What-If Scenarios¶

What-if scenarios are one of CalcBridge's two primary features, enabling CLO managers and portfolio analysts to simulate trades before execution and understand their compliance impact in real-time.

The Problem: Trade Decision Paralysis¶

Every CLO manager faces the same challenge: "What happens if I buy this position?"

Before CalcBridge, answering this question meant:

• Manually updating Excel spreadsheets with hypothetical trades
• Recalculating dozens of compliance tests by hand
• Hoping you did not make any errors in the process
• Discovering breaches after the trade was executed

How What-If Scenarios Work¶

flowchart LR
    subgraph Input["1. Create Scenario"]
        A["Select Base<br/>Portfolio"]
        B["Add Proposed<br/>Trades"]
    end

    subgraph Engine["2. Simulation"]
        C["Apply Trades<br/>to Portfolio"]
        D["Run Compliance<br/>Tests"]
    end

    subgraph Output["3. Analysis"]
        E["Before/After<br/>Comparison"]
        F["Impact<br/>Summary"]
        G["Go/No-Go<br/>Decision"]
    end

    A --> C
    B --> C
    C --> D
    D --> E
    D --> F
    E --> G
    F --> G

    style A fill:#DBEAFE,stroke:#3B82F6
    style B fill:#DBEAFE,stroke:#3B82F6
    style C fill:#FEF3C7,stroke:#F59E0B
    style D fill:#FEF3C7,stroke:#F59E0B
    style E fill:#DCFCE7,stroke:#22C55E
    style F fill:#DCFCE7,stroke:#22C55E
    style G fill:#DCFCE7,stroke:#22C55E

Key Capabilities¶

Trade Simulation¶

Add any combination of buy and sell trades to a scenario. CalcBridge applies them to your current portfolio and recalculates every compliance test.

Before/After Comparison¶

See exactly how each compliance test changes:

• Current Value: Where you stand today
• Projected Value: Where you will be after the trades
• Cushion Impact: How much headroom you gain or lose
• Status Change: Pass, warning, or fail for each test

Impact Analysis¶

Instantly understand the net effect:

• Improving Tests: Tests where cushion increases
• Worsening Tests: Tests where cushion decreases
• New Failures: Tests that would change from pass to fail
• Fixed Failures: Tests that would change from fail to pass

Compliance Tests Covered¶

What-if scenarios evaluate the full suite of CLO compliance tests:

Quick Start¶

API Quick Reference¶

# Create a scenario
curl -X POST https://api.calcbridge.io/api/v1/scenarios \
  -H "Authorization: Bearer $TOKEN" \
  -d '{"name": "Q1 Portfolio Optimization", "base_workbook_id": "..."}'

# Add a trade
curl -X POST https://api.calcbridge.io/api/v1/scenarios/{id}/trades \
  -H "Authorization: Bearer $TOKEN" \
  -d '{"trade_type": "buy", "cusip": "12345ABC", "par_value": 1000000}'

# Run simulation
curl -X POST https://api.calcbridge.io/api/v1/scenarios/{id}/simulate \
  -H "Authorization: Bearer $TOKEN"

Learn More¶

Who Uses What-If Scenarios?¶