Is there is table or summary of the assumptions being tested in the 100 model simulations? I ask as I am interested in the assumptions/inputs that drive the worst case scenario for our portfolio and just how bad conditions would have to be for the worst case.

The general model we use (with some modifications for Canadians, to bring it up to date to today, and some additional factors relevant to our users like USD exchange rates) is described https://www.soa.org/resources/research-reports/2000-2006/research-modeling-of-economic-series-coordinated-with-interest-rate-scenarios/ and https://www.moneyreadyapp.ca/blog/post/14. It drives all the rates, for each year, in each the 100 TIME MACHINE runs. They are generated on the fly with the model, they are very variable, we don’t store these inputs. You can look at at an individual simulation in RATES/YIELDS/CURRENCIES and see the rates there, and then run that particular simulation through the TIME MACHINE, but for the 100 simulations we don’t store them, or analyze which gave you the worst case case. It’s not important, as we may not have even hit the very worst-case (due to the 100 limit, and the model itself. It’s just a model, a good one, but still not reality). What’s important here is to see how likely and when, you run into a cash-flow problem with these simulations, that is helpful to know so you can adjust your spending to avoid it.