Skip to content
Foundry
El Global Risks Index
The Global Risks Index · GRX-IDX-FIN · MSF Macro-financial and structural fragility

Índice de riesgo para la estabilidad financiera

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

Incertidumbre

1,000 draws

normalisation, weights, aggregation

Estructura

7 components

28 leaf indicators

Cobertura

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
Grafo
01Indicadores
02Sub-indices
03Domain index
04Pilar
05Compuesto
100%
Índice
  1. Capital regulatorio sobre activos ponderados por riesgo
    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. Capital sobre activos totales (apalancamiento)
    Indicator · IND · %
    Tier 1 capital of deposit takers as a percentage of total (unweighted) assets.
  3. Préstamos dudosos netos de provisiones sobre capital
    Indicator · IND · %
    Non-performing loans of deposit takers minus specific loan-loss provisions, as a percentage of capital.
  4. Rentabilidad sobre activos
    Indicator · IND · %
    Net income before extraordinary items and taxes of deposit takers as a percentage of average total assets.
  5. Préstamos dudosos sobre préstamos brutos totales
    Indicator · IND · %
    Loans of deposit takers more than 90 days past due or otherwise impaired, as a percentage of total gross loans.
  6. Provisiones sobre préstamos dudosos
    Indicator · IND · %
    Specific loan-loss provisions of deposit takers as a percentage of non-performing loans.
  7. Concentración de préstamos por actividad económica
    Indicator · IND · %
    Share of deposit takers’ loans to resident non-financial corporations held in the two largest economic activities (ISIC sections).
  8. Créditos bancarios al gobierno general, porcentaje de los activos bancarios
    Indicator · IND · %
    Deposit takers’ holdings of general government debt securities and loans to general government as a percentage of their total assets.
  9. Activos líquidos sobre activos totales
    Indicator · IND · %
    Core liquid assets of deposit takers (cash, central-bank reserves, short-term marketable securities) as a percentage of total assets.
  10. Activos líquidos sobre pasivos a corto plazo
    Indicator · IND · %
    Core liquid assets of deposit takers as a percentage of liabilities with residual maturity of one year or less.
  11. Depósitos de clientes sobre préstamos no interbancarios totales
    Indicator · IND · %
    Customer (non-interbank) deposits of deposit takers as a percentage of their non-interbank loans.
  12. Coeficiente de cobertura de liquidez
    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. Posición abierta neta en moneda extranjera sobre capital (absoluta)
    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. Préstamos en moneda extranjera, porcentaje del total de préstamos (dolarización del crédito)
    Indicator · IND · %
    Loans of deposit takers denominated in or indexed to foreign currency as a percentage of total loans.
  15. Depósitos en moneda extranjera, porcentaje del total de depósitos (dolarización de los depósitos)
    Indicator · IND · %
    Deposits held with deposit takers in foreign currency as a percentage of total deposits.
  16. Brecha crédito/PIB (BPI)
    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. Crecimiento real del crédito al sector privado
    Indicator · IND · %
    Year-on-year growth of deposit takers’ credit to the private sector, deflated by consumer prices.
  18. Deuda de los hogares, porcentaje del PIB
    Indicator · IND · %
    Debt of households and non-profit institutions serving households (loans and debt securities) as a percentage of GDP.
  19. Deuda de las empresas no financieras, porcentaje del PIB
    Indicator · IND · %
    Debt of non-financial corporations (loans and debt securities) as a percentage of GDP.
  20. Crecimiento real de los precios de la vivienda
    Indicator · IND · %
    Year-on-year change in the residential property price index deflated by consumer prices.
  21. Relación entre precio de la vivienda e ingresos, desviación respecto de la media a largo plazo
    Indicator · IND · %
    Ratio of nominal house prices to nominal disposable income per head, as a percentage deviation from its own long-run average.
  22. Exposición bancaria a sectores intensivos en carbono
    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. Préstamos bancarios expuestos a un alto riesgo físico climático
    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. Brecha de protección ante catástrofes naturales
    Indicator · IND · %
    Share of economic losses from natural catastrophes not covered by insurance, ten-year rolling average.
  25. Volatilidad del crecimiento del PIB real (10 años)
    Indicator · IND · %
    Standard deviation of annual real GDP growth over the latest ten years with data.
  26. Inflación de precios al consumidor
    Indicator · IND · %
    Annual percentage change in the consumer price index, period average.
  27. Volatilidad del tipo de cambio (36 meses)
    Indicator · IND · %
    Standard deviation of month-on-month log changes of the local-currency per US dollar rate over 36 months, annualised.
  28. Tasa de desempleo
    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. Índice de riesgo para la estabilidad financiera
    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. Fragilidad macrofinanciera y estructural
    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
Sin ejecutarEn cursoCompletado
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
–
se ejecuta en su navegador
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.
03Método

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
experto
Aggregation
Mazziotta–Pareto
Scale
0 to 10
Incertidumbre
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)
Muy bajo0,0 a < 2,0
Bajo2,0 a < 3,5
Medio3,5 a < 5,0
Alto5,0 a < 6,5
Muy alto6.5 a 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.

IndicadorUnidadEvidenciaFuentesProporción
Capital regulatorio sobre activos ponderados por riesgoIND.FIN.capital.regulatory_capital_rwa%Class Aimf-fsi, national-supervisor25.0%
Capital sobre activos totales (apalancamiento)IND.FIN.capital.capital_to_assets%Class Aimf-fsi, wb-wdi25.0%
Préstamos dudosos netos de provisiones sobre capitalIND.FIN.capital.npl_net_capital%Class Aimf-fsi, national-supervisor25.0%
Rentabilidad sobre activosIND.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.

