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 · Automotive · Rank 27 of 100

Stellantis

STLA · Netherlands · Automotive   SC2 Low

Economic Supply Chain Risk Capital
$110.0m
95% one-year Value-at-Risk · interval $108.7m to $111.3m (2.3% wide)
Risk Capital Intensity
0.055%
of $200.0bn revenue · rank #64 of 100
Global rank
#27
of 100 by ESCRC
Sector rank
#8
of 10 in Automotive
Expected Shortfall
$144.6m
Mean loss beyond ESCRC
Expected annual loss
$30.7m
Ordinary year
Revenue / COGS
200.0 / 165.0
USD bn · gross margin 18%
Suppliers modelled
15
5 correlated geographies

What does this ESCRC number mean?

An ESCRC of $110.0m is the estimated economic supply-chain risk capital requirement generated by the SciRisk ESCRC model for Stellantis 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 $144.6m; in an ordinary year the expected loss is $30.7m.

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
89%
Tier 2
11%
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

France
27%
Germany
26%
Canada
11%
China
11%
Ireland
9%
Switzerland
5%

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

By supplier industry

automotive
76%
general mfg
15%
semiconductor
5%
chemicals materials
4%
raw materials mining
1%

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

Largest supplier share
21%
Bosch
Top-3 concentration
45%
of summed standalone VaR
Tier-1 share of risk
89%
Direct suppliers
Diversification benefit
71.2%
vs. sum of standalone VaR
SupplierTierCountry ExposureUSD m Standalone VaRUSD m Expected lossUSD m Tail intensityrevenue-days RoESCRCx
BoschFuel injection/electronics T1 Germany 13200 80.9 5.8 1.8 34.5
ForviaInterior/exhaust systems T1 France 8250 50.6 3.7 1.8 34.5
Magna InternationalBody stampings T1 Canada 6600 40.5 3.1 1.8 34.5
CATLEV batteries T1 China 6600 40.5 4.2 1.8 34.5
VersigentWiring harnesses T1 Ireland 5775 35.4 2.5 1.8 34.5
ValeoThermal/lighting systems T1 France 7425 31.4 2.8 1.3 50.1
MichelinTyres T1 France 3300 20.2 1.4 1.8 34.5
LG Energy SolutionEV battery cells (LFP), via NextStar Energy JV plant in Windsor, Ontario T1 South Korea 3300 20.2 2.1 1.8 34.5
STMicroelectronicsPower semiconductors T2 Switzerland 4125 18.1 1.2 2.2 28.9
ArcelorMittalSheet steel T2 Luxembourg 5775 15.2 1.3 1.3 48.2
Continental AGADAS and electro-hydraulic braking systems (ESC/brake-by-wire) T1 Germany 2475 10.5 1.0 1.3 50.1
Schaeffler AGClutch systems, dual-mass flywheels and torque converters (LuK) T1 Germany 1980 8.4 0.8 1.3 50.1
NTN CorporationCV joints, driveshaft assemblies and wheel-bearing hub kits T2 Japan 990 3.9 0.4 2.0 32.5
BremboBrake systems and calipers T2 Italy 1320 3.3 0.3 1.3 50.1
GlencoreCobalt/nickel T3 Switzerland 1650 2.5 0.2 1.5 41.7

Scenario Analysis — coming in Phase 2

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

Open in Compare
RankCompanyTickerCountrySectorRevenueUSD bnESCRCUSD mESCRC / Revenue%Risk GradeChange
18 Mercedes-Benz Group MBG.DE Germany Automotive 160.0 136.9 0.086 SC3 Moderate ▲ +36.3%
21 BMW Group BMW.DE Germany Automotive 155.0 123.8 0.080 SC3 Moderate ▲ +28.9%
24 General Motors GM USA Automotive 187.0 118.2 0.063 SC3 Moderate ▲ +19.0%
27 Stellantis STLA Netherlands Automotive 200.0 110.0 0.055 SC2 Low 0.0%
29 Ford Motor F USA Automotive 176.0 101.5 0.058 SC2 Low ▲ +18.1%
32 Tesla TSLA USA Automotive 97.0 93.2 0.096 SC3 Moderate ▲ +0.2%

See this for your own supply chain

You are looking at Stellantis's supply-chain risk capital: $110.0m against $200.0bn of revenue, driven mostly by Bosch and France. 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
eab17d86de93
Input provenance for Stellantis
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.