Risk review · Quarterly stress framework

Astrid Holm (Head of Risk) · Tom Danny Pedersen (CIO) · Stratix Agentic Analyst (AI · advisory)

Transcript · auto-linked

Astrid

00:00:10

War Room simulations are flagging three threshold breaches this quarter. Taiwan blockade at minus 7.2 percent. Norwegian gas cut at minus 5.4. Baltic infrastructure at minus 3.8.

TDP

00:00:40

What does Time Machine say about the 2022 analog?

Analyst

00:00:55

Replaying current portfolio through Q1 2022 — drawdown peak minus 9.4 percent against actual minus 12.4. Risk parity 60/40 underperformed by 280 bps in the analog period.

Extracted entities · 0

Linked hypotheses · 0

Referenced risks · 0

Action items · 0 open

No action items captured.

Decisions · 1

▸Add Taiwan blockade to monthly drill cycle.