Financial Portfolio Stress Testing
This dataset provides detailed results of simulated financial portfolio stress tests, including asset-level and portfolio-level impacts under various macroeconomic and market shock scenarios. It supports regulatory compliance, risk analytics, and scenario-based portfolio management, making it ideal for financial institutions and risk professionals seeking robust stress testing automation.
Sample rows
preview · 8 of 200 rows · all 22 columns| portfolio_idstring | regulatory_threshold_typestring | asset_value_post_scenariofloat | regulatory_threshold_breachedboolean | scenario_idstring | portfolio_namestring | portfolio_ownerstring | as_of_datedate | total_portfolio_valuefloat | scenario_namestring | scenario_start_datedate | scenario_end_datedate | asset_idstring | asset_namestring | asset_typestring | asset_currencystring | asset_value_pre_scenariofloat | asset_value_change_pctfloat | portfolio_value_post_scenariofloat | portfolio_value_change_pctfloat | scenario_descriptionstring | notesstring |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PF1001 | Value at Risk | 6650000 | true | SCN001 | US Large Cap Equity Growth | Prime Asset Management | 2023-08-15 | 50000000 | 2008 Financial Crisis Replay | 2008-09-01 | 2009-03-01 | AAPL | Apple Inc. Equity | Equity | USD | 9500000 | -30 | 41000000 | -18 | Simulates massive equity drawdowns and sharp volatility spikes, replicating the 2008 crash. | Significant equity losses; VAR breach triggered by large cap technology drawdown. |
| PF1002 | Value at Risk | 1430000 | true | SCN007 | Emerging Markets Blend | Global Wealth Advisors | 2022-03-10 | 8000000 | Political Upheaval - LatAm | 2021-10-01 | 2022-01-15 | VALE3 | Vale S.A. ADR | Equity | BRL | 2200000 | -35 | 6240000 | -22 | Stress scenario for sudden political instability and FX devaluation across Latin America. | Emerging equity hit by FX shock and government intervention; portfolio VAR exceeded. |
| PF1003 | Value at Risk | 5250000 | true | SCN002 | Long Duration US Treasuries | Stable Future Endowment | 2024-01-05 | 18000000 | Interest Rate Shock | 2023-09-01 | 2023-12-31 | UST30Y | US Treasury Bond 30Y | Bond | USD | 7000000 | -25 | 14850000 | -17.5 | Rapid increase in US interest rates, causing significant fixed income value declines. | Interest rate spike; long duration bonds underperform, resulting in VAR breach. |
| PF1004 | Liquidity Coverage Ratio | 9000000 | true | SCN004 | Global Real Asset Allocation | Summit Family Trust | 2021-10-21 | 75000000 | Natural Disaster - Tokyo Quake | 2011-03-01 | 2011-10-01 | JP-REIT1 | Tokyo Commercial Real Estate | Real Estate | JPY | 15000000 | -40 | 57000000 | -24 | Simulates the economic aftermath of a major earthquake in Tokyo impacting real estate and insurance. | Large real estate losses and liquidity drain post-disaster, LCR breached. |
| PF1005 | blank | 990000 | false | SCN009 | US Retiree Income Portfolio | National Insure Life | 2023-07-12 | 3750000 | US Inflation Spike | 2022-10-01 | 2023-05-01 | TIPS20 | US Treasury Inflation-Protected Securities | Bond | USD | 900000 | 10 | 3937500 | 5 | Scenario assumes a sudden US inflation surge and real yield drop. | Inflation protection effective; positive bond returns cushioned broader portfolio. |
| PF1006 | blank | 15500000 | false | SCN013 | Macro Hedge Opportunities | Apex Hedge Fund | 2023-04-01 | 120000000 | Oil Price Shock | 2022-02-01 | 2022-04-01 | CLFUT | NYMEX Crude Oil Futures | Commodity | USD | 10000000 | 55 | 127200000 | 6 | A sudden geopolitical crisis spikes global oil prices and commodity volatility. | Portfolio benefited from long energy positions as crude surged. |
| PF1007 | blank | 0 | false | SCN012 | Micro Test Portfolio | Digital Test Account | 2024-06-01 | 0 | Crypto Flash Crash | 2023-11-12 | 2023-11-14 | BTC | Bitcoin | Other | USD | 0 | 0 | 0 | 0 | Extreme short-term volatility event resulting in abrupt digital asset price collapse. | Test case for empty portfolio and asset; simulates edge scenario. |
| PF1008 | Value at Risk | 3000000 | true | SCN001 | US Defensive Dividend Index | Summit Asset Management | 2022-12-05 | 32000000 | 2008 Financial Crisis Replay | 2008-10-01 | 2009-04-01 | KO | Coca-Cola Equity | Equity | USD | 4000000 | -25 | 25600000 | -20 | Simulates massive equity drawdowns and sharp volatility spikes, replicating the 2008 crash. | Defensive stocks fell less, but portfolio still breached VAR limits. |
| PF1009 | blank | 2025000 | false | SCN002 | European Corporate Bond Income | EuroCorp Investments | 2023-09-14 | 12000000 | Interest Rate Shock | 2023-03-01 | 2023-06-01 | BMWBOND | BMW AG 2028 Bond | Bond | EUR | 2500000 | -19 | 10800000 | -10 | Rapid increase in European rates, triggering corporate bond value declines. | Euro bond losses from interest rate risk; no breach of regulatory limits. |
