Consultation
Event-Risk Scenario Session
Pre-print scenario work for policy decisions, earnings clusters, or local calendar risk.
Overview
Before a known print — a central bank decision, a large earnings cluster, or a domestic calendar event — we build a small set of volatility scenarios and test how your existing hedges would respond. The session is practical: positions, not slogans.
Included
- Scenario set agreed in advance (typically three to five paths)
- Stress on vega, gamma, and skew where relevant
- Spoken walkthrough with your risk or trading leads
- One-page action checklist after the session
Exclusions
We do not recommend specific strikes to buy or sell as a broker would. The output is a shared understanding of exposure under each path so your desk can decide.
Next step
Book an event-risk session with the print date and underlyings in mind.