Stress Testing — IPCC SSP scenarios
Joint climate, rate, and credit stress aligned with IPCC Shared Socio-economic Pathways and a compound shock.
MC paths per scenario:1500
Bond price across scenarios
Risk metrics across scenarios
Tabular results
| Scenario | Price | Trigger % | Default % | EL % |
|---|---|---|---|---|
| Baseline (current) | 76.86 | 90.5 | 44.67 | 26.8 |
| SSP1-2.6 (1.5°C) | 75.19 | 92.2 | 48.2 | 28.92 |
| SSP2-4.5 (Middle) | 69.08 | 92.8 | 55.33 | 33.2 |
| SSP3-7.0 (Regional rivalry) | 63.03 | 93.4 | 63.8 | 38.28 |
| SSP5-8.5 (Fossil-fuelled) | 56 | 94 | 74.13 | 44.48 |
| Compound shock | 51.1 | 93.6 | 81.73 | 49.04 |