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Der Global Risks Index
The Global Risks Index · GRX-IDX-FIN · MSF Macro-financial and structural fragility

Index des Finanzstabilitätsrisikos

Expert-weighted Mazziotta–Pareto aggregation of the six financial sub-indices and the MAC macroeconomic instability sub-index, each on 0–10, with a penalty for unbalanced profiles.

Construction Simulator Indicators
Page GRX-IDX-FINEdition Baseline Edition 2026Evidence close 2026-09-30Indicator Standard IDX.FIN.capital.financial_stability_riskValues not yet publishedMethod v1.0.0-draft
FIG 1 · Method card
Aggregation

Mazziotta–Pareto

expert weights · floor 0.1 where geometric

Unsicherheit

1,000 draws

normalisation, weights, aggregation

Struktur

7 components

28 leaf indicators

Abdeckung

71% minimum

modelled share ≤ 20%

From the Indicator Standard definition of this index.
28
leaf indicators
7
components
1,000
Monte Carlo draws
5
series read it
01Construction

From indicators to the composite

A strong capital ratio does not offset a large FX mismatch or credit boom; the penalised aggregate keeps one weak pillar visible. Sub-indices are always shown beside the index.

computation
How Financial stability risk is computed
Graph38 nodes
Graph
01Indikatoren
02Sub-indices
03Domain index
04Säule
05Zusammengesetzt
100%
Verzeichnis
  1. Regulatorisches Kapital im Verhältnis zu risikogewichteten Aktiva
    Indicator · IND · %
    Total regulatory capital of the deposit-taking sector as a percentage of its risk-weighted assets, on the national implementation of the Basel framework.
  2. Kapital im Verhältnis zur Bilanzsumme (Verschuldung)
    Indicator · IND · %
    Tier 1 capital of deposit takers as a percentage of total (unweighted) assets.
  3. Notleidende Kredite abzüglich Rückstellungen im Verhältnis zum Kapital
    Indicator · IND · %
    Non-performing loans of deposit takers minus specific loan-loss provisions, as a percentage of capital.
  4. Gesamtkapitalrendite
    Indicator · IND · %
    Net income before extraordinary items and taxes of deposit takers as a percentage of average total assets.
  5. Notleidende Kredite im Verhältnis zu den Bruttokrediten insgesamt
    Indicator · IND · %
    Loans of deposit takers more than 90 days past due or otherwise impaired, as a percentage of total gross loans.
  6. Rückstellungen im Verhältnis zu notleidenden Krediten
    Indicator · IND · %
    Specific loan-loss provisions of deposit takers as a percentage of non-performing loans.
  7. Kreditkonzentration nach Wirtschaftszweig
    Indicator · IND · %
    Share of deposit takers’ loans to resident non-financial corporations held in the two largest economic activities (ISIC sections).
  8. Bankforderungen gegenüber dem Gesamtstaat, Anteil an den Bankaktiva
    Indicator · IND · %
    Deposit takers’ holdings of general government debt securities and loans to general government as a percentage of their total assets.
  9. Liquide Aktiva im Verhältnis zur Bilanzsumme
    Indicator · IND · %
    Core liquid assets of deposit takers (cash, central-bank reserves, short-term marketable securities) as a percentage of total assets.
  10. Liquide Aktiva im Verhältnis zu kurzfristigen Verbindlichkeiten
    Indicator · IND · %
    Core liquid assets of deposit takers as a percentage of liabilities with residual maturity of one year or less.
  11. Kundeneinlagen im Verhältnis zu den Krediten außerhalb des Interbankenmarkts
    Indicator · IND · %
    Customer (non-interbank) deposits of deposit takers as a percentage of their non-interbank loans.
  12. Liquiditätsdeckungsquote
    Indicator · IND · %
    High-quality liquid assets of deposit takers as a percentage of total net cash outflows over a 30-day stress period, Basel III definition.
  13. Offene Netto-Devisenposition im Verhältnis zum Kapital (absolut)
    Indicator · IND · %
    Absolute value of deposit takers’ net open position in foreign currencies (long or short, including off-balance-sheet) as a percentage of capital.
  14. Fremdwährungskredite, Anteil an allen Krediten (Kreditdollarisierung)
    Indicator · IND · %
    Loans of deposit takers denominated in or indexed to foreign currency as a percentage of total loans.
  15. Fremdwährungseinlagen, Anteil an allen Einlagen (Einlagendollarisierung)
    Indicator · IND · %
    Deposits held with deposit takers in foreign currency as a percentage of total deposits.
  16. Kredit-BIP-Lücke (BIZ)
    Indicator · IND · %
    Deviation of the ratio of total credit to the private non-financial sector to GDP from its long-run trend (one-sided HP filter, lambda 400 000), in percentage points, quarterly.
  17. Reales Wachstum der Kredite an den Privatsektor
    Indicator · IND · %
