Goal:
Assess whether the product aligns with the investor’s volatility outlook.
Purpose:
Estimate barrier touch probability over the product life to improve suitability.
Model:
Monte Carlo path simulation with adjustable forward volatility, tracking barrier touch risk.
Goal:
Assess downside risk and upside potential for gold over the next 12 months.
Purpose:
Translate volatility into decision-ready risk metrics (VaR, CVaR) for allocation and sizing.
Model:
Monte Carlo (GBM) simulation with visual sensitivity to volatility, drift, and portfolio size.
Goal:
Quantify the probability of an LTV breach.
Purpose:
Support smarter LTV setting and proactive advisory conversations.
Model:
Monte Carlo GBM simulation mapping asset price paths to LTV breach probabilities.