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 · Aerospace & Defence · Rank 38 of 100

Lockheed Martin

LMT · USA · Aerospace & Defence   SC4 High

Economic Supply Chain Risk Capital
$74.4m
95% one-year Value-at-Risk · interval $72.5m to $76.4m (5.2% wide)
Risk Capital Intensity
0.105%
of $71.0bn revenue · rank #32 of 100
Global rank
#38
of 100 by ESCRC
Sector rank
#3
of 7 in Aerospace & Defence
Expected Shortfall
$127.7m
Mean loss beyond ESCRC
Expected annual loss
$15.7m
Ordinary year
Revenue / COGS
71.0 / 63.0
USD bn · gross margin 11%
Suppliers modelled
10
3 correlated geographies

What does this ESCRC number mean?

An ESCRC of $74.4m is the estimated economic supply-chain risk capital requirement generated by the SciRisk ESCRC model for Lockheed Martin 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 $127.7m; in an ordinary year the expected loss is $15.7m.

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
75%
Tier 2
24%
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

USA
65%
Japan
20%
United Kingdom
15%

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

By supplier industry

aerospace defense
76%
general mfg
18%
chemicals materials
4%
electronics assembly
1%
raw materials mining
1%

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

Largest supplier share
20%
Northrop Grumman
Top-3 concentration
55%
of summed standalone VaR
Tier-1 share of risk
75%
Direct suppliers
Diversification benefit
49.5%
vs. sum of standalone VaR
SupplierTierCountry ExposureUSD m Standalone VaRUSD m Expected lossUSD m Tail intensityrevenue-days RoESCRCx
Northrop GrummanFuselage/radar systems T1 USA 3780 29.4 3.4 2.5 15.8
Toray IndustriesCarbon-fibre composite T2 Japan 1575 29.3 3.0 10.0 3.9
BAE SystemsElectronic warfare systems T1 United Kingdom 2835 22.1 2.2 2.5 15.8
RTXEngines/missile systems T1 USA 5040 19.8 1.9 1.3 31.5
HoneywellAvionics/APUs T1 USA 2205 17.2 2.1 2.5 15.8
Howmet AerospaceStructural castings T1 USA 1890 14.7 1.8 2.5 15.8
L3HarrisCommunications systems T1 USA 1890 7.4 0.7 1.3 31.5
ATITitanium alloy T2 USA 2205 5.4 0.4 1.3 30.3
QorvoGallium nitride (GaN) RF power-amplifier modules for radar systems T2 USA 378 1.1 0.1 1.6 24.9
MP MaterialsRare earth magnets T3 USA 630 0.9 0.1 1.5 26.2

Scenario Analysis — coming in Phase 2

Recovery-time, supplier-diversification, inventory and geographic-diversification scenarios for Lockheed Martin 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 Aerospace & Defence. Lockheed Martin is highlighted.

Open in Compare
RankCompanyTickerCountrySectorRevenueUSD bnESCRCUSD mESCRC / Revenue%Risk GradeChange
19 Boeing BA USA Aerospace & Defence 78.0 130.2 0.167 SC4 High ▲ +150.3%
30 Airbus AIR.PA France Aerospace & Defence 70.0 96.7 0.138 SC4 High ▲ +121.2%
38 Lockheed Martin LMT USA Aerospace & Defence 71.0 74.4 0.105 SC4 High ▲ +136.1%
52 RTX RTX USA Aerospace & Defence 80.0 49.0 0.061 SC3 Moderate ▲ +40.8%
66 GE Aerospace GE USA Aerospace & Defence 38.0 28.9 0.076 SC3 Moderate ▲ +24.6%
74 Safran SAF.PA France Aerospace & Defence 30.0 23.8 0.079 SC3 Moderate ▲ +59.7%

See this for your own supply chain

You are looking at Lockheed Martin's supply-chain risk capital: $74.4m against $71.0bn of revenue, driven mostly by Northrop Grumman and USA. 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
df3e0f4d6e3f
Input provenance for Lockheed Martin
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 (aerospace defense). 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.