Flow Value Investing

Margin Risk Simulator

Model gross value, net liquidity and maintenance margin under a market shock. Stress-adjusted margin rates rise as the market falls, mirroring IBKR house margin behaviour.

Account Status Under Shock — NO CALL —

Equity Positions

Ticker	Shares	Price ⤳	Ccy ⤳	FX→USD ⤳	Beta ⤳	Maint % ⤳

Type a ticker and price, beta and margin auto-fill (⤳) from stored IBKR and market values. Foreign names auto-set currency and FX rate to USD, all values convert to USD for the calc. Edit any field to override. Known: AMZN, BMY, CCL, DECK, IOT, NVDA, PPL, IVV, VOO, plus SGX names D05, C38U, A7RU, CJLU, U96.

Scenario Inputs

Market shock 0%

Applied to each position as shock × beta.

Stress-adjust margin rates as market falls

Cash / loan balance (negative = loan)

Apply concentration charge above threshold

Concentration threshold % of gross

Any single position above this share of gross value gets a margin uplift, up to +50% of its rate.

Historical stress presets

Cash cushion to survive a target shock

Gross Position Value

—

Net Liquidity

—

Maint. Margin Req.

—

Excess Liquidity

—

Stress Ladder

Market shock	Gross value	Net liquidity	Margin rate	Maint. margin	Excess liq.	Status

Margin model. Base maintenance rate is auto-set per position from observed IBKR house margin: broad S&P ETFs (IVV, VOO) 9%, large-cap liquid US stocks 15%, mid-tier names 19 to 20%, unknown names default to 15%. When stress-adjust is on, the rate scales up as the shock deepens: no uplift to −20%, then rising linearly to 2× the base by −60%, capped at 75% per position. This approximates IBKR raising house margin in a falling market. It is an estimate, not IBKR's exact proprietary formula. A margin call is flagged when net liquidity falls below the maintenance requirement. Validate against Risk Navigator before relying on it live.