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 · Energy & Utilities · Rank 33 of 100

Shell

SHEL · United Kingdom · Energy & Utilities   SC1 Very Low

Economic Supply Chain Risk Capital
$92.4m
95% one-year Value-at-Risk · interval collapsed (loss plateau)
Risk Capital Intensity
0.033%
of $284.0bn revenue · rank #90 of 100
Global rank
#33
of 100 by ESCRC
Sector rank
#2
of 7 in Energy & Utilities
Expected Shortfall
$140.6m
Mean loss beyond ESCRC
Expected annual loss
$14.2m
Ordinary year
Revenue / COGS
284.0 / 220.0
USD bn · gross margin 23%
Suppliers modelled
10
2 correlated geographies

What does this ESCRC number mean?

An ESCRC of $92.4m is the estimated economic supply-chain risk capital requirement generated by the SciRisk ESCRC model for Shell 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 $140.6m; in an ordinary year the expected loss is $14.2m.

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 2
56%
Tier 1
37%
Tier 3
7%

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

By supplier geography

United Kingdom
44%
France
30%
Germany
27%
USA
0%
Italy
0%

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

By supplier industry

chemicals materials
93%
raw materials mining
7%
energy equipment
0%

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

Largest supplier share
37%
Linde
Top-3 concentration
93%
of summed standalone VaR
Tier-1 share of risk
37%
Direct suppliers
Diversification benefit
-121.3%
vs. sum of standalone VaR
SupplierTierCountry ExposureUSD m Standalone VaRUSD m Expected lossUSD m Tail intensityrevenue-days RoESCRCx
LindeIndustrial gases T1 United Kingdom 3300 15.4 1.1 1.3 63.4
VallourecOCTG tubular steel T2 France 4400 12.4 0.9 1.3 63.4
ThyssenKruppPressure-vessel steel T2 Germany 3960 11.1 0.8 1.3 63.4
Rio TintoMineral inputs T3 United Kingdom 1760 2.9 0.2 1.5 54.8
SLBOilfield services T1 USA 7700 0.0 2.8
Baker HughesTurbomachinery/LNG equipment T1 USA 6600 0.0 2.4
TechnipFMCSubsea/LNG systems T1 United Kingdom 6160 0.0 1.9
HalliburtonDrilling services T1 USA 4840 0.0 1.9
SaipemOffshore EPC services T1 Italy 5500 0.0 1.7
Wood plcBrownfield EPC services for Brunei Shell Petroleum assets T2 United Kingdom 2640 0.0 0.5

Scenario Analysis — coming in Phase 2

Recovery-time, supplier-diversification, inventory and geographic-diversification scenarios for Shell 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 Energy & Utilities. Shell is highlighted.

Open in Compare
RankCompanyTickerCountrySectorRevenueUSD bnESCRCUSD mESCRC / Revenue%Risk GradeChange
31 ExxonMobil XOM USA Energy & Utilities 340.0 93.7 0.028 SC1 Very Low ▲ +25.7%
33 Shell SHEL United Kingdom Energy & Utilities 284.0 92.4 0.033 SC1 Very Low ▲ +61.5%
45 BP BP United Kingdom Energy & Utilities 190.0 61.8 0.033 SC1 Very Low ▲ +66.6%
46 TotalEnergies TTE France Energy & Utilities 195.0 58.5 0.030 SC1 Very Low ▲ +52.0%
49 Chevron CVX USA Energy & Utilities 193.0 55.1 0.029 SC1 Very Low ▲ +27.7%
68 Enel ENEL.MI Italy Energy & Utilities 85.0 27.9 0.033 SC1 Very Low 0.0%

See this for your own supply chain

You are looking at Shell's supply-chain risk capital: $92.4m against $284.0bn of revenue, driven mostly by Linde and United Kingdom. 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
93228e7d1bfc
Input provenance for Shell
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 (energy equipment). 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.