    Year-on-year growth of deposit takers’ credit to the private sector, deflated by consumer prices.
  18. Verschuldung der privaten Haushalte, Anteil am BIP
    Indicator · IND · %
    Debt of households and non-profit institutions serving households (loans and debt securities) as a percentage of GDP.
  19. Verschuldung nichtfinanzieller Unternehmen, Anteil am BIP
    Indicator · IND · %
    Debt of non-financial corporations (loans and debt securities) as a percentage of GDP.
  20. Realer Anstieg der Wohnimmobilienpreise
    Indicator · IND · %
    Year-on-year change in the residential property price index deflated by consumer prices.
  21. Verhältnis von Hauspreisen zu Einkommen, Abweichung vom langfristigen Durchschnitt
    Indicator · IND · %
    Ratio of nominal house prices to nominal disposable income per head, as a percentage deviation from its own long-run average.
  22. Bankexposition gegenüber CO2-intensiven Sektoren
    Indicator · IND · %
    Share of deposit takers’ loans to non-financial corporations extended to carbon-intensive activities (fossil-fuel extraction, refining, fossil power, cement, steel, chemicals, aviation and shipping), NACE-mapped.
  23. Bankkredite mit hohem physischem Klimarisiko
    Indicator · IND · %
    Share of deposit takers’ loans whose borrower operations or collateral lie in locations of high modelled physical climate hazard (Hazard Standard flood, storm, heat, wildfire, coastal), current climate.
  24. Absicherungslücke bei Naturkatastrophen
    Indicator · IND · %
    Share of economic losses from natural catastrophes not covered by insurance, ten-year rolling average.
  25. Volatilität des realen BIP-Wachstums (10 Jahre)
    Indicator · IND · %
    Standard deviation of annual real GDP growth over the latest ten years with data.
  26. Verbraucherpreisinflation
    Indicator · IND · %
    Annual percentage change in the consumer price index, period average.
  27. Wechselkursvolatilität (36 Monate)
    Indicator · IND · %
    Standard deviation of month-on-month log changes of the local-currency per US dollar rate over 36 months, annualised.
  28. Arbeitslosenquote
    Indicator · IND · %
    Share of the labour force without work but available for and seeking employment (ILO definition).
  29. Banking-sector solvency sub-index
    Sub-index · SUB · w 2 · 22.2%
    Composite of regulatory capital to risk-weighted assets, capital to assets, unprovisioned NPLs to capital and return on assets.
  30. Asset-quality stress sub-index
    Sub-index · SUB · w 1.5 · 16.7%
    Composite of the NPL ratio, provision coverage, sectoral loan concentration and bank exposure to the sovereign.
  31. Funding and liquidity sub-index
    Sub-index · SUB · w 1.5 · 16.7%
    Composite of liquid assets to total assets, liquid assets to short-term liabilities, deposits to loans and the liquidity coverage ratio.
  32. Foreign-exchange mismatch sub-index
    Sub-index · SUB · w 1.5 · 16.7%
    Composite of the absolute net open FX position to capital and credit and deposit dollarisation.
  33. Credit and asset-price imbalance sub-index
    Sub-index · SUB · w 1.5 · 16.7%
    Composite of the BIS credit-to-GDP gap, real private-credit growth, household and corporate debt, and real house-price growth and overvaluation.
  34. Climate-related financial exposure sub-index
    Sub-index · SUB · w 0.5 · 5.6%
    Composite of bank exposure to carbon-intensive sectors, lending exposed to high physical climate risk and the natural-catastrophe protection gap.
  35. Macroeconomic instability sub-index
    Sub-index · SUB · w 0.5 · 5.6%
    Composite of growth volatility, inflation, exchange-rate volatility and unemployment.
  36. Index des Finanzstabilitätsrisikos
    Domain index · IDX · Mazziotta–Pareto
    Expert-weighted Mazziotta–Pareto aggregation of the six financial sub-indices and the MAC macroeconomic instability sub-index, each on 0–10, with a penalty for unbalanced profiles.
  37. Makrofinanzielle und strukturelle Fragilität
    Pillar · PILLAR · 5 indices
    How much fiscal, financial, external, digital and technological room does the system have before stress turns into crisis?
  38. NXS-GRX (canonical data, provenance and risk) Composite Risk
    Composite · COMPOSITE · four pillars
    Composite = (HTE × VUL × MSF × LCC)^(1/4), each pillar on 0–10 floored at 0.1; pillar = expert-weighted geometric mean of its domain indices
Nicht ausgeführtIn BearbeitungErledigt
FIG 2. 28 indicators, 7 components, real Indicator Standard weights (the bar under each node is its share). Select a node to trace what it feeds and what feeds it; Simulate run plays the computation in order. Schematic of the construction; source: Indicator Standard composite definitions.
02Simulator

