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 16 of 100

Qualcomm

QCOM · USA · Semiconductors   SC5 Very High

Economic Supply Chain Risk Capital
$158.6m
95% one-year Value-at-Risk · interval $158.6m to $159.2m (0.4% wide)
Risk Capital Intensity
0.407%
of $39.0bn revenue · 4th highest in the index
Global rank
#16
of 100 by ESCRC
Sector rank
#5
of 10 in Semiconductors
Expected Shortfall
$194.9m
Mean loss beyond ESCRC
Expected annual loss
$25.1m
Ordinary year
Revenue / COGS
39.0 / 17.0
USD bn · gross margin 56%
Suppliers modelled
13
4 correlated geographies

What does this ESCRC number mean?

An ESCRC of $158.6m is the estimated economic supply-chain risk capital requirement generated by the SciRisk ESCRC model for Qualcomm 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 $194.9m; in an ordinary year the expected loss is $25.1m.

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
91%
Tier 2
7%
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

Taiwan
78%
South Korea
14%
Japan
3%
USA
3%
Singapore
1%
China
0%

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

By supplier industry

semiconductor
95%
packaging
3%
electronics assembly
2%

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

Largest supplier share
61%
TSMC
Top-3 concentration
86%
of summed standalone VaR
Tier-1 share of risk
91%
Direct suppliers
Diversification benefit
39.0%
vs. sum of standalone VaR
SupplierTierCountry ExposureUSD m Standalone VaRUSD m Expected lossUSD m Tail intensityrevenue-days RoESCRCx
TSMCFoundry wafers T1 Taiwan 5950 158.6 15.4 4.2 48.1
ASE Technology Holding Co., Ltd.Packaging/test T1 Taiwan 1360 36.2 3.5 4.2 48.1
Samsung ElectronicsFoundry wafers T1 South Korea 2040 28.3 2.8 2.2 92.6
Amkor TechnologyPackaging/test T1 South Korea 680 9.4 0.9 2.2 92.6
UMCAdvanced packaging/interposers T2 Taiwan 340 6.9 0.5 5.4 37.8
MurataRF filters/modules T2 Japan 680 5.6 0.6 2.2 93.8
GlobalFoundriesFoundry chip manufacturing (US-sourced RF/analog) T1 USA 340 4.5 0.3 2.1 97.0
STATS ChipPACPackaging/test T2 Singapore 340 2.8 0.2 2.2 92.7
Shin-Etsu ChemicalSilicon wafers T3 Japan 340 2.7 0.3 4.2 48.1
TeradyneAutomated test equipment for mobile/infrastructure SoC test T2 USA 340 2.7 0.2 2.1 97.0
Kinsus Interconnect TechnologyBT/IC substrates for mobile SoCs T3 Taiwan 170 1.4 0.1 4.2 48.1
Tongfu MicroelectronicsOSAT chip assembly and test services T3 China 170 0.7 0.1 2.2 92.6
JCET GroupRF front-end module packaging and test (via subsidiary SCK) T3 China 85 0.1 0.0 0.8 243.0

Scenario Analysis — coming in Phase 2

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

Open in Compare
RankCompanyTickerCountrySectorRevenueUSD bnESCRCUSD mESCRC / Revenue%Risk GradeChange
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 Qualcomm's supply-chain risk capital: $158.6m against $39.0bn 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
322ef839b77b
Input provenance for Qualcomm
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 (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.