Scenario simulator

Stress Test Your Exposure

Enter your bank's notional exposure to each counterparty, then move the sliders to simulate market shocks and counterparty failures. Losses are estimated using each counterparty's current on-chain asset mix.

Scenario

BTC price drop30%
ETH price drop40%
USDC depeg (loss vs $1)5%
Mark counterparty as failed (assume 100% loss of exposure)

Estimated Loss

Total expected loss
$0.00
on $0.00 total exposure · 0% loss ratio
Driver breakdown
Counterparty failures$0.00
BTC drawdown$0.00
ETH drawdown$0.00
USDC depeg$0.00

Your Bank's Exposure Portfolio

Stored locally in your browser. Set to 0 to remove.

CounterpartyTypeYour Exposure (USD)Composite RiskEst. Loss in Scenario
BinanceExchange51$0.00
CoinbaseExchange46$0.00
KrakenExchange47$0.00
OKXExchange49$0.00
BybitExchange52$0.00
BitfinexExchange50$0.00
Crypto.comExchange49$0.00
Coinbase PrimeCustodian46$0.00
BitGoCustodian46$0.00
FireblocksCustodian47$0.00
Anchorage DigitalCustodian46$0.00
CopperCustodian48$0.00
Jane StreetMarket Maker39$0.00
Cumberland (DRW)Market Maker40$0.00
WintermuteMarket Maker42$0.00
GSRMarket Maker42$0.00
Tether (USDT)Stablecoin Issuer50$0.00
Circle (USDC)Stablecoin Issuer46$0.00
Paxos (USDP/PYUSD)Stablecoin Issuer46$0.00