Run this index’s own aggregation

Set each component, change the aggregation or the weight uncertainty, and watch the interval, the class probability and each component’s contribution respond.

FIG 3 · Simulator: aggregate financial stability risk on your numbers
Components (0 to 10)
3.0
5.0
7.0
4.0
6.0
3.0
5.0
25
1
–
läuft in Ihrem Browser
Contribution of each component (leave one out)
Simulator: the index’s published aggregation run on numbers you set, with 1,000 draws over weights and aggregation. The slider positions are starting points for the explainer, not NXS-GRX values. Simulated on your own inputs; not a measured result.
03Methode

Treatment, normalisation, weighting, aggregation, uncertainty

Treatment
NONE
Outlier rule
|skew| > 2, kurtosis > 3.5
Normalisation
IDENTITY
Imputation
NONE
Coverage minimum
71% of components
Modelled share cap
20% of weight
Weighting
Fachkundige
Aggregation
Mazziotta–Pareto
Scale
0 to 10
Unsicherheit
1,000 Monte Carlo runs over normalisation, weights, aggregation
Framework basis
OECD/JRC Handbook (2008); JRC COIN 10-step guide; Mazziotta–Pareto index (2016); IMF FSI Compilation Guide (2019)
Sehr niedrig0.0 bis < 2.0
Niedrig2.0 bis < 3.5
Mittel3.5 bis < 5.0
Hoch5.0 bis < 6.5
Sehr hoch6.5 bis 10.0
04Components

7 components, 28 indicators

Banking-sector solvency sub-index w 2

Composite of regulatory capital to risk-weighted assets, capital to assets, unprovisioned NPLs to capital and return on assets.

IndikatorEinheitEvidenzQuellenAnteil
Regulatorisches Kapital im Verhältnis zu risikogewichteten AktivaIND.FIN.capital.regulatory_capital_rwa%Class Aimf-fsi, national-supervisor25.0%
Kapital im Verhältnis zur Bilanzsumme (Verschuldung)IND.FIN.capital.capital_to_assets%Class Aimf-fsi, wb-wdi25.0%
Notleidende Kredite abzüglich Rückstellungen im Verhältnis zum KapitalIND.FIN.capital.npl_net_capital%Class Aimf-fsi, national-supervisor25.0%
GesamtkapitalrenditeIND.FIN.earnings.roa%Class Aimf-fsi, national-supervisor25.0%

Asset-quality stress sub-index w 1.5

Composite of the NPL ratio, provision coverage, sectoral loan concentration and bank exposure to the sovereign.

