NXS-GRX · SR-05 · Strategic systems series
Fiscal resilience
Fiscal space, debt sustainability signals, contingent liabilities from disasters, and pre-arranged finance.
Page GRX-SER-SR-05Edition Baseline Edition 2026Evidence close 2026-09-30Subject Nexus ReportsNexus Reports SR-05 (planned)Values not yet publishedSnapshot 31a753f76
FIG 1 · Series at a glance
Domain indices
1
Fiscal and public debt risk
Indicators
177
4 index domains
Hazard families
4
Systemic and compound events
Methods
123
Sovereign, macro and development · Insurance and reinsurance
1
domain indices
177
indicators in scope
1
hazard domains
4
client groups
01Scope
Scope and questions
The subject is the one named by the Nexus Reports programme for this code.
- How much fiscal room remains after a severe shock?
- Which contingent liabilities are unpriced?
- Where would pre-arranged finance change outcomes?
02Construction
Domain indices to the series index
The series index is the expert-weighted geometric mean of its domain indices, with the intervals and class rule of the methodology.
computation
How the Fiscal resilience index is builtGraph
01Domain indices
02Series index
03Readings
100%
List
- Fiscal and public debt riskDomain index · IDX · FISExpert-weighted geometric mean of the six fiscal sub-indices and the MAC external vulnerability sub-index, each on 0-10 and floored at 0.1 before aggregation.
- Fiscal resilience indexSeries index · SERIES · SR-05Fiscal space, debt sustainability signals, contingent liabilities from disasters, and pre-arranged finance.
- Country readingsOutput · OUTPUT · 195 profilesPublished with intervals and classes when the edition is released.
- Regional readingsOutput · OUTPUT · 5 regionsPublished with intervals and classes when the edition is released.
- Global readingOutput · OUTPUT · population or exposure weightedPublished with intervals and classes when the edition is released.
Not runIn progressDone
03Indices
Domain indices in this series
NXS-GRX · SR-05 · 195 profiles · 0–10 scale
Fiscal resilience index, world
—
Values publish with the edition; the interval, class and change appear here.
| Index | Value | Change | Change % | 90% interval | Class · probability | Trend | Range |
|---|---|---|---|---|---|---|---|
| Fiscal and public debt riskNXS-GRX · FIS | — | — | — | — | — |
Domains read: Fiscal and public debt, Macroeconomy, Financial system, Hazard and exposure.
04Indicators
177 indicators in scope
Every indicator whose primary or secondary domain is in scope, with unit, levels and crosswalks to source code lists.
FIG 3 · Indicators in scope, by domain and sub-domain
| Indicator | Domain | Sub-domain | Component | Unit | Levels | Crosswalks |
|---|---|---|---|---|---|---|
| Gross domestic product, current US dollarsIND.MAC.output.gdp.usd | MAC | Output and growth | context | [USD] | COUNTRY | WB_WDI NY.GDP.MKTP.CD IMF_WEO NGDPD |
| GDP per capita, PPP (ICP 2021)IND.MAC.output.gdp_per_capita.ppp21 | MAC | Output and growth | coping capacity | [USD] | COUNTRY | WB_WDI NY.GDP.PCAP.PP.CD |
| Real GDP growthIND.MAC.output.real_gdp_growth | MAC | Output and growth | vulnerability | % | COUNTRY | WB_WDI NY.GDP.MKTP.KD.ZG IMF_WEO NGDP_RPCH |
| Volatility of real GDP growth (10-year)IND.MAC.output.growth_volatility | MAC | Output and growth | vulnerability | % | COUNTRY | |
| Consumer price inflationIND.MAC.prices.cpi_inflation | MAC | Prices and inflation | vulnerability | % | COUNTRY | WB_WDI FP.CPI.TOTL.ZG IMF_WEO PCPIPCH |
| Food price inflationIND.MAC.prices.food_inflation | MAC | Prices and inflation | vulnerability | % | COUNTRY | FAO_FAOSTAT CP |
| Current account balance, share of GDPIND.MAC.external.current_account.gdp | MAC | External balance and reserves | vulnerability | % | COUNTRY | WB_WDI BN.CAB.XOKA.GD.ZS IMF_WEO BCA_NGDPD |
| Reserves in months of importsIND.MAC.external.reserves_import_cover | MAC | External balance and reserves | coping capacity | mo | COUNTRY | WB_WDI FI.RES.TOTL.MO |
| Short-term external debt, share of reservesIND.MAC.external.short_term_debt_to_reserves | MAC | External balance and reserves | vulnerability | % | COUNTRY | WB_WDI DT.DOD.DSTC.IR.ZS |
| External debt stocks, share of GNIIND.MAC.external.external_debt.gni | MAC | External balance and reserves | vulnerability | % | COUNTRY | WB_WDI DT.DOD.DECT.GN.ZS |
| Exchange-rate volatility (36-month)IND.MAC.monetary.exchange_rate_volatility | MAC | Monetary and exchange-rate conditions | vulnerability | % | COUNTRY | |
| Unemployment rateIND.MAC.labour.unemployment_rate | MAC | Labour market | vulnerability | % | COUNTRY | WB_WDI SL.UEM.TOTL.ZS SDG 8.5.2 ILO UNE_DEAP_SEX_AGE_RT |