| PF1010 | blank | 9840000 | false | SCN011 | US Core Index Fund | Central Trust Company | 2025-01-22 | 60000000 | US Market Correction | 2024-09-01 | 2024-10-01 | SPY | S&P 500 ETF | Equity | USD | 12000000 | -18 | 52200000 | -13 | A sharp but temporary US stock market drop across all sectors. | Broad equity drawdown, but regulatory capital remained above threshold. |
| PF1011 | Value at Risk | 442000 | true | SCN014 | Frontier Markets Growth | Atlas International | 2022-02-28 | 3200000 | Currency Crisis - Kazakhstan | 2021-09-01 | 2021-12-01 | KZTBND | Kazakhstan Sovereign Bond | Bond | KZT | 680000 | -35 | 2550000 | -20.3 | Sudden devaluation of the Kazakhstani tenge and market selloff. | Frontier bond default and currency collapse, VAR breach occurred. |
| PF1012 | Liquidity Coverage Ratio | 2200000 | true | SCN005 | Private Equity Innovation | Crestview Family Office | 2024-01-10 | 25000000 | Tech Bubble Burst | 2022-08-01 | 2023-01-01 | PRIVTCH | Startup VC Fund IV | Other | USD | 4000000 | -45 | 18750000 | -25 | Major tech sector revaluation and sharp drop in startup valuations. | Tech startup markdowns forced portfolio below LCR requirement. |
| PF1013 | blank | 957000 | false | SCN002 | Municipal Bond Ladder | Midwest Insurance Group | 2023-12-31 | 5500000 | Interest Rate Shock | 2023-04-01 | 2023-08-01 | ILMUN | Illinois GO 2030 | Bond | USD | 1100000 | -13 | 5062500 | -7.95 | Parallel shift upward in US yield curve, municipal bonds lose value. | Municipal bond losses from rate risk; no regulatory breach. |
| PF1014 | blank | 1235000 | false | SCN004 | Asian Diversified Equity | Pacific Rim Investments | 2024-04-01 | 17000000 | Natural Disaster - Tokyo Quake | 2011-03-01 | 2011-09-01 | SONY | Sony Group Corp. | Equity | JPY | 1900000 | -35 | 14450000 | -15 | Simulates a major earthquake in Tokyo, affecting Japanese equities and real estate. | Japanese equities dropped sharply after natural disaster but remained above risk limits. |
| PF1015 | blank | 800000 | false | SCN011 | US Bank Short-term Holdings | Citadel Bank | 2023-01-15 | 3000000 | US Market Correction | 2022-10-01 | 2022-12-01 | USCASH | US Dollar Holdings | Cash | USD | 800000 | 0 | 3000000 | 0 | A brief US equity market selloff, limited fixed income impact. | Cash positions unaffected during market correction scenario. |
| PF1016 | Value at Risk | 6000000 | true | SCN001 | US Large Cap Value | Prime Asset Management | 2023-10-01 | 62000000 | 2008 Financial Crisis Replay | 2008-09-01 | 2009-03-01 | JPM | JPMorgan Chase & Co. | Equity | USD | 10000000 | -40 | 49600000 | -20 | Simulates massive equity drawdowns and sharp volatility spikes, replicating the 2008 crash. | Financial sector losses severe; VAR limit exceeded. |
| PF1017 | Value at Risk | 372000 | true | SCN007 | Mexico Growth Blend | LatAm Investment Partners | 2022-10-15 | 2300000 | Political Upheaval - LatAm | 2022-08-01 | 2022-09-01 | MXBONO | Mexico 10Y Government Bond | Bond | MXN | 600000 | -38 | 1794000 | -22 | Stress scenario for sudden political instability and FX devaluation across Latin America. | EM bond default risk rises; VAR breach on sharp local currency loss. |
| PF1018 | blank | 2460000 | false | SCN013 | Commodities Rotation | Summit Asset Management | 2023-08-01 | 12000000 | Oil Price Shock | 2022-04-01 | 2022-06-01 | GLD | SPDR Gold Trust | Commodity | USD | 2000000 | 23 | 12600000 | 5 | A sudden geopolitical crisis spikes global oil prices and commodity volatility. | Commodities rally; gold and oil hedge portfolio during shock. |
| PF1019 | Value at Risk | 2275000 | true | SCN001 | US Small Cap Index | Prime Asset Management | 2021-12-15 | 15000000 | 2008 Financial Crisis Replay | 2008-10-01 | 2009-04-01 | IWM | Russell 2000 ETF | Equity | USD | 3500000 | -35 | 12000000 | -20 | Simulates massive equity drawdowns and sharp volatility spikes, replicating the 2008 crash. | Small cap equities hard hit in financial crisis scenario. |
| PF1020 | blank | 2277000 | false | SCN002 | US T-Bill Liquidity | US Treasury Management | 2024-01-20 | 10000000 | Interest Rate Shock | 2023-12-01 | 2024-01-01 | USTBILL | US Treasury Bill 1Y | Bond | USD | 2300000 | -1 | 9970000 | -0.3 | Sudden increase in short-term rates; T-bills remain stable. | Minimal T-bill impact from rate shock; high liquidity preserved. |
What the 200 rows show
from the 200-row sample- 39%regulatory_
threshold_ breached = true - 2,075,000median asset_
value_ post_ scenario - 7asset types
- 11asset currencies
- 36scenario names
- 13,200,000median total_
portfolio_ value
Median 2,075,000, from 0.0 to 37,400,000.