IndikatorEinheitEvidenzQuellenAnteil
Notleidende Kredite im Verhältnis zu den Bruttokrediten insgesamtIND.FIN.asset_quality.npl_ratio%Class Aimf-fsi, wb-wdi, national-supervisor37.5%
Rückstellungen im Verhältnis zu notleidenden KreditenIND.FIN.asset_quality.provisions_to_npl%Class Aimf-fsi, national-supervisor25.0%
Kreditkonzentration nach WirtschaftszweigIND.FIN.asset_quality.loan_concentration%Class Aimf-fsi18.8%
Bankforderungen gegenüber dem Gesamtstaat, Anteil an den BankaktivaIND.FIN.asset_quality.sovereign_exposure%Class Aimf-mfs, national-central-bank18.8%

Funding and liquidity sub-index w 1.5

Composite of liquid assets to total assets, liquid assets to short-term liabilities, deposits to loans and the liquidity coverage ratio.

IndikatorEinheitEvidenzQuellenAnteil
Liquide Aktiva im Verhältnis zur BilanzsummeIND.FIN.liquidity.liquid_assets_total%Class Aimf-fsi, wb-wdi28.6%
Liquide Aktiva im Verhältnis zu kurzfristigen VerbindlichkeitenIND.FIN.liquidity.liquid_assets_st_liabilities%Class Aimf-fsi, national-supervisor28.6%
Kundeneinlagen im Verhältnis zu den Krediten außerhalb des InterbankenmarktsIND.FIN.liquidity.deposits_to_loans%Class Aimf-fsi28.6%
LiquiditätsdeckungsquoteIND.FIN.liquidity.lcr%Class Aimf-fsi, national-supervisor14.3%

Foreign-exchange mismatch sub-index w 1.5

Composite of the absolute net open FX position to capital and credit and deposit dollarisation.

IndikatorEinheitEvidenzQuellenAnteil
Offene Netto-Devisenposition im Verhältnis zum Kapital (absolut)IND.FIN.fx.net_open_position_capital%Class Aimf-fsi, national-supervisor33.3%
Fremdwährungskredite, Anteil an allen Krediten (Kreditdollarisierung)IND.FIN.fx.fx_loans_share%Class Aimf-fsi, national-central-bank33.3%
Fremdwährungseinlagen, Anteil an allen Einlagen (Einlagendollarisierung)IND.FIN.fx.fx_deposits_share%Class Aimf-mfs, national-central-bank, imf-fsi33.3%

Credit and asset-price imbalance sub-index w 1.5

Composite of the BIS credit-to-GDP gap, real private-credit growth, household and corporate debt, and real house-price growth and overvaluation.

IndikatorEinheitEvidenzQuellenAnteil
Kredit-BIP-Lücke (BIZ)IND.FIN.depth.credit_gap%Class Bbis-credit-gap25.0%
Reales Wachstum der Kredite an den PrivatsektorIND.FIN.depth.private_credit_growth%Class Aimf-mfs, imf-fsi16.7%
Verschuldung der privaten Haushalte, Anteil am BIPIND.FIN.depth.household_debt.gdp%Class Abis-credit, imf-gdd, imf-fsi16.7%
Verschuldung nichtfinanzieller Unternehmen, Anteil am BIPIND.FIN.depth.nfc_debt.gdp%Class Abis-credit, imf-gdd, imf-fsi16.7%
Realer Anstieg der WohnimmobilienpreiseIND.FIN.housing.real_house_price_growth%Class Bbis-rpp, oecd-house-prices, imf-fsi12.5%
Verhältnis von Hauspreisen zu Einkommen, Abweichung vom langfristigen DurchschnittIND.FIN.housing.price_to_income_gap%Class Boecd-house-prices, derived:bis-rpp12.5%

Climate-related financial exposure sub-index w 0.5

Composite of bank exposure to carbon-intensive sectors, lending exposed to high physical climate risk and the natural-catastrophe protection gap.