| Exports of goods and services, current US dollarsIND.MAC.external.exports.usd | MAC | External balance and reserves | context | [USD] | COUNTRY | WB_WDI BX.GSR.GNFS.CD WB_WDI NE.EXP.GNFS.CD |
| Volatility of the terms of trade (10-year)IND.MAC.external.terms_of_trade_volatility | MAC | External balance and reserves | vulnerability | % | COUNTRY | |
| General government overall balance, share of GDPIND.FIS.balance.overall_balance.gdp | FIS | Fiscal balance | vulnerability | % | COUNTRY | IMF_WEO GGXCNL_NGDP WB_WDI GC.NLD.TOTL.GD.ZS |
| General government primary balance, share of GDPIND.FIS.balance.primary_balance.gdp | FIS | Fiscal balance | vulnerability | % | COUNTRY | IMF_WEO GGXONLB_NGDP |
| General government structural balance, share of potential GDPIND.FIS.balance.structural_balance.potgdp | FIS | Fiscal balance | vulnerability | % | COUNTRY | IMF_WEO GGSB_NPGDP |
| Interest-rate-growth differential (r - g)IND.FIS.balance.interest_growth_differential | FIS | Fiscal balance | vulnerability | % | COUNTRY | |
| General government revenue, current US dollarsIND.FIS.revenue.total.usd | FIS | Revenue | context | [USD] | COUNTRY | IMF_GFS 1 |
| General government revenue, share of GDPIND.FIS.revenue.total.gdp | FIS | Revenue | coping capacity | % | COUNTRY | IMF_WEO GGR_NGDP SDG 17.1.1 WB_WDI GC.REV.XGRT.GD.ZS |
| Tax revenue, share of GDPIND.FIS.revenue.tax.gdp | FIS | Revenue | coping capacity | % | COUNTRY | WB_WDI GC.TAX.TOTL.GD.ZS IMF_GFS 11 |
| Tax effort (actual over estimated tax capacity)IND.FIS.revenue.tax_effort | FIS | Revenue | adaptive capacity | 1 | COUNTRY | |
| Natural-resource revenue, share of general government revenueIND.FIS.revenue.resource_revenue_share | FIS | Revenue | vulnerability | % | COUNTRY | |
| General government expenditure, share of GDPIND.FIS.expenditure.total.gdp | FIS | Expenditure | context | % | COUNTRY | IMF_WEO GGX_NGDP WB_WDI GC.XPN.TOTL.GD.ZS |
| Rigid expenditure, share of revenueIND.FIS.expenditure.rigid_share.revenue | FIS | Expenditure | vulnerability | % | COUNTRY | |
| Interest payments, share of revenueIND.FIS.expenditure.interest.revenue | FIS | Expenditure | vulnerability | % | COUNTRY | WB_WDI GC.XPN.INTP.RV.ZS |
| General government gross debt, share of GDPIND.FIS.debt.gross_debt.gdp | FIS | Debt stock and composition | vulnerability | % | COUNTRY | IMF_WEO GGXWDG_NGDP WB_WDI GC.DOD.TOTL.GD.ZS |
| General government net debt, share of GDPIND.FIS.debt.net_debt.gdp | FIS | Debt stock and composition | vulnerability | % | COUNTRY | IMF_WEO GGXWDN_NGDP |
| Foreign-currency share of general government debtIND.FIS.debt.fx_share | FIS | Debt stock and composition | vulnerability | % | COUNTRY | |
| Short-term share of general government debt (residual maturity)IND.FIS.debt.short_term_share | FIS | Debt stock and composition | vulnerability | % | COUNTRY | |
| Average time to maturity of general government debtIND.FIS.debt.average_maturity | FIS | Debt stock and composition | vulnerability | a | COUNTRY | |
| Non-resident holdings of general government debtIND.FIS.debt.nonresident_share | FIS | Debt stock and composition | vulnerability | % | COUNTRY | |
| Concessional share of public external debtIND.FIS.debt.concessional_share | FIS | Debt stock and composition | vulnerability | % | COUNTRY | WB_WDI DT.DOD.ALLC.ZS |
| Present value of public external debt, share of GDPIND.FIS.debt.external_ppg_pv.gdp | FIS | Debt stock and composition | vulnerability | % | COUNTRY | WB_WDI DT.DOD.PVLX.GN.ZS |
| Present value of public external debt, share of exportsIND.FIS.debt.external_ppg_pv.exports | FIS | Debt stock and composition | vulnerability | % | COUNTRY | WB_WDI DT.DOD.PVLX.EX.ZS |
| Public gross financing needs, share of GDPIND.FIS.financing.gross_financing_needs.gdp | FIS | Gross financing needs | vulnerability | % | COUNTRY | |
| Public external debt service, share of revenueIND.FIS.financing.external_ppg_debt_service.revenue | FIS | Gross financing needs | vulnerability | % | COUNTRY | |
| Public external debt service, share of exportsIND.FIS.financing.external_ppg_debt_service.exports | FIS | Gross financing needs | vulnerability | % | COUNTRY | WB_WDI DT.TDS.DPPG.XP.ZS SDG 17.4.1 |
| Sovereign bond spread over benchmarkIND.FIS.financing.sovereign_spread | FIS | Gross financing needs | vulnerability | % | COUNTRY | |
| Five-year sovereign credit default swap spreadIND.FIS.financing.sovereign_cds_5y | FIS | Gross financing needs | vulnerability | % | COUNTRY | |
| Debt of non-financial public corporations, share of GDPIND.FIS.contingent.soe_debt.gdp | FIS | Contingent liabilities | vulnerability | % | COUNTRY | |
