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 · Semiconductors · Rank 53 of 100

ASML

ASML · Netherlands · Semiconductors   SC4 High

Economic Supply Chain Risk Capital
$48.9m
95% one-year Value-at-Risk · interval collapsed (loss plateau)
Risk Capital Intensity
0.163%
of $30.0bn revenue · rank #19 of 100
Global rank
#53
of 100 by ESCRC
Sector rank
#7
of 10 in Semiconductors
Expected Shortfall
$58.9m
Mean loss beyond ESCRC
Expected annual loss
$4.9m
Ordinary year
Revenue / COGS
30.0 / 14.0
USD bn · gross margin 51%
Suppliers modelled
15
3 correlated geographies

What does this ESCRC number mean?

An ESCRC of $48.9m is the estimated economic supply-chain risk capital requirement generated by the SciRisk ESCRC model for ASML 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 $58.9m; in an ordinary year the expected loss is $4.9m.

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
85%
Tier 2
13%
Tier 3
2%

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

By supplier geography

Germany
86%
Netherlands
5%
USA
3%
Switzerland
3%
Singapore
2%
United Kingdom
2%

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

By supplier industry

semiconductor
87%
general mfg
12%
chemicals materials
1%
equipment precision
0%

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

Largest supplier share
75%
Zeiss
Top-3 concentration
88%
of summed standalone VaR
Tier-1 share of risk
85%
Direct suppliers
Diversification benefit
24.5%
vs. sum of standalone VaR
SupplierTierCountry ExposureUSD m Standalone VaRUSD m Expected lossUSD m Tail intensityrevenue-days RoESCRCx
ZeissEUV projection optics T1 Germany 3780 48.9 3.2 2.2 84.4
TrumpfCO2 drive lasers T1 Germany 840 6.3 0.6 1.3 146.3
VAT Group AGHigh-vacuum valves and vacuum components for lithography systems T2 Switzerland 210 1.6 0.1 2.2 84.4
MKS InstrumentsGas control systems/mass-flow controllers for lithography tools T2 USA 210 1.6 0.1 2.1 88.3
Frencken GroupPrecision mechatronic modules, incl. Reticle Masking module for EUV High-NA T2 Singapore 168 1.3 0.1 2.2 84.4
Edwards VacuumVacuum/gas-abatement systems for EUV T2 United Kingdom 140 1.1 0.1 2.2 84.4
Sioux TechnologiesMechatronics/electronics co-development for EUV subsystems (Reticle Masking module) T2 Netherlands 140 1.1 0.1 2.2 84.4
Neways ElectronicsControl units/wiring systems T2 Netherlands 210 0.9 0.1 1.3 146.3
Prodrive TechnologiesLinear motors/servo drives for EUV T3 Netherlands 140 0.5 0.0 2.2 84.4
Coherent CorpEUV lithography optics: diamond windows, laser modulators and ZnSe optics for EUV light-source beam path T2 USA 70 0.5 0.0 2.1 88.3
SchottOptical glass T3 Germany 210 0.5 0.0 1.3 140.6
Aalberts N.V.Precision mechatronic components T3 Netherlands 112 0.3 0.0 1.3 146.3
NTS GroupPrecision/mechatronic systems and metrology equipment T3 Netherlands 98 0.2 0.0 1.3 146.3
VDL GroepPrecision machine frames T1 Netherlands 980 0.0 0.4
EntegrisVacuum/filtration components T2 USA 280 0.0 0.1

Scenario Analysis — coming in Phase 2

Recovery-time, supplier-diversification, inventory and geographic-diversification scenarios for ASML 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 Semiconductors. ASML is highlighted.

Open in Compare
RankCompanyTickerCountrySectorRevenueUSD bnESCRCUSD mESCRC / Revenue%Risk GradeChange
16 Qualcomm QCOM USA Semiconductors 39.0 158.6 0.407 SC5 Very High 0.0%
47 Intel INTC USA Semiconductors 54.0 57.6 0.107 SC4 High 0.0%
53 ASML ASML Netherlands Semiconductors 30.0 48.9 0.163 SC4 High 0.0%
55 SK Hynix 000660.KS South Korea Semiconductors 46.0 46.8 0.102 SC4 High 0.0%
75 Micron Technology MU USA Semiconductors 25.0 23.3 0.093 SC3 Moderate 0.0%
82 Texas Instruments TXN USA Semiconductors 15.6 17.9 0.115 SC4 High ▼ -0.3%

See this for your own supply chain

You are looking at ASML's supply-chain risk capital: $48.9m against $30.0bn of revenue, driven mostly by Zeiss and Germany. 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
14eb0853be31
Input provenance for ASML
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.
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.