SciRisk Calculate your ESCRC
As of 2026-06-30| Model v5.4.2| Priors 2026.09-5| Calculated 2026-09-21| 100,000 paths · 95% · 365d| BETA Methodology

SciRisk 100 · Retail & Distribution · Rank 4 of 100

Amazon

AMZN · USA · Retail & Distribution   SC2 Low

Economic Supply Chain Risk Capital
$349.3m
95% one-year Value-at-Risk · interval $347.6m to $354.0m (1.8% wide)
Risk Capital Intensity
0.055%
of $638.0bn revenue · rank #65 of 100
Global rank
#4
of 100 by ESCRC
Sector rank
#1
of 8 in Retail & Distribution
Expected Shortfall
$602.4m
Mean loss beyond ESCRC
Expected annual loss
$106.5m
Ordinary year
Revenue / COGS
638.0 / 326.0
USD bn · gross margin 49%
Suppliers modelled
12
4 correlated geographies

What does this ESCRC number mean?

An ESCRC of $349.3m is the estimated economic supply-chain risk capital requirement generated by the SciRisk ESCRC model for Amazon under the stated assumptions: a 365-day horizon, 100,000 simulated years, and the 95% tail of the resulting loss distribution. Beyond that threshold the average loss — the Expected Shortfall — is $602.4m; in an ordinary year the expected loss is $106.5m.

Value-at-Risk: the portfolio loss not exceeded with the chosen confidence level. Read as the ESCRC risk capital — the loss the firm should be prepared to absorb in a bad year. Model-implied and intended for screening and ranking, not a calibrated capital figure.

Supply Chain Risk Capital Profile

Where the risk capital comes from. Every column is a production-engine output for this network — nothing is inferred.

By tier

Tier 1
70%
Tier 2
30%
Tier 3
1%

Share of summed standalone VaR. Deeper tiers are attenuated by the engine's echelon buffer factors and capped by flow conservation.

By supplier geography

Taiwan
37%
USA
27%
China
12%
South Korea
8%
Hong Kong
5%
Denmark
5%

Major-event risk is correlated within a geography group (rho = 0.35), so concentration here compounds.

By supplier industry

semiconductor
45%
electronics assembly
31%
general mfg
13%
apparel textiles
5%
logistics freight
5%
packaging
1%

Buckets are the calibrated-priors industry classes that set each supplier's minor-event rate.

Largest supplier share
20%
TSMC
Top-3 concentration
51%
of summed standalone VaR
Tier-1 share of risk
70%
Direct suppliers
Diversification benefit
60.9%
vs. sum of standalone VaR
SupplierTierCountry ExposureUSD m Standalone VaRUSD m Expected lossUSD m Tail intensityrevenue-days RoESCRCx
TSMCFoundry wafers (Graviton/Trainium) T2 Taiwan 13040 177.9 17.1 4.2 42.1
Quanta ComputerServer assembly T1 Taiwan 13040 152.1 17.4 2.2 82.1
NVIDIAAI accelerator modules T1 USA 14670 126.5 11.9 1.6 111.1
FoxconnDevices/server manufacturing T1 China 16300 111.2 13.8 1.3 140.5
IntelServer processors T1 USA 9780 110.4 7.8 2.1 84.9
Samsung ElectronicsDRAM/NAND T2 South Korea 9780 69.3 7.0 2.2 81.0
Crystal International GroupApparel manufacturing T1 Hong Kong 9780 44.0 9.4 0.8 212.7
MaerskOcean freight/logistics T1 Denmark 11410 40.4 17.2 0.7 270.6
Marvell TechnologyCustom AI/ASIC chip co-design and supply for AWS Trainium/Inferentia silicon T1 United States 3260 36.8 2.6 2.1 84.9
STMicroelectronicsSemiconductor chip supply for AWS data-center infrastructure T2 Switzerland 1630 11.6 0.8 2.2 81.1
AutoStoreWarehouse automation systems (cube storage/retrieval robots) T2 Norway 1956 8.0 0.7 1.3 140.5
AmcorPackaging materials T3 Switzerland 3912 5.3 0.8 0.8 212.8

Scenario Analysis — coming in Phase 2

Recovery-time, supplier-diversification, inventory and geographic-diversification scenarios for Amazon are not part of this release. The ESCRC Calculator already supports what-if analysis on a network you build yourself.

Sector peers

Nearest-ranked companies in Retail & Distribution. Amazon is highlighted.

Open in Compare
RankCompanyTickerCountrySectorRevenueUSD bnESCRCUSD mESCRC / Revenue%Risk GradeChange
4 Amazon AMZN USA Retail & Distribution 638.0 349.3 0.055 SC2 Low ▲ +7.6%
11 Walmart WMT USA Retail & Distribution 648.0 238.6 0.037 SC1 Very Low ▲ +27.3%
28 Costco Wholesale COST USA Retail & Distribution 254.0 101.6 0.040 SC1 Very Low ▲ +36.0%
50 The Home Depot HD USA Retail & Distribution 152.0 52.6 0.035 SC1 Very Low ▲ +12.8%
57 Target TGT USA Retail & Distribution 107.0 44.3 0.041 SC1 Very Low ▲ +40.0%
60 Alibaba Group BABA China Retail & Distribution 130.0 37.6 0.029 SC1 Very Low ▲ +8.7%

See this for your own supply chain

You are looking at Amazon's supply-chain risk capital: $349.3m against $638.0bn of revenue, driven mostly by TSMC and Taiwan. The calculator runs the same engine on a network you build yourself.

ESCRC calculated using SciRisk ESCRC Model v5.4.2 · calibrated priors 2026.09-5
Company data as of 2026-06-30 · ESCRC calculated 2026-09-21 · dataset 2026.09-23 Beta
Simulation
100,000 Monte Carlo paths · 95% confidence · 365-day horizon
Seed
20260821 · regional correlation ρ = 0.35
Input basis
Curated network, calibrated-prior parameters
Input fingerprint
16771f568eea
Input provenance for Amazon
Financials
Curated from the company's most recent reported full financial year, as filed.
Network
Curated from company supplier disclosure; purchase volumes declared as a share of reported COGS.
Parameters
lambda1/lambda2 = calibrated ESCRC priors 2026.09-5 bucket defaults; r1/r2 = median of the shipped production preset networks within the same industry x geography cell when that cell has enough independent data, else the same industry-only bucket median, or (for industries with no preset supplier coverage) a directly-cited external recovery-event duration where one was found; ic = the same preset-network median (no external benchmark exists for this parameter for any industry). All three clamped into externally-cited recovery-time/BI-loss bounds per field.
Fallback
Some suppliers resolve to an industry bucket with no preset coverage for revenue-at-risk fraction (logistics freight, apparel textiles, packaging). This parameter has no external benchmark for any industry in this dataset, so it uses the median across all preset suppliers.
SciRisk ESCRC is an analytical estimate generated using the SciRisk Economic Supply Chain Risk Capital methodology. It is not a credit rating, investment recommendation or statement of financial condition. Figures are model-implied and intended for screening and comparison, not as calibrated capital requirements.

Beta / preliminary dataset. Company inputs are analyst-curated from public annual reports and public supply-chain disclosure. ESCRC itself is computed by the production ESCRC engine — only the INPUTS on this page are preliminary.