| Outstanding government guarantees, share of GDPIND.FIS.contingent.guarantees.gdp | FIS | Contingent liabilities | vulnerability | % | COUNTRY | |
| Expected annual fiscal cost of disasters, share of GDPIND.FIS.contingent.disaster_fiscal_cost.gdp | FIS | Contingent liabilities | vulnerability | % | COUNTRY | |
| LIC-DSF composite indicator score (published, reference)IND.FIS.capacity.lic_dsf_composite_indicator | FIS | Debt-carrying capacity | coping capacity | {score} | COUNTRY | |
| LIC-DSF threshold: PV of external debt to GDP (reference)IND.FIS.capacity.lic_dsf_threshold.pv_ext_gdp | FIS | Debt-carrying capacity | context | % | COUNTRY | |
| LIC-DSF threshold: PV of external debt to exports (reference)IND.FIS.capacity.lic_dsf_threshold.pv_ext_exports | FIS | Debt-carrying capacity | context | % | COUNTRY | |
| LIC-DSF threshold: external debt service to exports (reference)IND.FIS.capacity.lic_dsf_threshold.ds_ext_exports | FIS | Debt-carrying capacity | context | % | COUNTRY | |
| LIC-DSF threshold: external debt service to revenue (reference)IND.FIS.capacity.lic_dsf_threshold.ds_ext_revenue | FIS | Debt-carrying capacity | context | % | COUNTRY | |
| LIC-DSF benchmark: PV of total public debt to GDP (reference)IND.FIS.capacity.lic_dsf_threshold.pv_public_gdp | FIS | Debt-carrying capacity | context | % | COUNTRY | |
| LIC-DSF risk of debt distress, as published (reference)IND.FIS.capacity.lic_dsf_risk_published | FIS | Debt-carrying capacity | context | {class} | COUNTRY | |
| SRDSF overall risk of sovereign stress, as published (reference)IND.FIS.capacity.srdsf_risk_published | FIS | Debt-carrying capacity | context | {class} | COUNTRY | |
| Regulatory capital to risk-weighted assetsIND.FIN.capital.regulatory_capital_rwa | FIN | Capital adequacy | coping capacity | % | COUNTRY | IMF_FSI FSKRC_PT |
| Tier 1 capital to risk-weighted assetsIND.FIN.capital.tier1_rwa | FIN | Capital adequacy | coping capacity | % | COUNTRY | IMF_FSI FSKRTC_PT |
| Common Equity Tier 1 capital to risk-weighted assetsIND.FIN.capital.cet1_rwa | FIN | Capital adequacy | coping capacity | % | COUNTRY | IMF_FSI FSCET_PT |
| Capital to total assets (leverage)IND.FIN.capital.capital_to_assets | FIN | Capital adequacy | coping capacity | % | COUNTRY | IMF_FSI FSKA_PT WB_WDI FB.BNK.CAPA.ZS |
| Non-performing loans net of provisions to capitalIND.FIN.capital.npl_net_capital | FIN | Capital adequacy | vulnerability | % | COUNTRY | IMF_FSI FSKNL_PT |
| Non-performing loans to total gross loansIND.FIN.asset_quality.npl_ratio | FIN | Asset quality | vulnerability | % | COUNTRY | IMF_FSI FSANL_PT WB_WDI FB.AST.NPER.ZS |
| Provisions to non-performing loansIND.FIN.asset_quality.provisions_to_npl | FIN | Asset quality | coping capacity | % | COUNTRY | IMF_FSI FSPN_PT |
| Loan concentration by economic activityIND.FIN.asset_quality.loan_concentration | FIN | Asset quality | vulnerability | % | COUNTRY | IMF_FSI FSCLE_PT |
| Bank claims on general government, share of bank assetsIND.FIN.asset_quality.sovereign_exposure | FIN | Asset quality | vulnerability | % | COUNTRY | IMF_FSI FSASDG_PT |
| Return on assetsIND.FIN.earnings.roa | FIN | Earnings | coping capacity | % | COUNTRY | IMF_FSI FSERA_PT |
| Return on equityIND.FIN.earnings.roe | FIN | Earnings | coping capacity | % | COUNTRY | IMF_FSI FSERE_PT |
| Liquid assets to total assetsIND.FIN.liquidity.liquid_assets_total | FIN | Liquidity and funding | coping capacity | % | COUNTRY | IMF_FSI FSLT_PT WB_WDI FD.RES.LIQU.AS.ZS |
| Liquid assets to short-term liabilitiesIND.FIN.liquidity.liquid_assets_st_liabilities | FIN | Liquidity and funding | coping capacity | % | COUNTRY | IMF_FSI FSLS_PT |
| Liquidity coverage ratioIND.FIN.liquidity.lcr | FIN | Liquidity and funding | coping capacity | % | COUNTRY | IMF_FSI FSLCR_PT |
| Net stable funding ratioIND.FIN.liquidity.nsfr | FIN | Liquidity and funding | coping capacity | % | COUNTRY | IMF_FSI FSNSF_PT |
| Customer deposits to total non-interbank loansIND.FIN.liquidity.deposits_to_loans | FIN | Liquidity and funding | coping capacity | % | COUNTRY | IMF_FSI FSCD_PT |
| Net open foreign-exchange position to capital (absolute)IND.FIN.fx.net_open_position_capital | FIN | Foreign-exchange risk | vulnerability | % | COUNTRY | IMF_FSI FSSNO_PT |
| Foreign-currency loans, share of total loans (credit dollarisation)IND.FIN.fx.fx_loans_share | FIN | Foreign-exchange risk | vulnerability | % | COUNTRY | IMF_FSI FSFC_PT |
| Foreign-currency deposits, share of total deposits (deposit dollarisation)IND.FIN.fx.fx_deposits_share | FIN | Foreign-exchange risk | vulnerability | % | COUNTRY | IMF_FSI FSFCD_PT |
