Your daily risks, connected to your holdings.
From a development to a documented scenario.
Fictional developments and portfolio. This demonstrates the proposed workflow; no live Risk Radar feed or accounts are connected.
Impact if the assumed shocks occur. This is not a probability-weighted loss.
Snapshot: fictional allocation, 14 Sep 2026 · CHF reporting · 80% of example wealth modelled
A risk earns your attention.
The assumptions explain the number.
Assume an interruption to energy shipping. Higher costs and tighter financial conditions put pressure on the example portfolio.
Scales the assumed returns below. It does not change the likelihood of the event.
Change in the modelled portfolio
−CHF 363,840
CHF 4m included · CHF 1m excluded
Property and a private business make up the other 20%. Their values are not estimated here. This result is not a total-wealth stress test.
Open an allocation to see why it moves.
Each return is an explicit teaching assumption.
Energy costs and financing terms may warrant review. This example has no valuation model or operating data for these assets, so no loss estimate is assigned.
A scenario reveals exposure. The decision belongs to you and your advisers.
Risk evidence and numerical calibration are separate. These developments are fictional. All scenario shocks are authored teaching assumptions, independent of the source articles below.
Each allocation’s CHF return combines its local return and its currency move: (1 + local return) × (1 + FX return) − 1. The portfolio result is their weighted sum.
No fees, taxes, leverage, trading, liquidity costs or derivative effects. No calibrated factor model. The modelled portfolio excludes property and private businesses.
Example dated 14 September 2026 · Demonstration model v2.0. The allocation is fictional; there is no market-data valuation date. Modelled assets: 35% USD global equities, 20% CHF Swiss equities, 15% USD corporate bonds, 20% CHF government bonds and 10% CHF cash. USD assets are unhedged. Global equities are simplified as one USD-valued basket. Weights remain fixed.
The shock scale multiplies both local-asset and FX assumptions. It is a sensitivity control, not a probability or severity forecast. All scenarios share an assumed one-month horizon; no path through that month is modelled. Displayed percentages are rounded; calculations use full precision. The modelled assets are fixed at 80% of example wealth; the excluded balance scales proportionately when you edit the portfolio value.
Further reading: FactSet: documenting geopolitical scenario assumptions · WealthBriefing: energy infrastructure and family-office exposure. These provide context, not validation of this demo’s numbers.
This example is independent of Antevo’s production stress-testing engine. It does not establish the live product’s coverage or calibration.
Three episodes from public data, each figure with its dates and source. Historical observations, not Antevo scenarios.
The SNB ended its minimum rate of 1.20 francs per euro. On ECB reference rates, the euro lost 14.40% against the franc from one day to the next.
Read what happenedSEPTEMBER 2008 – MARCH 2009From the last close before Lehman Brothers filed to the March 2009 low, the S&P 500 fell 45.95% and sterling lost 19.90% against the franc.
Read what happened2022The US 2-year Treasury yield rose 368 basis points and the S&P 500 fell 19.44%. Stocks and bonds fell together.
Read what happenedExplore how stress testing fits into
your relationship with Antevo.
A calculation of how specified shocks could affect a portfolio under stated assumptions. It helps identify exposure; it does not predict whether the scenario will happen.
No. This page uses a fictional portfolio and a simplified teaching model. The assumptions and calculations are shown openly and are separate from Antevo’s production engine.
Property and private businesses need their own data and valuation methods. This demonstration has neither. Excluding them visibly is more informative than assigning unsupported estimates.
Yes. USD holdings are unhedged in this example. Their CHF returns combine the assumed change in asset value with the assumed change in USD/CHF.
No. It is an illustration of exposure under assumptions. Decisions about changes belong to you and your advisers.