Financial Scenario & Hedging Policy for Volatile Inputs

Financial Scenario & Hedging Policy for Volatile Inputs

📄 Prompt Template

Construct a financial scenario model for [Company] quantifying EBITDA sensitivity to bunker/fuel, charter rates, FX, and interest costs over [TimeHorizon]. Deliver: (A) Executive Summary; (B) Assumption Book (markdown table: Driver, Base, Low, High); (C) Sensitivity Waterfall (bullet list with % and absolute impact vs. [BaseEBITDA]); (D) Liquidity & Covenant Headroom analysis vs. [DebtCovenants]; (E) Hedging Policy proposal detailing instruments [FuelHedgeInstruments] and [FXPairs], hedge ratios, tenors, and risk limits; (F) Pass-through strategy (fuel surcharge, indexation) with customer impact. Include stress-test cases (e.g., +50% fuel, -10% volume, 200 bps rate hike) and specify governance (risk committee cadence, limits, breach actions). End with a prioritized list of no-regrets actions and trigger-based hedging playbooks.

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