| Domestic credit to the private sector, share of GDPIND.FIN.depth.private_credit.gdp | FIN | Financial depth and inclusion | context | % | COUNTRY | WB_WDI FS.AST.PRVT.GD.ZS WB_WDI GFDD.DI.14 |
| Credit-to-GDP gap (BIS)IND.FIN.depth.credit_gap | FIN | Financial depth and inclusion | vulnerability | % | COUNTRY | |
| Real growth of credit to the private sectorIND.FIN.depth.private_credit_growth | FIN | Financial depth and inclusion | vulnerability | % | COUNTRY | IMF_FSI FSCGPS_PT |
| Household debt, share of GDPIND.FIN.depth.household_debt.gdp | FIN | Financial depth and inclusion | vulnerability | % | COUNTRY | IMF_FSI FSHG_PT |
| Non-financial corporate debt, share of GDPIND.FIN.depth.nfc_debt.gdp | FIN | Financial depth and inclusion | vulnerability | % | COUNTRY | IMF_FSI FSTDGDP_PT |
| Account ownership, adultsIND.FIN.depth.account_ownership | FIN | Financial depth and inclusion | coping capacity | % | COUNTRY | WB_WDI FX.OWN.TOTL.ZS SDG 8.10.2 |
| Real residential property price growthIND.FIN.housing.real_house_price_growth | FIN | Real estate | vulnerability | % | COUNTRY | IMF_FSI FSREPRR_PC_CP_A_PT |
| House price-to-income ratio, deviation from long-run averageIND.FIN.housing.price_to_income_gap | FIN | Real estate | vulnerability | % | COUNTRY, CITY | |
| Assets of other financial corporations, share of GDPIND.FIN.nbfi.ofc_assets.gdp | FIN | Non-bank financial intermediation | context | % | COUNTRY | IMF_FSI FSFAG_PT |
| Insurance penetration (premiums to GDP)IND.FIN.nbfi.insurance_penetration | FIN | Non-bank financial intermediation | coping capacity | % | COUNTRY | WB_WDI GFDD.DI.09 WB_WDI GFDD.DI.10 |
| Natural-catastrophe protection gapIND.FIN.nbfi.nat_cat_protection_gap | FIN | Non-bank financial intermediation | vulnerability | % | REGION, COUNTRY | |
| Bank exposure to carbon-intensive sectorsIND.FIN.climate_finance.carbon_intensive_exposure | FIN | Climate-related financial exposure | exposure | % | COUNTRY | |
| Bank lending exposed to high physical climate riskIND.FIN.climate_finance.physical_risk_lending | FIN | Climate-related financial exposure | exposure | % | COUNTRY | |
| Personal remittances received, share of GDPIND.ECO.trade.remittances.gdp | ECO | Trade | exposure | % | COUNTRY | WB_WDI BX.TRF.PWKR.DT.GD.ZS SDG 17.3.2 |
| Net official development assistance received, share of GNIIND.ECO.trade.oda_dependence.gni | ECO | Trade | exposure | % | COUNTRY | WB_WDI DT.ODA.ODAT.GN.ZS |
| Commodity export dependenceIND.ECO.concentration.commodity_export_share | ECO | Export and import concentration | vulnerability | % | COUNTRY | WB_WDI TX.VAL.FUEL.ZS.UN WB_WDI TX.VAL.MMTL.ZS.UN WB_WDI TX.VAL.FOOD.ZS.UN WB_WDI TX.VAL.AGRI.ZS.UN |
| Natural-resource rents, share of GDPIND.ECO.concentration.natural_resource_rents.gdp | ECO | Export and import concentration | vulnerability | % | COUNTRY | WB_WDI NY.GDP.TOTL.RT.ZS |
| Foreign direct investment net inflows, share of GDPIND.ECO.investment.fdi_inflows.gdp | ECO | Investment | coping capacity | % | COUNTRY | WB_WDI BX.KLT.DINV.WD.GD.ZS |
| Change in very hot days (35 °C or more)IND.CLI.physical_acute.hot_days_change | CLI | Acute climate extremes | hazard | d/a | COUNTRY, ADM1, CITY, GRID | |
| Assets vulnerable to climate-related physical risks, shareIND.CLI.physical_acute.physical_risk_vulnerable_assets.share | CLI | Acute climate extremes | exposure | % | SITE, PORTFOLIO | IFRS_S2 29(c) |
| Projected relative sea-level riseIND.CLI.projection.projected_sea_level_rise | CLI | Scenario projections | hazard | m | COUNTRY, ADM1, CITY, SITE | |
| Population below the future 100-year coastal flood level, shareIND.CLI.projection.slr_coastal_population_exposed.share | CLI | Scenario projections | exposure | % | COUNTRY, ADM1, CITY | WB_WDI EN.POP.EL5M.ZS |
| Carbon intensity of GDPIND.CLI.emissions.carbon_intensity_gdp | CLI | Emissions | exposure | kg/[USD] | COUNTRY | WB_WDI EN.GHG.CO2.RT.GDP.KD SDG 9.4.1 |
| Financed emissions of a portfolioIND.CLI.emissions.financed_emissions | CLI | Emissions | exposure | Mt/a | PORTFOLIO | IFRS_S2 29(a)(vi) |
| Fossil-fuel rents, share of GDPIND.CLI.transition.fossil_fuel_rents.gdp | CLI | Transition exposure | exposure | % | COUNTRY | WB_WDI NY.GDP.PETR.RT.ZS WB_WDI NY.GDP.NGAS.RT.ZS WB_WDI NY.GDP.COAL.RT.ZS |
| Explicit fossil-fuel subsidies, share of GDPIND.CLI.transition.fossil_fuel_subsidies.gdp | CLI | Transition exposure | exposure | % | COUNTRY | |
| Assets vulnerable to climate-related transition risks, shareIND.CLI.transition.transition_risk_vulnerable_assets.share | CLI | Transition exposure | exposure | % | PORTFOLIO | IFRS_S2 29(b) |
| Population exposed to two or more major hazards, shareIND.HAZ.multi.multi_hazard_exposure.share | HAZ | Multi-hazard | exposure | % | COUNTRY, ADM1, ADM2, CITY, GRID | INFORM HA.NAT |
