Portfolio risk Lab 03
Margin Cascade
Does an initial asset shock trigger margin calls, forced sales, price impact, and secondary fund stress?
Saved example run
Generated using bundled data. These values illustrate the diagnostic and are not current market observations.
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Margin Cascade Report
- Rounds simulated: 2
- Total forced liquidation: $7,142
- Systemic risk score: 41.35/100
- Most stressed fund: Beacon
Final fund health
| Fund | Assets | Debt | Equity | Margin | Leverage |
|---|---|---|---|---|---|
| Atlas | $6,838 | $0 | $6,838 | 100.0% | 1.00x |
| Beacon | $7,031 | $5,058 | $1,974 | 28.1% | 3.56x |
| Meridian | $11,034 | $6,500 | $4,534 | 41.1% | 2.43x |
| Northstar | $11,258 | $7,800 | $3,458 | 30.7% | 3.26x |
Final prices
| Asset | Initial | Final | Move |
|---|---|---|---|
| ALPHA | 100.00 | 73.53 | -26.5% |
| BETA | 58.00 | 55.12 | -5.0% |
| GAMMA | 35.00 | 32.20 | -8.0% |
| DELTA | 25.00 | 25.00 | 0.0% |
Liquidation tape
| Round | Fund | Asset | Sale value | Impact |
|---|---|---|---|---|
| 1 | Beacon | ALPHA | $4,585 | 5.73% |
| 1 | Beacon | BETA | $2,557 | 4.97% |
The paper trail
Inspect. Reproduce. Extend.
Run this command from the finance-labs repository root to reproduce the bundled example.
Exact command
PYTHONPATH=labs/margin-cascade/src python3 -m margin_cascade_lab --book labs/margin-cascade/examples/sample_book.csv --shock ALPHA=-0.22 --shock GAMMA=-0.08 --format markdown
View original captured output
# Margin Cascade Report
- Rounds simulated: **2**
- Total forced liquidation: **$7,142**
- Systemic risk score: **41.35/100**
- Most stressed fund: **Beacon**
## Final fund health
| Fund | Assets | Debt | Equity | Margin | Leverage |
|---|---:|---:|---:|---:|---:|
| Atlas | $6,838 | $0 | $6,838 | 100.0% | 1.00x |
| Beacon | $7,031 | $5,058 | $1,974 | 28.1% | 3.56x |
| Meridian | $11,034 | $6,500 | $4,534 | 41.1% | 2.43x |
| Northstar | $11,258 | $7,800 | $3,458 | 30.7% | 3.26x |
## Final prices
| Asset | Initial | Final | Move |
|---|---:|---:|---:|
| ALPHA | 100.00 | 73.53 | -26.5% |
| BETA | 58.00 | 55.12 | -5.0% |
| GAMMA | 35.00 | 32.20 | -8.0% |
| DELTA | 25.00 | 25.00 | 0.0% |
## Liquidation tape
| Round | Fund | Asset | Sale value | Impact |
|---:|---|---|---:|---:|
| 1 | Beacon | ALPHA | $4,585 | 5.73% |
| 1 | Beacon | BETA | $2,557 | 4.97% |
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