Multi-regime portfolio stress test
Stress portfolio positions across superposed macro regimes. Returns covenant breach flags and SEC filing provenance per holding. List regimes via GET /api/regime/scenarios.
post/v1/finsec/scenario/stress-test
Request
- Base URL: https://financesec.api.caleralabs.com
- URL: https://financesec.api.caleralabs.com/v1/finsec/scenario/stress-test
- Auth: API key in header X-License-Key
Request body
Example request
{
"portfolio_id": "global_credit_fund_alpha",
"positions": [
{
"ticker": "ORCL",
"exposure_usd": 50000000
}
],
"macro_shock_vector": {
"us10y_yield_delta_bps": 150,
"wti_crude_oil_pct": 25,
"us_dollar_index_delta_pct": 4.5,
"credit_spread_widening_bps": 85
},
"superposition_regimes": [
"regime:basin:stagflation_2026",
"regime:basin:liquidity_crisis",
"regime:basin:baseline_soft_landing"
]
}Response
Scenario stress test execution completed
Example response
{
"status": "COMPLETED",
"solver_latency_ms": 3.42,
"zero_hallucination_proof": "a4_hodge_betti_certified_d222eff",
"portfolio_summary": {
"weighted_interest_expense_surge_usd": 12840000,
"covenant_breach_risk_score": 0.742,
"most_vulnerable_holding": "ORCL",
"vulnerability_rationale": "Floating rate debt ratio is 42.8% per 2025 10-K p.64, exceeding peer median (18.2%)."
},
"position_stress_breakdown": [
{
"ticker": "ORCL",
"metric_evaluated": "Interest Coverage Ratio",
"baseline_value": 4.12,
"shocked_value": 2.18,
"covenant_threshold": 2.5,
"breach_projected": true,
"provenance": {
"filing": "ORCL_10K_2025",
"accession": "0001564590-25-012345",
"xbrl_concept": "us-gaap:LongTermDebtNoncurrent"
}
}
]
}Changes
No recorded changes to this operation across all 1 revision of this API.