Scenario Analysis

Financial Stress

Turkish: Senaryo Analizi

Short definition

Scenario analysis compares cash and covenant outputs under coherent assumption sets (base, down, severe). Unlike one-variable sensitivity, FX, rates, demand and collections move together.

Detailed explanation

The upside should not be dressed for approval; the down case should not be discarded as “won’t happen”. Coherence: in an FX shock, margin, NWC and interest break in the same story.

A probability-weighted average does not replace the decision; the threshold (which scenario breaks DSCR) is more useful.

Why it matters for the CFO

If investment and credit are taken on one base sentence, the tail stays hidden. The bank imposes its own down case; the gap must be explained.

How to read it

The number of scenarios is not universal. Three coherent stories beat ten random shocks.

Related calculators

Güven Sayılgan’s writing on this topic

What to learn next

  1. Stress Testing
  2. Sensitivity Analysis
  3. FX Shock
  4. Rate Shock
  5. Breakpoint

Definitions are educational. They are not investment, credit or tax advice.