India x US Sovereign Lab

Scenario Yield Studio.

Sovereign stress testing for India G-Secs and US Treasuries. Build multi-factor scenarios, study curve shape transformation, and quantify bucketed portfolio P&L in real time.

Scenario Lab

Sovereign Scenario Calculator + Yield Curve Studio

Stress-test India G-Secs and US Treasuries with policy, inflation, crude, liquidity, growth, and term-premium shocks. Instant curve repricing, steepener or flattening diagnostics, and bucketed portfolio P&L in one screen.

Multi-Factor Stress Controls

Repo / Policy Shock (bps)0 bps

Crude Oil Shock (%)0%

Inflation Surprise (bps)0 bps

Liquidity Premium (bps)0 bps

Term Premium (bps)0 bps

Growth Risk Factor (bps)0 bps

Repriced Yield Curve

Base vs Scenario (India G-Sec)

Tenor Shift Distribution

Curve Shape Intelligence

2s10s Base-12.0 bps

2s10s Scenario-12.0 bps

Curve TransformationRange-Bound (+0.0 bps)

Risk Regime: Inflationary Stress

Long-end VaR and carry drawdown risk is elevated. Favor hedged duration.

Portfolio P&L Engine

Short Bucket

0 to 3Y

Notional (INR Cr)Modified Duration

Avg Shock

0.0 bps

P&L

+-0

Belly Bucket

3Y to 10Y

Notional (INR Cr)Modified Duration

Avg Shock

0.0 bps

P&L

+-0

Long Bucket

10Y+

Notional (INR Cr)Modified Duration

Avg Shock

0.0 bps

P&L

+-0

Portfolio Notional

540 Cr

Scenario P&L

+-0

Return Impact

+0.00%