SciRisk 100 · Semiconductors · Rank 3 of 100
NVIDIA
NVDA · USA · Semiconductors SC5 Very High
What does this ESCRC number mean?
An ESCRC of $577.3m is the estimated economic supply-chain risk capital requirement generated by the SciRisk ESCRC model for NVIDIA 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 $708.0m; in an ordinary year the expected loss is $94.3m.
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
Share of summed standalone VaR. Deeper tiers are attenuated by the engine's echelon buffer factors and capped by flow conservation.
By supplier geography
Major-event risk is correlated within a geography group (rho = 0.35), so concentration here compounds.
By supplier industry
Buckets are the calibrated-priors industry classes that set each supplier's minor-event rate.
| Supplier | Tier | Country | ExposureUSD m | Standalone VaRUSD m | Expected lossUSD m | Tail intensityrevenue-days | RoESCRCx |
|---|---|---|---|---|---|---|---|
| TSMCFoundry wafers (CoWoS) | T1 | Taiwan | 15200 | 573.9 | 55.9 | 4.2 | 60.2 |
| SK HynixHBM3E DRAM | T1 | South Korea | 6000 | 117.7 | 11.9 | 2.2 | 115.8 |
| ASE Technology Holding Co., Ltd.Advanced packaging/test | T2 | Taiwan | 2400 | 54.4 | 5.3 | 4.2 | 60.2 |
| FoxconnServer board assembly | T1 | Taiwan | 2800 | 54.3 | 6.3 | 2.2 | 117.3 |
| Samsung ElectronicsDRAM/NAND | T1 | South Korea | 2000 | 39.2 | 3.9 | 2.2 | 115.8 |
| Micron TechnologyHBM3E DRAM memory | T1 | USA | 1600 | 30.0 | 2.2 | 2.1 | 121.2 |
| Shin-Etsu ChemicalSilicon wafers 300mm | T2 | Japan | 1200 | 27.2 | 2.6 | 4.2 | 60.2 |
| Wistron CorporationAI server/GPU board assembly (exclusive DGX manufacturing partner) | T1 | Taiwan | 1000 | 19.4 | 2.3 | 2.2 | 117.3 |
| Ibiden Co., Ltd.Advanced IC/ABF packaging substrates for AI GPUs | T2 | Japan | 800 | 18.1 | 1.7 | 4.2 | 60.2 |
| AmphenolConnectors | T1 | USA | 600 | 8.6 | 0.8 | 1.6 | 158.8 |
| Quanta ComputerAI server contract manufacturing/assembly | T2 | Taiwan | 600 | 7.0 | 0.8 | 2.2 | 117.3 |
| Monolithic Power SystemsPower management ICs/voltage-regulator modules for GPU boards | T2 | USA | 400 | 3.4 | 0.3 | 1.6 | 158.8 |
| ZeissEUV optics | T3 | Germany | 400 | 2.4 | 0.2 | 2.2 | 115.9 |
| Kinsus Interconnect TechnologyIC substrates | T3 | Taiwan | 320 | 1.7 | 0.2 | 2.0 | 130.2 |
Scenario Analysis — coming in Phase 2
Recovery-time, supplier-diversification, inventory and geographic-diversification scenarios for NVIDIA 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. NVIDIA is highlighted.
| Rank | Company | Ticker | Country | Sector | RevenueUSD bn | ESCRCUSD m | ESCRC / Revenue% | Risk Grade | Change |
|---|---|---|---|---|---|---|---|---|---|
| 3 | NVIDIA | NVDA | USA | Semiconductors | 130.0 | 577.3 | 0.444 | SC5 Very High | 0.0% |
| 9 | Samsung Electronics | 005930.KS | South Korea | Semiconductors | 300.0 | 269.5 | 0.090 | SC3 Moderate | 0.0% |
| 10 | Broadcom | AVGO | USA | Semiconductors | 51.6 | 242.0 | 0.469 | SC5 Very High | 0.0% |
| 13 | TSMC | TSM | Taiwan | Semiconductors | 90.1 | 197.0 | 0.219 | SC4 High | 0.0% |
| 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% |
See this for your own supply chain
You are looking at NVIDIA's supply-chain risk capital: $577.3m against $130.0bn of revenue, driven mostly by TSMC and Taiwan. The calculator runs the same engine on a network you build yourself.
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
- 844f85564f35
- 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.
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.