Goal:
Does the yield premium justify the barrier risk?.
Analytics:
Monte Carlo simulation of barrier breach probability under different volatility scenarios
Insight:
“If 12-month volatility rises to 70%, barrier touch probability increases to ~57%.
At 50% volatility, it falls to ~41%.”
👉 Live demo (interactive URL)
Each analysis is a shareable URL, which enables deeper client conversations.
Goal:
What is gold’s risk-return profile under varying market conditions?
Analytics:
Monte Carlo simulation assessing volatility sensitivity and tail risk (VaR / CVaR).
Insight:
”At 40% volatility, the 12-month downside gold price scenario is ~$2,069.
Under lower volatility (~20%), it’s ~$3,313.”
👉 Live demo (interactive URL)
Each analysis is a shareable URL, which enables deeper client conversations.
Goal:
What LTV level provides an optimal balance between financing and LTV touch risk?
Analytics:
Monte Carlo (GBM) simulation mapping asset price paths to LTV threshold is touched.
Insight:
“Assuming 60% asset volatility, a 70% LTV results in a 32% probability that the LTV is touched over the next 12 months. Tightening the LTV to 60% reduces the touch probability to roughly 17%.”
👉 Live demo (interactive URL)
Each analysis is a shareable URL, which enables deeper client conversations.
