LLM-Generated Counterfactual Stress Scenarios for Portfolio Risk Simulation via Hybrid Prompt-RAG Pipeline

arXiv:2512.07867 · q-fin.RM, cs.AI, econ.EM · Submitted 2025-11-26 · Read on arXiv

q-fin.RM, cs.AI, econ.EM

Submitted: 2025-11-26

Updated: 2026-10-25

Terminology

• Composition — 1× in this paper · explained in 2 episodes
• Inflation — 1× in this paper · explained in 2 episodes
• RAG — 1× in this paper · explained in 3 episodes
• Structured Prompting — 1× in this paper · explained in 2 episodes

Related papers

• Learned Monotone Recurrent Features in Governed Credit Scoring: The Price of the Frame and the Necessity of Macro Conditioning
• Early Detection of Pension-Sponsor Distress from Public Filings: A Sponsor Vulnerability Index, Stress-Augmented VaR, and Dynamic Self-Investment Caps
• Is TabPFN the Silver Bullet for Insurance Pricing?