| Multi-hazard average annual loss, share of GDPIND.HAZ.multi.aal.gdp | HAZ | Multi-hazard | impact | % | COUNTRY, ADM1, CITY, PORTFOLIO | |
| Multi-hazard average annual loss, share of produced capital stockIND.HAZ.multi.aal.capital_stock | HAZ | Multi-hazard | impact | % | COUNTRY, ADM1, CITY, PORTFOLIO | |
| Probable maximum loss at 250-year return period, share of GDPIND.HAZ.multi.pml_rp250.gdp | HAZ | Multi-hazard | impact | % | COUNTRY, ADM1, PORTFOLIO | |
| Peak ground acceleration at 475-year return periodIND.HAZ.seismic.pga_rp475 | HAZ | Seismic and volcanic | hazard | [g] | COUNTRY, ADM1, CITY, GRID, SITE | UNDRR_HIPS_2025 GH0101 INFORM HA.NAT.EQ |
| People exposed to strong earthquake shaking, annual averageIND.HAZ.seismic.eq_population_exposed | HAZ | Seismic and volcanic | exposure | {persons} | COUNTRY, ADM1, CITY, GRID | INFORM EX_EQ_MMI8 |
| People exposed to strong earthquake shaking, share of populationIND.HAZ.seismic.eq_population_exposed.share | HAZ | Seismic and volcanic | exposure | % | COUNTRY, ADM1, CITY | |
| Earthquake average annual loss, share of GDPIND.HAZ.seismic.eq_aal.gdp | HAZ | Seismic and volcanic | impact | % | COUNTRY, ADM1, CITY, PORTFOLIO | |
| Population within 30 km of a Holocene volcanoIND.HAZ.seismic.volcano_population_30km | HAZ | Seismic and volcanic | exposure | {persons} | COUNTRY, ADM1, CITY | UNDRR_HIPS_2025 GH0203 |
| Probability of damaging volcanic ash fall in 100 yearsIND.HAZ.seismic.ash_fall_probability | HAZ | Seismic and volcanic | hazard | 1 | COUNTRY, ADM1, CITY, GRID, SITE | UNDRR_HIPS_2025 GH0202 EMDAT nat-geo-vol-ash |
| Extreme still-water sea level at 100-year return periodIND.HAZ.coastal.extreme_sea_level_rp100 | HAZ | Coastal and sea level | hazard | m | COUNTRY, ADM1, CITY, SITE | UNDRR_HIPS_2025 MH0703 EMDAT nat-met-sto-sur |
| Population in the 100-year coastal floodplain, shareIND.HAZ.coastal.coastal_flood_population_exposed.share | HAZ | Coastal and sea level | exposure | % | COUNTRY, ADM1, CITY | INFORM EX_CFL UNDRR_HIPS_2025 MH0601 |
| Population below 5 m elevation, shareIND.HAZ.coastal.low_elevation_population.share | HAZ | Coastal and sea level | exposure | % | COUNTRY, ADM1, CITY | WB_WDI EN.POP.EL5M.ZS |
| Tsunami maximum inundation height at 500-year return periodIND.HAZ.coastal.tsunami_inundation_rp500 | HAZ | Coastal and sea level | hazard | m | COUNTRY, ADM1, CITY, SITE | UNDRR_HIPS_2025 MH0705 INFORM HA.NAT.TS |
| Population exposed to tsunami, shareIND.HAZ.coastal.tsunami_population_exposed.share | HAZ | Coastal and sea level | exposure | % | COUNTRY, ADM1, CITY | INFORM EX_TS EMDAT nat-geo-ear-tsu |
| Fluvial flood depth at 100-year return periodIND.HAZ.flood.river_flood_depth_rp100 | HAZ | Flood | hazard | m | ADM1, ADM2, CITY, GRID, SITE | UNDRR_HIPS_2025 MH0604 EMDAT nat-hyd-flo-riv |
| Pluvial and flash flood depth at 100-year return periodIND.HAZ.flood.pluvial_flood_depth_rp100 | HAZ | Flood | hazard | m | ADM1, ADM2, CITY, GRID, SITE | UNDRR_HIPS_2025 MH0603 UNDRR_HIPS_2025 MH0606 EMDAT nat-hyd-flo-fla |
| People exposed to river flooding, annual averageIND.HAZ.flood.flood_population_exposed | HAZ | Flood | exposure | {persons} | COUNTRY, ADM1, ADM2, CITY | INFORM EX_FL INFORM HA.NAT.FL |
| People exposed to river flooding, share of populationIND.HAZ.flood.flood_population_exposed.share | HAZ | Flood | exposure | % | COUNTRY, ADM1, ADM2, CITY | |
| Flood protection design standardIND.HAZ.flood.flood_protection_standard | HAZ | Flood | coping capacity | a | COUNTRY, ADM1, CITY, SITE | |
| River flood average annual loss, share of GDPIND.HAZ.flood.flood_aal.gdp | HAZ | Flood | impact | % | COUNTRY, ADM1, CITY, PORTFOLIO | |
| Tropical cyclone wind speed at 100-year return periodIND.HAZ.storm.tc_wind_rp100 | HAZ | Tropical and severe storms | hazard | m/s | COUNTRY, ADM1, CITY, GRID, SITE | UNDRR_HIPS_2025 MH0309 INFORM HA.NAT.TC |
| Annual probability of category 1 or stronger cyclone windIND.HAZ.storm.tc_cat1_probability | HAZ | Tropical and severe storms | hazard | 1 | COUNTRY, ADM1, CITY, GRID, SITE | |
| People exposed to category 1 cyclone wind, annual averageIND.HAZ.storm.tc_population_exposed | HAZ | Tropical and severe storms | exposure | {persons} | COUNTRY, ADM1, CITY | INFORM EX_TC_SS1 |
| People exposed to category 1 cyclone wind, share of populationIND.HAZ.storm.tc_population_exposed.share | HAZ | Tropical and severe storms | exposure | % | COUNTRY, ADM1, CITY | |
| Tropical cyclone average annual loss, share of GDPIND.HAZ.storm.tc_aal.gdp | HAZ | Tropical and severe storms | impact | % | COUNTRY, ADM1, PORTFOLIO | |
