Priority: Medium
Size: S
Labels: enhancement, type: engine, type: app, type: test
Sprint: Sprint 9
Objective
Add a small Reverse Stress Testing (RST) feature showing the redemption shock or liquidity haircut level at which the fund first breaches liquidity coverage.
Preferred approach
Do not create a full separate page yet. Add a compact tab or expandable section:
Reverse stress test
This is enough for now. A full page would probably be too much at this stage.
Scope
Add one RST calculation:
Find the minimum redemption shock where RCR < 1.0
Optional second calculation if easy:
Find the minimum liquidity haircut where RCR < 1.0
Suggested output
Failure point:
RCR falls below 1.0 when monthly redemptions reach 31.5% NAV.
At current settings:
- RCR: 1.18x
- Distance to shortfall: 6.5 percentage points of NAV
UI placement
Best place:
Results tabs:
- Redemption path
- LMT effects
- Reverse stress test
Alternative:
Expandable section under RCR:
"Show reverse stress test"
Acceptance criteria
RST identifies the first redemption shock level where RCR falls below 1.0.
Output is shown as a simple failure point, not a complex model.
App explains that RST answers: “what shock would break the liquidity coverage?”
Tests cover normal case, already-failed case, and no-failure-within-bound case.
Priority: Medium
Size: S
Labels: enhancement, type: engine, type: app, type: test
Sprint: Sprint 9
Objective
Add a small Reverse Stress Testing (RST) feature showing the redemption shock or liquidity haircut level at which the fund first breaches liquidity coverage.
Preferred approach
Do not create a full separate page yet. Add a compact tab or expandable section:
Reverse stress test
This is enough for now. A full page would probably be too much at this stage.
Scope
Add one RST calculation:
Find the minimum redemption shock where RCR < 1.0
Optional second calculation if easy:
Find the minimum liquidity haircut where RCR < 1.0
Suggested output
Failure point:
RCR falls below 1.0 when monthly redemptions reach 31.5% NAV.
At current settings:
UI placement
Best place:
Results tabs:
Alternative:
Expandable section under RCR:
"Show reverse stress test"
Acceptance criteria
RST identifies the first redemption shock level where RCR falls below 1.0.
Output is shown as a simple failure point, not a complex model.
App explains that RST answers: “what shock would break the liquidity coverage?”
Tests cover normal case, already-failed case, and no-failure-within-bound case.