Stress testing
Macro scenario lab
Translate changes in inflation, rates, growth, oil, and credit into explicit upside/downside ranges with assumption traceability.
Assumption drivenGuided intake
Start with a decision, not a blank prompt
The workshop guide uses these intake points to ask sharper questions before producing structured output.
Goal
What decision should scenario lab support?
Inputs
Which dataset, ticker, scenario, or assumption set should be trusted?
Constraint
What risk limit, horizon, or caveat should shape the output?
Output contract
Every useful answer becomes a card stack
Recommendation
What the workflow suggests and why it is not automatic advice.
Evidence
The metrics, chart movement, or model signal supporting the view.
Caveat
The assumption, missing data, or model risk that could change the result.
Next step
The most useful follow-up action before exporting or sharing.
Base case
+7%
Demo expected return under neutral macro inputs
Bear case
-24%
Recession plus wider credit spread template
Shock count
5
Macro levers available in the current API schema
Professional review checklist
- OKKeep shock magnitudes plausible for the horizon being modeled.
- OKUse ranges where confidence is low rather than false precision.
- OKRecord the date, data window, and owner of each scenario pack.
Empty state behavior
Choose shock magnitudes to calculate a scenario table and explain the dominant risk driver.
Correlation is not causation. Results are model-dependent and assume regime stability.
Placeholders only. No payment gate.