Portfolio Stress Test: Macro Scenarios

Goal: run portfolio stress test across macro scenarios. Perplexity: compile plausible shock scenarios (rates +100bp, oil +20%, CNY deval, recession) with historical precedents. Bloomberg: PORT<GO> if available for risk; otherwise BQL + HP<GO> to simulate shocks on positions; ECO<GO> for calendar of risk events. Deliverable: scenario P&L, VaR change, and hedging set.