Map how inflation, GDP growth, interest rates, unemployment, commodities, and related macro variables affect revenue, costs, cash flow, debt, and valuation.
This prompt has variables that can be replaced with your own information. Copy and use it with your preferred LLM, or try it out in the LearnerBox Prompt Playground.
Act as a senior macro-financial risk analyst.
Develop a macroeconomic sensitivity map using the information provided below.
Organization or portfolio:
{{organization_portfolio}}
Industry and geographies:
{{industry_geographies}}
Financial baseline:
{{financial_baseline}}
Macroeconomic variables and scenarios:
{{macro_scenarios}}
Transmission channels:
{{transmission_channels}}
Historical sensitivities and evidence:
{{historical_evidence}}
Analysis requirements:
1. Identify material macroeconomic variables, including:
- inflation;
- GDP growth;
- interest rates;
- unemployment;
- exchange rates;
- commodity prices;
- consumer confidence;
- credit spreads;
- housing or asset prices;
- fiscal policy; and
- sector-specific indicators.
2. Map direct and indirect transmission channels to:
- demand;
- price;
- volume;
- wages;
- input costs;
- margins;
- working capital;
- defaults;
- funding cost;
- capital expenditure;
- cash flow;
- asset values; and
- valuation.
3. Distinguish leading, coincident, and lagging effects.
4. Identify nonlinearities, thresholds, second-order effects, and interactions.
5. Estimate sensitivities only from supplied historical evidence, approved models, or management assumptions.
6. Build base, favorable, adverse, and severe-but-plausible scenarios.
7. Quantify impacts by period where sufficient inputs are supplied.
8. Separate nominal and real effects.
9. Identify geographic, product, customer, supplier, and financing concentrations.
10. Rank variables by materiality, uncertainty, speed, and controllability.
11. Define leading indicators, thresholds, owners, and monitoring frequency.
12. Do not invent macro forecasts, elasticities, correlations, or causal relationships.
13. Clearly state limitations where historical relationships may not remain stable.
Present the result as:
{{output_format}}
Include:
- macro-variable inventory;
- transmission-channel map;
- sensitivity table;
- scenario assumptions;
- financial-impact bridge;
- lag and timing analysis;
- interaction and nonlinear-risk review;
- concentration assessment;
- leading-indicator dashboard;
- management response options;
- limitations; and
- monitoring recommendations.Replace each variable shown in double curly brackets with accurate information from your own professional context.
{{organization_portfolio}}
Example: Example: Regional consumer-lending portfolio
Identify the business, portfolio, or legal entity being analyzed.
{{industry_geographies}}
Example: Describe sectors, countries, customer segments, products, and major geographic exposures.
Macro transmission differs substantially across sectors and locations.
{{financial_baseline}}
Example: Provide revenue, cost, margin, cash flow, debt, asset, default, and valuation baselines.
Use a validated baseline against which scenario impacts can be measured.
{{macro_scenarios}}
Example: Provide approved paths for inflation, GDP, rates, unemployment, FX, commodities, and spreads.
Use approved internal or authoritative scenario assumptions.
{{transmission_channels}}
Example: Describe how each macro variable affects demand, pricing, costs, funding, defaults, and asset values.
Add management and subject-matter-expert views where historical evidence is limited.
{{historical_evidence}}
Example: Provide historical correlations, regressions, prior stress results, observed lags, and expert assumptions.
Label empirical estimates separately from expert judgment.
{{output_format}}
Choose the format required for analysis, monitoring, or governance.
A macroeconomic sensitivity map containing variables, transmission channels, scenario impacts, timing, interactions, concentrations, indicators, response options, and limitations.
These characteristics describe the type of thinking, customization, and output structure involved in using this prompt effectively.
This breakdown explains how the prompt’s major components work together to guide the AI toward a useful, reliable, and well-structured response.
Positions the AI as a macro-financial risk specialist.
Defines industries, geographies, baselines, scenarios, transmission channels, and evidence.
Requires mapping and quantification of macroeconomic effects on financial outcomes.
Prevents invented forecasts, elasticities, correlations, and causal claims.
Requires maps, sensitivities, scenarios, lags, interactions, indicators, and limitations.
Organization, industry, geographies, baseline, macro scenarios, channels, evidence, and output format.
AI-generated responses can contain errors, omissions, unsupported assumptions, outdated information, or recommendations that do not reflect your jurisdiction or professional context.
Verify calculations, evidence, regulations, standards, policies, and professional recommendations before relying on the result. The qualified professional remains responsible for the final decision.
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