Sensitivity playground

published formulas, computed in your browser · the trace draws on the µ–CCM plane

Inputs

company preset (A, σ, η, debt from the fixture data)σ_A — asset volatility30.0%w — long-term debt weight in D = ST + w·LT0.50η — asset drift (watch RiskScore NOT move)8.0%T — horizon (years)1.00

A is held at its EM point estimate (re-estimating A per input is the pipeline's job, not the playground's). Letter via the analytical route on the published seven-grade scale — the licensed grids that notch it are not in this site.

RiskScore (Eq. 12)

3.475

moves with: σ, D (w)

DD (Eq. 14)

5.48

moves with: σ, D, η, T

PIT PD (Eq. 13)

0.000%

moves with: σ, D, η, T

Letter (analytical)

moves with: everything — a derived conversion

D = 40.0B · ln(A/D) = 1.609 · regime VALID