Risk
Build a scenario matrix for liquidity stress testing
Stress-test a liquidity position across multiple market scenarios.
Audience: Risk and treasury teamsDifficulty: Advanced
Input needed
Current liquidity position and the scenarios to test
Prompt
Build a scenario matrix stress-testing this liquidity position — [paste position] — across these scenarios: [list scenarios, e.g. rate shock, funding withdrawal, FX move]. For each scenario, show the resulting liquidity position and flag any breach of internal thresholds.
Expected output
A scenario matrix with resulting positions and threshold breach flags.
CL
Recommended model: Claude
The strongest choice for long-document financial writing and reasoning.
Part of the Risk Review workflow.