IndikatorEinheitEvidenzQuellenAnteil
Bankexposition gegenüber CO2-intensiven SektorenIND.FIN.climate_finance.carbon_intensive_exposure%Class Dderived:national-supervisor-credit-register, ngfs-scenarios, bcbs-climate-disclosure-202533.3%
Bankkredite mit hohem physischem KlimarisikoIND.FIN.climate_finance.physical_risk_lending%Class Ederived:nhs-1-hazard-layers, national-supervisor-credit-register, bcbs-climate-disclosure-202533.3%
Absicherungslücke bei NaturkatastrophenIND.FIN.nbfi.nat_cat_protection_gap%Class Cswiss-re-sigma:licensed, munich-re-natcat:licensed, emdat, eiopa-protection-gap33.3%

Macroeconomic instability sub-index w 0.5

Composite of growth volatility, inflation, exchange-rate volatility and unemployment.

IndikatorEinheitEvidenzQuellenAnteil
Volatilität des realen BIP-Wachstums (10 Jahre)IND.MAC.output.growth_volatility%Class Aderived:nis:IND.MAC.output.real_gdp_growth25.0%
VerbraucherpreisinflationIND.MAC.prices.cpi_inflation%Class Awb-wdi, imf-weo, imf-cpi25.0%
Wechselkursvolatilität (36 Monate)IND.MAC.monetary.exchange_rate_volatility%Class Aderived:imf-ifs-exchange-rates25.0%
ArbeitslosenquoteIND.MAC.labour.unemployment_rate%Class Cilo-ilostat, wb-wdi25.0%
05Domäne

Finanzsystem

Soundness, depth and vulnerabilities of banks, non-banks, households, corporates and markets, including climate-related financial risk.

Sub-domainIndikatoren
Capital adequacy5
Asset quality4
Earnings2
Liquidity and funding5
Foreign-exchange risk3
Financial depth and inclusion6
Real estate2
Non-bank financial intermediation3
Climate-related financial exposure2

Anchor frameworks (pillar structure and definitions only): IMF FSI 2019 guide; BCBS climate disclosure 2025; NGFS scenarios.

