Applies customized inflation, interest rate, and GDP growth shocks directly to an enterprise's 5-year business plan.

Calculates daily VaR, Expected Shortfall (ES), and parametric tail risk profiles across multi-asset portfolios.

Deconstructs multi-asset portfolio returns into exposures against equity, interest rate, credit, FX, and momentum risk factors.

Uses Gaussian or Student-t copulas to model credit default correlations and price multi-name synthetic credit structures.

Models a firm's equity as a call option on its assets to solve for distance-to-default and implied default probabilities.

Employs Hidden Markov Models (HMM) to classify real-time market states into high/low volatility or trending environments.

Constructs structural risk factor models isolating customized risk exposures like Value, Size, Momentum, Quality, and Growth.

Applies Generalized Pareto Distributions to historical portfolio returns to model structural financial crisis tail impacts.

Simulates sudden, discontinuous multi-notch corporate credit downgrades to measure portfolio liquidation impacts.