| Large-hail days per yearIND.HAZ.storm.large_hail_days | HAZ | Tropical and severe storms | hazard | d/a | COUNTRY, ADM1, GRID, SITE | UNDRR_HIPS_2025 MH0404 EMDAT nat-met-sto-hai |
| Days with severe-thunderstorm environmentsIND.HAZ.storm.severe_convective_days | HAZ | Tropical and severe storms | hazard | d/a | COUNTRY, ADM1, GRID | UNDRR_HIPS_2025 MH0103 EMDAT nat-met-sto-sev |
| Frequency of severe meteorological droughtIND.HAZ.drought.spei_drought_frequency | HAZ | Drought | hazard | % | COUNTRY, ADM1, GRID | UNDRR_HIPS_2025 MH0401 INFORM HA.NAT.DR |
| Frequency of agricultural drought stressIND.HAZ.drought.agricultural_stress_frequency | HAZ | Drought | hazard | % | COUNTRY, ADM1, GRID | INFORM ASI |
| People affected by drought, annual average shareIND.HAZ.drought.drought_affected.share | HAZ | Drought | impact | % | COUNTRY | INFORM AFF_DR EMDAT nat-cli-dro-dro |
| Days of dangerous humid heat per yearIND.HAZ.heat.dangerous_heat_days | HAZ | Extreme heat | hazard | d/a | COUNTRY, ADM1, CITY, GRID | UNDRR_HIPS_2025 MH0501 |
| Heatwave exposure events per personIND.HAZ.heat.heatwave_person_days | HAZ | Extreme heat | exposure | d/a | COUNTRY, ADM1, CITY | |
| Population exposed to extreme heat, shareIND.HAZ.heat.heat_population_exposed.share | HAZ | Extreme heat | exposure | % | COUNTRY, ADM1, CITY | |
| Extreme fire-weather days per yearIND.HAZ.wildfire.extreme_fire_weather_days | HAZ | Wildfire | hazard | d/a | COUNTRY, ADM1, GRID | |
| Annual burned area, share of land areaIND.HAZ.wildfire.burned_area.share | HAZ | Wildfire | hazard | % | COUNTRY, ADM1, GRID | UNDRR_HIPS_2025 EN0205 EMDAT nat-cli-wil-wil |
| Population in the wildland-urban interface, shareIND.HAZ.wildfire.wui_population.share | HAZ | Wildfire | exposure | % | COUNTRY, ADM1, CITY | |
| Population in high landslide susceptibility zones, shareIND.HAZ.landslide.landslide_susceptible_population.share | HAZ | Landslide | exposure | % | COUNTRY, ADM1, ADM2, CITY, GRID | UNDRR_HIPS_2025 GH0300 |
| Fatal landslide deaths per 100,000, annual averageIND.HAZ.landslide.fatal_landslide_rate | HAZ | Landslide | impact | /10*5 | COUNTRY, ADM1 | EMDAT nat-hyd-mmw-lan |
| Population near major-hazard industrial sites, shareIND.HAZ.technological.major_hazard_site_population.share | HAZ | Technological | exposure | % | COUNTRY, ADM1, CITY | UNDRR_HIPS_2025 TL0304 UNDRR_HIPS_2025 TL0309 |
| Population within 30 km of an operating nuclear reactorIND.HAZ.technological.nuclear_population_30km | HAZ | Technological | exposure | {persons} | COUNTRY, ADM1, CITY | UNDRR_HIPS_2025 TL0208 |
| Industrial accident deaths per 100,000, annual averageIND.HAZ.technological.industrial_accident_deaths | HAZ | Technological | impact | /10*5 | COUNTRY | EMDAT tec-ind-ind-ind |
| Built-up surface areaIND.HAZ.exposure.built_up_area | HAZ | Exposure | context | km2 | COUNTRY, ADM1, ADM2, CITY, GRID | |
| Produced capital stockIND.HAZ.exposure.capital_stock | HAZ | Exposure | context | [USD] | COUNTRY, ADM1, PORTFOLIO | |
| Built-up area in high-hazard zonesIND.HAZ.exposure.built_up_exposed | HAZ | Exposure | exposure | km2 | COUNTRY, ADM1, ADM2, CITY, GRID | |
| Built-up area in high-hazard zones, shareIND.HAZ.exposure.built_up_exposed.share | HAZ | Exposure | exposure | % | COUNTRY, ADM1, ADM2, CITY | |
| GDP generated in high-hazard zones, shareIND.HAZ.exposure.gdp_exposed.share | HAZ | Exposure | exposure | % | COUNTRY, ADM1, CITY | |
| Disaster deaths and missing persons per 100,000IND.HAZ.loss.deaths_missing_rate | HAZ | Losses and impacts | impact | /10*5 | COUNTRY, ADM1 | SENDAI A-1 SDG 1.5.1 |
| People directly affected by disasters per 100,000IND.HAZ.loss.directly_affected_rate | HAZ | Losses and impacts | impact | /10*5 | COUNTRY, ADM1 | SENDAI B-1 SDG 1.5.1 |
| Direct economic loss from disasters, share of GDPIND.HAZ.loss.direct_economic_loss.gdp | HAZ | Losses and impacts | impact | % | COUNTRY, ADM1 | SENDAI C-1 SDG 1.5.2 |
| Recorded disaster deaths per 100,000, 30-year averageIND.HAZ.loss.recorded_disaster_deaths | HAZ | Losses and impacts | impact | /10*5 | COUNTRY, ADM1 | EMDAT Total Deaths |
| Recorded people affected by disasters per 100,000, 30-year averageIND.HAZ.loss.recorded_disaster_affected | HAZ | Losses and impacts | impact | /10*5 | COUNTRY, ADM1 | EMDAT Total Affected |
| Recorded disaster damage, share of GDP, 30-year averageIND.HAZ.loss.recorded_disaster_damage.gdp | HAZ | Losses and impacts | impact | % | COUNTRY | EMDAT Total Damage, Adjusted ('000 US$) |
| GDP in sectors highly dependent on nature, shareIND.ENV.nature_dependence.nature_dependent_gdp.share | ENV | Nature dependence | exposure | % | COUNTRY, PORTFOLIO | |
