Prepare for the
Unthinkable.
Markets are volatile. Gravitas ETRM empowers you to proactively stress-test your portfolio against extreme market conditions, historical crises, and hypothetical "what-if" scenarios before they happen.
Simulate Any Outcome
Historical Replay
Re-run your current portfolio through past market events—like the 2008 crash, the COVID-19 shock, or the 2021 Texas Freeze—to see how it would perform today.
Hypothetical Shocks
Apply custom shifts to curves and correlations. Test scenarios like "Gas prices +20% AND Power Demand -10%" or "FX rate drops 5%".
Pre-Deal "What-If"
Don't book blindly. Simulate a potential trade to see its marginal impact on VaR, credit limits, and concentration risk before execution.
Reverse Stress Testing
Instead of asking "What if X happens?", ask "What would cause us to lose $10M?". The system identifies the specific market moves that would break your limits.
Visual Impact Analysis
Compare your "Base Case" against multiple stress scenarios side-by-side. Our interactive dashboards allow you to pivot the results by desk, commodity, or counterparty.
Scenario PnL Impact
Result: Limit Breach in Scenario 1
Immunize Your Portfolio
Don't let the market catch you off guard. Start simulating your future today.
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