06Indikatoren

All 32 financial system indicators

FIG 4 · Indicators in scope, by domain and sub-domain
FIN · 32
Area is the number of indicator definitions; colour is the pillar the domain feeds (Macroeconomy and Space feed through their indices). Select a block to filter the table. Source: Indicator Standard Nexus Indicator Standard register.
IndikatorDomäneSub-domainKomponenteEinheitEbenenCrosswalks
Regulatorisches Kapital im Verhältnis zu risikogewichteten AktivaIND.FIN.capital.regulatory_capital_rwaFINCapital adequacycoping capacity%COUNTRYIMF_FSI FSKRC_PT
Kernkapital (Tier 1) im Verhältnis zu risikogewichteten AktivaIND.FIN.capital.tier1_rwaFINCapital adequacycoping capacity%COUNTRYIMF_FSI FSKRTC_PT
Hartes Kernkapital (CET1) im Verhältnis zu risikogewichteten AktivaIND.FIN.capital.cet1_rwaFINCapital adequacycoping capacity%COUNTRYIMF_FSI FSCET_PT
Kapital im Verhältnis zur Bilanzsumme (Verschuldung)IND.FIN.capital.capital_to_assetsFINCapital adequacycoping capacity%COUNTRYIMF_FSI FSKA_PT WB_WDI FB.BNK.CAPA.ZS
Notleidende Kredite abzüglich Rückstellungen im Verhältnis zum KapitalIND.FIN.capital.npl_net_capitalFINCapital adequacyvulnerability%COUNTRYIMF_FSI FSKNL_PT
Notleidende Kredite im Verhältnis zu den Bruttokrediten insgesamtIND.FIN.asset_quality.npl_ratioFINAsset qualityvulnerability%COUNTRYIMF_FSI FSANL_PT WB_WDI FB.AST.NPER.ZS
Rückstellungen im Verhältnis zu notleidenden KreditenIND.FIN.asset_quality.provisions_to_nplFINAsset qualitycoping capacity%COUNTRYIMF_FSI FSPN_PT
Kreditkonzentration nach WirtschaftszweigIND.FIN.asset_quality.loan_concentrationFINAsset qualityvulnerability%COUNTRYIMF_FSI FSCLE_PT
Bankforderungen gegenüber dem Gesamtstaat, Anteil an den BankaktivaIND.FIN.asset_quality.sovereign_exposureFINAsset qualityvulnerability%COUNTRYIMF_FSI FSASDG_PT
GesamtkapitalrenditeIND.FIN.earnings.roaFINEarningscoping capacity%COUNTRYIMF_FSI FSERA_PT
EigenkapitalrenditeIND.FIN.earnings.roeFINEarningscoping capacity%COUNTRYIMF_FSI FSERE_PT
Liquide Aktiva im Verhältnis zur BilanzsummeIND.FIN.liquidity.liquid_assets_totalFINLiquidity and fundingcoping capacity%COUNTRYIMF_FSI FSLT_PT WB_WDI FD.RES.LIQU.AS.ZS
Liquide Aktiva im Verhältnis zu kurzfristigen VerbindlichkeitenIND.FIN.liquidity.liquid_assets_st_liabilitiesFINLiquidity and fundingcoping capacity%COUNTRYIMF_FSI FSLS_PT
LiquiditätsdeckungsquoteIND.FIN.liquidity.lcrFINLiquidity and fundingcoping capacity%COUNTRYIMF_FSI FSLCR_PT
Strukturelle Liquiditätsquote (NSFR)IND.FIN.liquidity.nsfrFINLiquidity and fundingcoping capacity%COUNTRYIMF_FSI FSNSF_PT
Kundeneinlagen im Verhältnis zu den Krediten außerhalb des InterbankenmarktsIND.FIN.liquidity.deposits_to_loansFINLiquidity and fundingcoping capacity%COUNTRYIMF_FSI FSCD_PT
Offene Netto-Devisenposition im Verhältnis zum Kapital (absolut)IND.FIN.fx.net_open_position_capitalFINForeign-exchange riskvulnerability%COUNTRYIMF_FSI FSSNO_PT
Fremdwährungskredite, Anteil an allen Krediten (Kreditdollarisierung)IND.FIN.fx.fx_loans_shareFINForeign-exchange riskvulnerability%COUNTRYIMF_FSI FSFC_PT
Fremdwährungseinlagen, Anteil an allen Einlagen (Einlagendollarisierung)IND.FIN.fx.fx_deposits_shareFINForeign-exchange riskvulnerability%COUNTRYIMF_FSI FSFCD_PT
Inländische Kredite an den Privatsektor, Anteil am BIPIND.FIN.depth.private_credit.gdpFINFinancial depth and inclusioncontext%COUNTRYWB_WDI FS.AST.PRVT.GD.ZS WB_WDI GFDD.DI.14
Kredit-BIP-Lücke (BIZ)IND.FIN.depth.credit_gapFINFinancial depth and inclusionvulnerability%COUNTRY
Reales Wachstum der Kredite an den PrivatsektorIND.FIN.depth.private_credit_growthFINFinancial depth and inclusionvulnerability%COUNTRYIMF_FSI FSCGPS_PT
Verschuldung der privaten Haushalte, Anteil am BIPIND.FIN.depth.household_debt.gdpFINFinancial depth and inclusionvulnerability%COUNTRYIMF_FSI FSHG_PT
Verschuldung nichtfinanzieller Unternehmen, Anteil am BIPIND.FIN.depth.nfc_debt.gdpFINFinancial depth and inclusionvulnerability%COUNTRYIMF_FSI FSTDGDP_PT
Kontobesitz, ErwachseneIND.FIN.depth.account_ownershipFINFinancial depth and inclusioncoping capacity%COUNTRYWB_WDI FX.OWN.TOTL.ZS SDG 8.10.2
Realer Anstieg der WohnimmobilienpreiseIND.FIN.housing.real_house_price_growthFINReal estatevulnerability%COUNTRYIMF_FSI FSREPRR_PC_CP_A_PT
Verhältnis von Hauspreisen zu Einkommen, Abweichung vom langfristigen DurchschnittIND.FIN.housing.price_to_income_gapFINReal estatevulnerability%COUNTRY, CITY
Vermögen sonstiger Finanzinstitute, Anteil am BIPIND.FIN.nbfi.ofc_assets.gdpFINNon-bank financial intermediationcontext%COUNTRYIMF_FSI FSFAG_PT
Versicherungsdichte (Prämien zum BIP)IND.FIN.nbfi.insurance_penetrationFINNon-bank financial intermediationcoping capacity%COUNTRYWB_WDI GFDD.DI.09 WB_WDI GFDD.DI.10
Absicherungslücke bei NaturkatastrophenIND.FIN.nbfi.nat_cat_protection_gapFINNon-bank financial intermediationvulnerability%REGION, COUNTRY
Bankexposition gegenüber CO2-intensiven SektorenIND.FIN.climate_finance.carbon_intensive_exposureFINClimate-related financial exposureexposure%COUNTRY
Bankkredite mit hohem physischem KlimarisikoIND.FIN.climate_finance.physical_risk_lendingFINClimate-related financial exposureexposure%COUNTRY
07Kennwert

