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Simulation Explorer
11-Year G-SIB Simulation — v9.0
2,816 Trading Days · 2015 – 2026
Executive Summary
P&L & Drawdowns
Risk & Capital
Liquidity & Margin
Credit & Counterparties
Business Lines
Simulation Period
2015–2026
2,816
trading days
Total P&L
$177.3B
Sharpe
1.39
CET1 Ratio
15.32%
Max Drawdown
$14.5B
Shareholder Return
$103.1B
Div $60.1B + Buyback $43.0B
VaR Backtest
GREEN
46
exceptions / 2,797 obs
FRTB-IMA Capital
$3.95B
8.4%
of Basel 2.5
Annual Simulation Results
Year
Revenue ($B)
Net P&L ($B)
Sharpe
CET1 %
VaR ($M)
Exceptions
Div + BB ($B)
Regime
Status
Cumulative P&L Trajectory
Cumulative P&L (Monthly)
P&L Decomposition (Annual)
Drawdown from Peak
P&L by Desk (Annual)
CET1 Ratio Trajectory
VaR & SVaR Time Series
FRTB-IMA vs Basel 2.5 Capital
Capital Waterfall — 2020 Stress Year
LCR Ratio Time Series
Total Initial Margin Posted
Variation Margin Flows (Cumulative)
HQLA Composition
ECL Time Series
IFRS 9 Stage Migration
Top 10 Counterparty Exposures
CCP Clearing Split
Desk Cumulative P&L
P&L by Regime (Box Plot)
Desk Sharpe Ratios