SciRisk 100 · Industrial Machinery · Rank 76 of 100

Caterpillar

CAT · USA · Industrial Machinery SC1 Very Low

Economic Supply Chain Risk Capital

$21.1m

95% one-year Value-at-Risk · interval $20.8m to $21.4m (2.6% wide)

Risk Capital Intensity

0.033%

of $65.0bn revenue · rank #92 of 100

Global rank

#76

of 100 by ESCRC

Sector rank

#2

of 7 in Industrial Machinery

Expected Shortfall

$27.6m

Mean loss beyond ESCRC

Expected annual loss

$6.2m

Ordinary year

Revenue / COGS

65.0 / 43.0

USD bn · gross margin 34%

Suppliers modelled

12

4 correlated geographies

What does this ESCRC number mean?

An ESCRC of $21.1m is the estimated economic supply-chain risk capital requirement generated by the SciRisk ESCRC model for Caterpillar 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 $27.6m; in an ordinary year the expected loss is $6.2m.

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

81%

Tier 2

16%

Tier 3

3%

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

By supplier geography

USA

40%

Denmark

15%

Japan

14%

Germany

13%

France

12%

India

3%

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

By supplier industry

general mfg

54%

chemicals materials

27%

automotive

12%

raw materials mining

7%

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

Largest supplier share

17%

Nucor

Top-3 concentration

47%

of summed standalone VaR

Tier-1 share of risk

81%

Direct suppliers

Diversification benefit

68.9%

vs. sum of standalone VaR

Supplier	Tier	Country	ExposureUSD m	Standalone VaRUSD m	Expected lossUSD m	Tail intensityrevenue-days	RoESCRCx
NucorSteel plate	T1	USA	2150	11.8	0.9	1.3	93.7
DanfossHydraulic systems	T1	Denmark	1935	10.2	0.9	1.3	97.5
Parker HannifinHydraulic systems	T1	USA	1935	10.2	1.0	1.3	97.5
Bosch RexrothHydraulic components	T1	Germany	1720	9.1	0.8	1.3	97.5
MichelinOff-road tyres	T1	France	1075	8.2	0.6	1.8	67.2
Nippon SteelAlloy steel	T2	Japan	1290	6.3	0.7	2.0	63.2
TimkenBearings	T2	USA	1290	4.1	0.4	1.3	97.5
NTN CorporationBearings for construction/mining equipment	T1	Japan	430	3.3	0.4	1.8	67.2
Bharat ForgeForged engine/chassis components (crankshafts, connecting rods)	T1	India	430	2.3	0.3	1.3	97.4
Rio TintoIron ore/aluminium	T3	United Kingdom	860	1.6	0.1	1.5	81.0
KennametalMetal-cutting and road-milling/earth-cutting tools	T2	USA	258	0.8	0.1	1.3	97.5
SteelcastFerrous castings	T3	India	43	0.1	0.0	1.3	97.4

Scenario Analysis — coming in Phase 2

Recovery-time, supplier-diversification, inventory and geographic-diversification scenarios for Caterpillar 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 Industrial Machinery. Caterpillar is highlighted.

Open in Compare

Rank	Company	Ticker	Country	Sector	RevenueUSD bn	ESCRCUSD m	ESCRC / Revenue%	Risk Grade	Change
71	Siemens	SIE.DE	Germany	Industrial Machinery	82.0	27.0	0.033	SC1 Very Low	0.0%
76	Caterpillar	CAT	USA	Industrial Machinery	65.0	21.1	0.033	SC1 Very Low	▲ +1.4%
78	Deere & Company	DE	USA	Industrial Machinery	51.0	19.7	0.039	SC1 Very Low	▲ +1.8%
84	Komatsu	6301.T	Japan	Industrial Machinery	25.0	15.9	0.064	SC3 Moderate	0.0%
86	Schneider Electric	SU.PA	France	Industrial Machinery	40.0	15.0	0.038	SC1 Very Low	0.0%
88	Honeywell International	HON	USA	Industrial Machinery	38.0	14.2	0.037	SC1 Very Low	▲ +12.0%

See this for your own supply chain

You are looking at Caterpillar's supply-chain risk capital: $21.1m against $65.0bn of revenue, driven mostly by Nucor and USA. The calculator runs the same engine on a network you build yourself.

Calculate your ESCRC Load Caterpillar's network Compare with peers

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: 054a54f8292d

Input provenance for Caterpillar

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.