| Baseline water stress score (sub-basin)IND.WAT.stress.baseline_water_stress | WAT | Water stress | hazard | {score} | COUNTRY, ADM1, CITY, GRID, SITE, PORTFOLIO | |
| Food import bill, share of merchandise exportsIND.FOO.prices.food_import_bill_to_exports | FOO | Food prices | vulnerability | % | COUNTRY | FAO_FAOSTAT 21033 |
| Female labour-force participation rateIND.SOC.gender.female_labour_participation | SOC | Gender | adaptive capacity | % | COUNTRY | WB_WDI SL.TLF.CACT.FE.ZS |
| Informal employment, share of total employmentIND.SOC.protection.informal_employment | SOC | Social protection | vulnerability | % | COUNTRY | SDG 8.3.1 ILO SDG_0831_SEX_ECO_RT WB_WDI SL.ISV.IFRM.ZS |
| Internally displaced people, disasters (stock)IND.DEM.displacement.idp_disaster | DEM | Forced displacement | impact | {persons} | COUNTRY, ADM1 | IDMC disaster_total_displacement |
| Internally displaced people, per 100,000 populationIND.DEM.displacement.idp_total.p100k | DEM | Forced displacement | impact | /10*5 | COUNTRY | |
| New internal displacements, disastersIND.DEM.displacement.new_displacement_disaster | DEM | Forced displacement | impact | 1 | COUNTRY, ADM1 | IDMC disaster_new_displacement WB_WDI VC.IDP.NWDS |
| New internal displacements, per 100,000 populationIND.DEM.displacement.new_displacement.p100k | DEM | Forced displacement | impact | /10*5 | COUNTRY | |
| Military expenditure, share of GDPIND.CON.violence.military_expenditure.gdp | CON | Organised violence | vulnerability | % | COUNTRY | WB_WDI MS.MIL.XPND.GD.ZS |
| Efficiency of revenue mobilisation (CPIA)IND.GOV.policy.tax_administration | GOV | Policy and institutional quality | coping capacity | {score} | COUNTRY | WB_WDI IQ.CPA.REVN.XQ |
| Deviation of budget execution from the approved budgetIND.GOV.policy.budget_execution_deviation | GOV | Policy and institutional quality | vulnerability | % | COUNTRY | SDG 16.6.1 |
| Fuel import bill, share of exports of goods and servicesIND.ENE.security.fuel_import_bill.exports | ENE | Supply security and import dependence | vulnerability | % | COUNTRY | WB_WDI TM.VAL.FUEL.ZS.UN |
| Road and rail network in high-hazard zones, shareIND.INF.transport.network_exposed.share | INF | Transport | exposure | % | COUNTRY, ADM1, ADM2, CITY, GRID | |
| Water supply assets in high-hazard zones, shareIND.INF.utilities.water_assets_exposed.share | INF | Utilities | exposure | % | COUNTRY, ADM1, ADM2, CITY, GRID | |
| Power generation and grid assets in high-hazard zones, shareIND.INF.utilities.power_assets_exposed.share | INF | Utilities | exposure | % | COUNTRY, ADM1, ADM2, CITY, GRID | |
| Lifeline facilities in high-hazard zones, shareIND.INF.utilities.lifeline_facilities_exposed.share | INF | Utilities | exposure | % | COUNTRY, ADM1, ADM2, CITY, GRID | |
| Infrastructure investment gap, share of GDPIND.INF.utilities.infrastructure_investment_gap.gdp | INF | Utilities | vulnerability | % | COUNTRY | |
| Critical infrastructure units damaged or destroyed by disastersIND.INF.disruption.critical_infrastructure_damage | INF | Service disruption | impact | 1 | COUNTRY, ADM1 | SENDAI D-1 SDG 11.5.2 |
| Direct economic loss to critical infrastructure, share of GDPIND.INF.disruption.critical_infrastructure_loss.gdp | INF | Service disruption | impact | % | COUNTRY, ADM1 | SENDAI C-5 |
| Disaster risk financing strategy adoptedIND.CRS.financing.drf_strategy | CRS | Risk financing and protection gap | coping capacity | {bool} | COUNTRY | |
| Participation in a sovereign regional risk poolIND.CRS.financing.regional_risk_pool_membership | CRS | Risk financing and protection gap | coping capacity | {bool} | COUNTRY | |
| Pre-arranged contingent disaster credit, share of GDPIND.CRS.financing.contingent_credit.gdp | CRS | Risk financing and protection gap | coping capacity | % | COUNTRY | |
| Sovereign catastrophe risk transfer limit, share of GDPIND.CRS.financing.risk_transfer_cover.gdp | CRS | Risk financing and protection gap | coping capacity | % | COUNTRY | |
| Natural-catastrophe insurance protection gapIND.CRS.financing.insurance_protection_gap | CRS | Risk financing and protection gap | vulnerability | % | COUNTRY | |
| Non-life insurance premiums, share of GDPIND.CRS.financing.non_life_insurance_penetration | CRS | Risk financing and protection gap | coping capacity | % | COUNTRY | |
| International official support for DRR received, share of GDPIND.CRS.response.international_drr_support.gdp | CRS | Response capacity | coping capacity | % | COUNTRY | SENDAI F-1 |
05Hazards
Hazard families this series reads
families, each crosswalked to the UNDRR–ISC Hazard Information Profiles (2025) where a profile exists.
