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Move one price, revalue every book it touches, and test each account against its maintenance requirement.Note 16
| Shock | WLD price | Liquidated | Equity that goes | Share of measured |
|---|---|---|---|---|
| As WLD rises | ||||
| 50% | 0.59898 | 0 | — | — |
| 40% | 0.55905 | 0 | — | — |
| 30% | 0.51912 | 0 | — | — |
| 20% | 0.47918 | 0 | — | — |
| 15% | 0.45922 | 0 | — | — |
| 10% | 0.43925 | 0 | — | — |
| 5% | 0.41929 | 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.
| — |
| — |
| now | 0.39932 spot | 0 | — | — |
| As WLD falls | ||||
| -5% | 0.37935 | 0 | — | — |
| -10% | 0.35939 | 0 | — | — |
| -15% | 0.33942 | 0 | — | — |
| -20% | 0.31946 | 0 | — | — |
| -30% | 0.27952 | 0 | — | — |
| -40% | 0.23959 | 0 | — | — |
| -50% | 0.19966 | 0 | — | — |