Financial stability risk index, world

The world reading of this index, every country as a tile and the largest movements since the previous edition.

NXS-GRX · FIN · 195 profiles · 0–10 scale
Financial stability risk index, world
–
Werte erscheinen mit der Ausgabe; Intervall, Klasse und Veränderung werden hier angezeigt.
Vorherige Ausgabe
–
Range since 2016
–
Gekoppeltes Gesamtmaß
–
Kopplungswert S
–
Pulse, letzte Woche
–
Outlook, 12 months
–
Methode
Indicator Standard 1.0 · NXS-GRX 2026
Ziehungen
1,000
Financial stability risk index, world, by edition

Noch keine veröffentlichten Werte. Die erste Ausgabe zeichnet hier den Verlauf mit Intervallband und Klassengrenzen.

The line is the point value by edition; the band is the 90% interval; dashed lines are the class bounds at 2, 3.5, 5 and 6.5.
Afrika54
DZA AGO BEN BWA BFA BDI CPV CMR CAF TCD COM COG CIV COD DJI EGY GNQ ERI SWZ ETH GAB GMB GHA GIN GNB KEN LSO LBR LBY MDG MWI MLI MRT MUS MAR MOZ NAM NER NGA RWA STP SEN SYC SLE SOM ZAF SSD SDN TGO TUN UGA TZA ZMB ZWE
Amerika35
ATG ARG BHS BRB BLZ BOL BRA CAN CHL COL CRI CUB DMA DOM ECU SLV GRD GTM GUY HTI HND JAM MEX NIC PAN PRY PER KNA LCA VCT SUR TTO USA URY VEN
Asien48
AFG ARM AZE BHR BGD BTN BRN KHM CHN CYP PRK GEO IND IDN IRN IRQ ISR JPN JOR KAZ KWT KGZ LAO LBN MYS MDV MNG MMR NPL OMN PAK PHL QAT KOR SAU SGP LKA PSE SYR TJK THA TLS TUR TKM ARE UZB VNM YEM
Europa44
ALB AND AUT BLR BEL BIH BGR HRV CZE DNK EST FIN FRA DEU GRC VAT HUN ISL IRL ITA LVA LIE LTU LUX MLT MCO MNE NLD MKD NOR POL PRT MDA ROU RUS SMR SRB SVK SVN ESP SWE CHE UKR GBR
Ozeanien14
AUS FJI KIR MHL FSM NRU NZL PLW PNG WSM SLB TON TUV VUT
Noch keine Veränderungen. Veränderungen gegenüber der vorherigen Ausgabe werden ab der zweiten Ausgabe hier aufgeführt, mit den Indikatoren, die sie bewirkt haben.
08Werte