FIG 4 · Hazard families this series reads
| Family | Domain | Hazards | Count |
|---|---|---|---|
| Supply-chain and flow disruption | Systemic and compound events | Supply-chain disruption, Chokepoint blockage, Port or hub closure, Fuel and energy supply shock, Food supply-chain breakdown, Trade restriction or embargo, Single-source supplier failure, Cold-chain failure … | 17 |
| Cascading failure | Systemic and compound events | Interdependent infrastructure cascade, Blackout-driven service cascade, Water-energy-food cascade, Financial contagion, Health-system overload, Emergency-response overload, Digital dependency cascade, Lifeline restoration deadlock … | 10 |
| Compound and multi-hazard events | Systemic and compound events | Compound flooding, Concurrent heat and drought, Simultaneous multi-region crop failure, Cold-wave energy crunch, Heat-driven grid stress, Natech event, Successive hazards, Disaster during an epidemic … | 9 |
| Structural fragility of interconnected systems | Systemic and compound events | Critical single point of failure, Critical service provider concentration, Common-mode failure, Technology monoculture, Lean inventory fragility, Geographic clustering of critical production, Unmapped critical dependency, Tightly coupled automated systems … | 11 |
06Tail
The severe end of the distribution
FIG 5 · Explorer: exceedance, return-period loss and the protection gap
Frequency and severity
One risk-transfer layer
–
runs in your browser
07Methods
Method libraries
Each method has a reference implementation or declares the specialist model, data or adapter it still needs; none is promoted beyond its evidence.
28 methods
Sovereign, macro and development
Sovereign Default Risk · Debt Sustainability · Fiscal Stress · Debt Service Burden · FX Reserve Adequacy · External Vulnerability · Balance of Payments …
38 methods
Insurance and reinsurance
Technical Pricing · Frequency Severity Pricing · Exposure Rating · Experience Rating · Burning Cost · Catastrophe Pricing · Aggregate Loss Terms …
57 methods
Financial risk
Probability of Default · Loss Given Default · Exposure at Default · Expected Credit Loss · Unexpected Credit Loss · Credit Migration · Structural Credit Merton …
08Users
Who uses it
International financial institutions and development banks
Screen country and project context; Read fiscal resilience and protection gaps; Design pre-arranged finance questions
Governments and national risk agencies
Prioritise prevention and preparedness; Plan with subnational layers; Track Sendai targets; Co-develop a national index
Banks, asset managers and sovereign investors
Read sovereign and systemic context; Run climate pathway packs; Build portfolio postures
Insurers, reinsurers and risk pools
Read hazard, exposure and protection-gap context; Run scenario and tail analytics; Study parametric index design questions
09Reports
Nexus Reports
- Edition code
SR-05- Edition status
- planned
- Subject
- Named by Nexus Reports
10Cite
Cite and reuse
GCRI Canada (2026). The Global Risks Index (NXS-GRX (canonical data, provenance and risk)): Fiscal resilience series (GRX-SER-SR-05), Baseline Edition 2026. Preparatory working draft. https://risksindex.com/series/sr-05/ UNI NXS-GRX-AR-000078.
- Series key
grix:SER.SR-05:{ISO3}:{YEAR}:A- Domain keys
nis:IDX.FIS.debt.fiscal_risk:{ISO3}:{YEAR}:A
Every country reads this series
Each country profile carries the domain indices this series is built from.
Status
The methodology, structure and definitions of The Global Risks Index are a preparatory working draft (2026), circulated for review and comment and not for implementation. No value appears until an edition is released from a governed evidence cut; values then carry intervals, classes, sources and their correction pathway. Simulators run the published methods on numbers you choose and never show a NXS-GRX value.
What NXS-GRX is not
NXS-GRX is research and risk-analytics information. It is not a credit or ESG rating and uses no rating scale, not a benchmark for financial instruments, not official statistics, not an emergency warning or official classification, and not advice. It must not be used to evaluate natural persons. Risk classes are bands on a published scale, never rankings of countries or people.
Institutions and sources
The Nexus Consortium is stewarded by three independent not-for-profit institutions: GCRI Canada as Lead Institution, Consortium Secretariat and lead contracting organization, The Global Risks Forum (GRF) and The Global Risks Alliance (GRA). Technology, infrastructure and service providers work with the Consortium at arm's length under written agreements, like every other external party in the public-private-planet model, and hold no role in its stewardship.
Every value carries the attribution of its sources, which keep their own licences. External names are cited for interoperability only. Nexus-authored text is intended for CC BY 4.0 on release.
Avis en français
La méthodologie et les définitions du NXS-GRX sont un projet de travail préparatoire (2026). Le NXS-GRX est une information de recherche et d'analyse des risques : ni notation, ni indice de référence financier, ni statistique officielle, ni alerte, ni conseil. Les classes de risque sont des bandes sur une échelle publiée, non des classements.