Application
Scenario Builder
With Jacobi’s new Scenario Builder, you can quickly and easily stress test existing and hypothetical portfolios across a range of preset and custom stress scenarios and visualize outcomes using dynamic visualizations and reports.
The highly configurable Scenario Builder Application lets you:
Benefits of the Scenario Builder Application
The Scenario Builder App offers numerous benefits for investment organizations:
Better identify portfolio risks
Stress testing and scenario analysis of investment portfolios is essential for understanding potential risks across adverse market conditions.
Simple and efficient process
Stress testing and scenario analysis of multiple portfolios can be a time consuming and complex task. Once set up, the Scenario Builder App can scale standard stress testing and scenario analysis across a wide range of clients with ease.
Highly configurable
Customize risk factors included in the stress scenarios across current, proposed and benchmark portfolios. Choose whether to use preset scenarios or build custom scenarios.
Wide range of scenarios
Create a wide range of preset scenarios including historical events (eg. GFC, Coronavirus), or other common scenarios such as equity market drawdowns, interest rate changes or hypothetical multi-factor scenarios (eg. credit and equity bear market, stagflation).
Embedded into existing Jacobi processes
The Scenario Builder Application can be integrated into existing workflows and functionality such as the Portfolio Builder Application enabling greater integration and collaboration across the entire portfolio management process.
Engage and collaborate
Help clients understand how portfolios may perform by visualizing scenarios using interactive and customizable charts and reports.
Clients include
