Possible scenario
Funding Stress Test
−0.3%
A lower-probability path is that equity deleveraging starts to affect credit, convertibles, and prime-brokerage risk appetite. This is not a systemic banking crisis, but it could temporarily widen risk premia if funds sell across asset classes.
What it moves
- Finance−0.5%
- Technology−0.3%
- Riskier companies' borrowing costs
- Market volatility
Keeping an eye on this scenario?
Tilt can alert you when its probability or impact shifts, or send you a recommendation when it crosses a threshold.