Country values

FIG 5 · Financial stability risk index: countries (values when released)
Karte wird geladen
AndorraAntigua und BarbudaBahrainBarbadosKomorenCabo VerdeDominicaMikronesien (Föderierte Staaten von)GrenadaKiribatiSt. Kitts und NevisSt. LuciaLiechtensteinMonacoMaledivenMarshallinselnMaltaMauritiusNauruPalauSingapurSan MarinoSão Tomé und PríncipeSeychellenTongaTuvaluHeiliger StuhlSt. Vincent und die GrenadinenSamoa
Equal Earth · Natural Earth 1:110mValues when released
Until the first edition is released the map shows UN M49 regions or the Nexus Reports edition; it then shows this index’s classes with each country’s interval on hover. Countries are listed by name, never ordered by value.
Kacheln
/api/v1/public/grix/risk-products/tiles/fin/{z}/{x}/{y}.mvt
Beobachtungsschlüssel
nis:IDX.FIN.capital.financial_stability_risk:{ISO3}:{YEAR}:A
09Reihen

Series that read this index

GLBGlobal SystemsThe state of interdependent global risk: the twenty domain indices aggregated to the world, the five core systems (water, energy, food, health, biodiversity) and their couplings, the global tail register and the gap between perceived and measured risk. GS-05Global Finance and economyFiscal and public debt risk, financial stability, external dependence, inflation and growth at risk, and the macro-financial channels of physical and transition risk. SR-08Financial contagion and systemic financeInterconnected exposures, sovereign–bank links, capital-flow reversals and contagion through financial networks. XT-05Quantum-relevant securityCryptographic resilience and the migration to post-quantum cryptography across public and financial systems. XT-17Distributed ledgers and decentralised infrastructureDistributed ledgers and decentralised physical infrastructure networks: operational, financial-stability and governance risk.
10Validity

Crosswalks and validity checks

Crosswalks map leaf indicators to source code lists; established indices are used for validity checks, never re-weighted as inputs.

Code systemLeaf indicators mapped
IMF_FSI19
WB_WDI5
IMF_WEO1
SDG1
ILO1
11Im gesamten Nexus

Platforms, standards and ways to take part

Field and service platforms of GCRI, GRF and GRA, the Nexus Risk Standards for this domain, learning, working groups and open calls. Every link is a live page.

12Zitieren

Zitieren und weiterverwenden

GCRI Canada (2026). The Global Risks Index (NXS-GRX): Financial stability risk index (GRX-IDX-FIN), Baseline Edition 2026. Preparatory working draft. https://risksindex.com/indices/financial-stability-risk/ UNI NXS-GRX-AR-000121.

See this index in every country profile

Each profile shows this index with its interval and class once released.

Country profiles All indices

Status

Methodik, Struktur und Definitionen des Global Risks Index sind ein vorbereitender Arbeitsentwurf (2026), der zur Prüfung und Stellungnahme und nicht zur Umsetzung verbreitet wird. Kein Wert erscheint, bevor eine Ausgabe aus einem geregelten Evidenzschnitt veröffentlicht ist; die Werte tragen dann Intervalle, Klassen, Quellen und ihren Korrekturweg. Die Simulatoren wenden die veröffentlichten Methoden auf Zahlen an, die Sie wählen, und zeigen niemals einen NXS-GRX-Wert.

Was NXS-GRX nicht ist

NXS-GRX ist eine Forschungs- und Risikoanalyseinformation. Es ist kein Kredit- oder ESG-Rating und verwendet keine Ratingskala, kein Referenzwert für Finanzinstrumente, keine amtliche Statistik, keine Notfallwarnung oder amtliche Einstufung und keine Beratung. Es darf nicht zur Bewertung natürlicher Personen verwendet werden. Risikoklassen sind Bänder auf einer veröffentlichten Skala, niemals Rangfolgen von Ländern oder Personen.

Institutionen und Quellen

The Nexus Consortium is stewarded by three independent not-for-profit institutions: The Global Centre for Risk and Innovation (GCRI), through GCRI US in Washington, DC and GCRI Canada in Ontario, with GCRI Canada as Lead Institution, Consortium Secretariat and lead contracting organisation; 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.

Jeder Wert trägt die Namensnennung seiner Quellen, die ihre eigenen Lizenzen behalten. Externe Namen werden nur zur Interoperabilität zitiert. Von Nexus verfasste Texte sollen bei Veröffentlichung unter CC BY 4.0 stehen.

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.