- string 12
- float 6
- date 3
- boolean 1
Columns
22 columns in four groups| column | type | description | example |
|---|---|---|---|
| Text 12 columns | |||
portfolio_id | string | Unique identifier for the investment portfolio being stress tested.unique | PF1001 |
portfolio_name | string | Descriptive name of the investment portfolio. | Emerging Markets Blend |
portfolio_owner | string | Name or identifier of the portfolio owner or managing entity. | Prime Asset Management |
scenario_id | string | Unique identifier for the stress scenario applied to the portfolio. | SCN001 |
scenario_name | string | Descriptive name of the stress scenario (e.g., '2008 Financial Crisis', 'Interest Rate Shock'). | Interest Rate Shock |
scenario_description | string | Detailed description of the macroeconomic or market shock scenario applied. | Simulates massive equity … |
asset_id | string | Unique identifier for the asset within the portfolio. | AAPL |
asset_name | string | Name or description of the asset (e.g., 'AAPL', 'US Treasury Bond'). | Apple Inc. Equity |
asset_type | string | Type of asset (e.g., 'Equity', 'Bond', 'Commodity', 'Real Estate', 'Derivative').7 values | Equity |
asset_currency | string | Currency code (ISO 4217) in which the asset is denominated.11 currencies | USD |
regulatory_threshold_type | string | Type of regulatory threshold breached (e.g., 'Value at Risk', 'Liquidity Coverage Ratio'), if any.2 types · optional | Value at Risk |
notes | string | Additional notes or comments regarding the scenario outcome or portfolio.optional | Significant equity losses… |
| Numbers 6 columns | |||
total_portfolio_value | float | Total value of the portfolio at the as_of_date, before stress scenario application.0 or more | 50000000 |
asset_value_pre_scenario | float | Market value of the asset before the stress scenario is applied.0 or more | 9500000 |
asset_value_post_scenario | float | Market value of the asset after the stress scenario is applied.0 or more | 6650000 |
asset_value_change_pct | float | Percentage change in asset value due to the stress scenario. | -30 |
portfolio_value_post_scenario | float | Total value of the portfolio after the stress scenario is applied.0 or more | 41000000 |
portfolio_value_change_pct | float | Percentage change in total portfolio value due to the stress scenario. | -18 |
| Dates and times 3 columns | |||
as_of_date | date | Date the portfolio composition and values are recorded for the stress test. | 2023-08-15 |
scenario_start_date | date | Start date of the stress scenario simulation. | 2008-09-01 |
scenario_end_date | date | End date of the stress scenario simulation. | 2009-03-01 |
| True or false 1 column | |||
regulatory_threshold_breached | boolean | Indicates if the scenario caused the portfolio to breach regulatory capital or risk thresholds. | true |
Use it for
A finance dashboard
The regulatory_
threshold_ breached rate, asset_ value_ post_ scenario by regulatory_ threshold_ type and a breakdown of scenario_ id. Excel, Power BI or Tableau. Why do 77 of 199 rows have regulatory_
threshold_ breached = true? A class exercise
Hand out the rows and one question. Everyone works from the same 200 rows.
- Portfolios200PF10016650000Value at…PF10021430000Value at…PF1005990000—
A software demo
Believable portfolios with portfolio_
name, portfolio_ owner and as_ of_ date to fill a screen in front of a buyer.
This dataset200 rows22 columns
Yours1,000 rows22 columns
blueprint · financial-portfolio-stress-testing
Behind this dataset
Same schema. As many rows as you need.
These 200 rows came out of a blueprint — 22 columns with generation rules behind each one. Open it in Data Factory to retune a column, add your own, wire in foreign keys, and run it at the size you actually need.
Rules it was built with
- Portfolios diversified by asset class
- Market shocks applied at random intervals
- Performance benchmarks tracked
- Risk ratings per scenario
- Historical correlations preserved
Open the blueprint in Data Factory
1 credit per row. New accounts start with 25 free credits.
- Exports
- CSV, JSON, JSONL, Parquet, SQL, Excel, TSV, XML
- Licence
- yours to use, including commercially
- API slug
- financial-portfolio-stress-testing