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Move one price, revalue every book it touches, and test each account against its maintenance requirement.Note 16
| Shock | LIT price | Liquidated | Equity that goes | Share of measured |
|---|---|---|---|---|
| As LIT rises | ||||
| 50% | 5.0828 | 0 | — | — |
| 40% | 4.7439 | 0 | — | — |
| 30% | 4.4051 | 0 | — | — |
| 20% | 4.0662 | 0 | — | — |
| 15% | 3.8968 | 0 | — | — |
| 10% | 3.7274 | 0 | — | — |
| 5% | 3.5579 | 0 | — | — |
| now | 3.3885 spot | 0 | — | — |
| As LIT falls | ||||
| -5% | 3.2191 | 0 | — | — |
| -10% | 3.0497 | 0 | — | — |
| -15% | 2.8802 | 0 | — | — |
| -20% | 2.7108 | 0 | — | — |
| -30% | 2.372 | 0 | — | — |
| -40% | 2.0331 | 0 | — | — |
| -50% | 1.6943 | 0 | — | — |
Only the named instrument moves. A market-wide fall takes the correlated book with it, so these are a floor on the damage rather than an estimate of it.
The same computation is at GET /api/v1/stress, where ?scale=sigma places the rungs by how far out they are rather than at round numbers. The API also has the cascade — what the forced selling from these liquidations does to everyone else.