Risk Assessment Simulator

Stress-test tokenized real-world asset portfolios under adverse scenarios: volatility spikes, liquidity shocks, counterparty defaults, and regulatory events.

Portfolio Setup

Scenario Type

Premium: Monte Carlo paths (10,000+ simulations), custom shock parameters, correlation matrix input, tail risk attribution, and exportable stress reports (upgrade required)

Simulation Runs

Confidence Level for VaR

Risk Simulation Results

Portfolio Value at Risk (95%)

Expected Shortfall (95%)

Max Simulated Drawdown

Probability of >20% Loss

Worst-Case Portfolio Value

Recovery Time (Median)

-- months

Simulated Drawdown Paths

Premium Upgrade

Unlock full power: 10,000+ Monte Carlo paths, custom shock vectors, asset correlation inputs, tail risk attribution, multi-horizon analysis, and exportable risk reports.

Learn about Premium Access →

This simulator uses illustrative scenarios and simplified assumptions. Actual risks in tokenized real-world assets include smart contract failures, protocol exploits, regulatory changes, liquidity crises, and extreme market events. Not financial advice.