Deterministic sensitivity

Monte Carlo Sensitivity Analysis

Simulate thousands of possible stress paths to measure impairment, hedge drift, and Safety Buffer fragility.

POST /monte-carlo/run

Asset

Risk tolerance

Target style

Capital

Long notional

Short notional

Collateral

Yield APY

Funding APY

Fee drag APY

Simulation count

Time horizon (days)

Seed

Systemic risk and volatility assumptions

Correlated systemic-risk modelCouple market, funding, collateral, depeg, and liquidity stress using fat-tailed paths.

Market shock mean

Market shock volatility

Funding shift mean

Funding shift volatility

Slippage mean

Slippage volatility

Collateral haircut mean

Collateral haircut volatility

Protocol loss mean

Protocol loss volatility

Market ↔ funding correlation

Market ↔ collateral correlation

Funding ↔ collateral correlation

Tail degrees of freedom

Collateral depeg volatility

Depeg funding amplifier

Depeg slippage amplifier

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Measure sensitivity across bounded stress paths

Set the structure and assumptions, then run a deterministic simulation. A seed makes results repeatable.

This tool measures risk distributions. It does not predict prices.