Stress-Test Your
Convictions.
Static valuations only tell you where you are. Scenario Analysis tells you where you could go. Gravitas ETRM allows you to apply complex market shocks to your portfolio to visualize the PnL impact of tail-risk events.
Flexible Shock Methodologies
Parallel Shifts
Apply flat price changes (e.g., +/- $10/bbl) across the entire curve to see basic sensitivity.
Curve Twists
Simulate "Steepening" or "Flattening" scenarios by applying different shocks to the front and back of the curve.
Volatility Shocks
Adjust implied volatility surfaces to see how your options portfolio reacts to sudden market turbulence.
Correlation Shocks
Test the impact of historical correlations breaking down between different commodities or hubs.
Compare Scenarios Side-by-Side
Don't analyze in a vacuum. Run multiple "stress packs" simultaneously and compare the resulting PnL and Greek profiles against your Base Case.
Historical Replays
Apply actual price movements from past crises like the 2021 Texas Freeze or 2022 Gas Crisis.
Predictive "What-If"
Build custom scenarios like "Pipeline Maintenance + Extreme Cold" to find hidden vulnerabilities.
Portfolio PnL Impact
| Scenario | PnL Impact | VaR Utilization |
|---|---|---|
| Base Case | $0 | 45% |
| Price Spike (+20%) | -$2.4M | 92% |
| Vol Spike (+15%) | +$0.8M | 55% |
Anticipate the Unanticipated.
Start stress-testing your energy portfolio today with our advanced scenario engine.
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