inflation, rates, spreads) and map to asset class returns using historical relationships.

Principal ($)
Annual Rate (%)
Years
Compounding / Year
$ Finance Disclaimer: These calculators are for educational and illustrative purposes only. Results do not constitute financial advice. Consult a licensed financial advisor before making investment or borrowing decisions.
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How It Works

Generate forward-looking economic scenarios (base case, bull, bear, crash) for portfolio stress testing. Define macro variable paths (GDP, inflation, rates, spreads) and map to asset class returns using historical relationships

Each component has a specific meaning:

  • Historical relationships — The historical relationships recorded for the scenario being assessed.

Note: Interpret the scenario generator result against the thresholds and context described above.

How to Use

Enter the historical relationships for the scenario you are assessing. Generate forward-looking economic scenarios (base case, bull, bear, crash) for portfolio stress testing. Define macro variable paths (GDP, inflation, rates, spreads) and map to asset class returns using historical relationships. Use the scenario generator result to inform your calculation.

Frequently Asked Questions