RiskGrades - Event Risk

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Event Risk Analysis

Select Portfolio:

Oct 24, 1997 - Oct 27, 1997

Oct 16, 1987 - Oct 19, 1987

Sep 11, 2001 - Sep 20, 2001

Sep 16, 1992 -Oct 16, 1992

Dec 20, 1994 -Jan 23, 1995

Aug 18, 1998 - Oct 8, 1998

Mar 24, 2000 - Apr 14, 2000

Aug 1, 1990 - Aug 30, 1990

Shock Names Selection S+P NASDAQ FTSE NIKKEI JPY GBP

Black Monday -20.5% -13.4% -10.8% -2.4% 0.0% -0.5%

Gulf War -10.4% -13.1% -7.9% -16.8% -2.1% -3.4%

Euro Crisis -2% -0.6% 7.8% -3.2% -4.5% 8.1%

Mexican Peso Crisis 1.9% 4.3% -3.4% -8.4% -0.4% -2.2%

Asian Crisis -6.9% -7.2% -2.6% -1.9% -0.2% -1.8%

Russian Crisis -12.9% -23.5% -16.8% -13.5% -17.6% -5.5%

Tech-Wreck -11.2% -33.1% -8.3% 2.4% -2.2% 0.3%

September 11th -11.7% -16.1% -11.9% -6.3% 3.7% -.1%

RiskMetrics Contact Us Market Coverage Employment Documents

Simulate a major market correction by adjusting a negative or positive change in major global equity indices.
Example: S&P - S&P 500 -15

What happens if the value of the US Dollar pummels the Euro or the Yen? It will have a dramatic impact on the balance of trade and the US's ability to export its goods abroad. See how this currency shock will impact your portfolio.
Example: USD +30

Pretend you're Alan Greenspan and shift the yield curve by -50bps, see how the resulting change in interest rates will not only affect your bond positions but other assets such as equities, funds, and currencies.