MODULE 04

Stress Testing

PSD-safe stress operators, contagion dynamics, and herding collapse analysis via correlation regime modulation.

Regime Parameters

Portfolio Annualized Vol
0.00%
At α = 0.30 — Σ_stress = (1-α)Σ + αΣ_max
Contagion Coeff. (β) Threshold Limit
β_max = ∞

Stressed Correlation Matrix

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Capital Flow Contagion

Run simulation to view contagion dynamics.