IndicadorUnidadEvidenciaFuentesProporción
Préstamos dudosos sobre préstamos brutos totalesIND.FIN.asset_quality.npl_ratio%Class Aimf-fsi, wb-wdi, national-supervisor37.5%
Provisiones sobre préstamos dudososIND.FIN.asset_quality.provisions_to_npl%Class Aimf-fsi, national-supervisor25.0%
Concentración de préstamos por actividad económicaIND.FIN.asset_quality.loan_concentration%Class Aimf-fsi18.8%
Créditos bancarios al gobierno general, porcentaje de los activos bancariosIND.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.

IndicadorUnidadEvidenciaFuentesProporción
Activos líquidos sobre activos totalesIND.FIN.liquidity.liquid_assets_total%Class Aimf-fsi, wb-wdi28.6%
Activos líquidos sobre pasivos a corto plazoIND.FIN.liquidity.liquid_assets_st_liabilities%Class Aimf-fsi, national-supervisor28.6%
Depósitos de clientes sobre préstamos no interbancarios totalesIND.FIN.liquidity.deposits_to_loans%Class Aimf-fsi28.6%
Coeficiente de cobertura de liquidezIND.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.

IndicadorUnidadEvidenciaFuentesProporción
Posición abierta neta en moneda extranjera sobre capital (absoluta)IND.FIN.fx.net_open_position_capital%Class Aimf-fsi, national-supervisor33.3%
Préstamos en moneda extranjera, porcentaje del total de préstamos (dolarización del crédito)IND.FIN.fx.fx_loans_share%Class Aimf-fsi, national-central-bank33.3%
Depósitos en moneda extranjera, porcentaje del total de depósitos (dolarización de los depósitos)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.

IndicadorUnidadEvidenciaFuentesProporción
Brecha crédito/PIB (BPI)IND.FIN.depth.credit_gap%Class Bbis-credit-gap25.0%
Crecimiento real del crédito al sector privadoIND.FIN.depth.private_credit_growth%Class Aimf-mfs, imf-fsi16.7%
Deuda de los hogares, porcentaje del PIBIND.FIN.depth.household_debt.gdp%Class Abis-credit, imf-gdd, imf-fsi16.7%
Deuda de las empresas no financieras, porcentaje del PIBIND.FIN.depth.nfc_debt.gdp%Class Abis-credit, imf-gdd, imf-fsi16.7%
Crecimiento real de los precios de la viviendaIND.FIN.housing.real_house_price_growth%Class Bbis-rpp, oecd-house-prices, imf-fsi12.5%
Relación entre precio de la vivienda e ingresos, desviación respecto de la media a largo plazoIND.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.

IndicadorUnidadEvidenciaFuentesProporción
Exposición bancaria a sectores intensivos en carbonoIND.FIN.climate_finance.carbon_intensive_exposure%Class Dderived:national-supervisor-credit-register, ngfs-scenarios, bcbs-climate-disclosure-202533.3%
Préstamos bancarios expuestos a un alto riesgo físico climáticoIND.FIN.climate_finance.physical_risk_lending%Class Ederived:nhs-1-hazard-layers, national-supervisor-credit-register, bcbs-climate-disclosure-202533.3%
Brecha de protección ante catástrofes naturalesIND.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.

IndicadorUnidadEvidenciaFuentesProporción
Volatilidad del crecimiento del PIB real (10 años)IND.MAC.output.growth_volatility%Class Aderived:nis:IND.MAC.output.real_gdp_growth25.0%
Inflación de precios al consumidorIND.MAC.prices.cpi_inflation%Class Awb-wdi, imf-weo, imf-cpi25.0%
Volatilidad del tipo de cambio (36 meses)IND.MAC.monetary.exchange_rate_volatility%Class Aderived:imf-ifs-exchange-rates25.0%
Tasa de desempleoIND.MAC.labour.unemployment_rate%Class Cilo-ilostat, wb-wdi25.0%
05Dominio

Sistema financiero

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

Sub-domainIndicadores
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.

06Indicadores

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.
IndicadorDominioSub-domainComponenteUnidadNivelesCrosswalks
Capital regulatorio sobre activos ponderados por riesgoIND.FIN.capital.regulatory_capital_rwaFINCapital adequacycoping capacity%COUNTRYIMF_FSI FSKRC_PT
Capital de nivel 1 sobre activos ponderados por riesgoIND.FIN.capital.tier1_rwaFINCapital adequacycoping capacity%COUNTRYIMF_FSI FSKRTC_PT
Capital ordinario de nivel 1 sobre activos ponderados por riesgoIND.FIN.capital.cet1_rwaFINCapital adequacycoping capacity%COUNTRYIMF_FSI FSCET_PT
Capital sobre activos totales (apalancamiento)IND.FIN.capital.capital_to_assetsFINCapital adequacycoping capacity%COUNTRYIMF_FSI FSKA_PT WB_WDI FB.BNK.CAPA.ZS
Préstamos dudosos netos de provisiones sobre capitalIND.FIN.capital.npl_net_capitalFINCapital adequacyvulnerability%COUNTRYIMF_FSI FSKNL_PT
Préstamos dudosos sobre préstamos brutos totalesIND.FIN.asset_quality.npl_ratioFINAsset qualityvulnerability%COUNTRYIMF_FSI FSANL_PT WB_WDI FB.AST.NPER.ZS
Provisiones sobre préstamos dudososIND.FIN.asset_quality.provisions_to_nplFINAsset qualitycoping capacity%COUNTRYIMF_FSI FSPN_PT
Concentración de préstamos por actividad económicaIND.FIN.asset_quality.loan_concentrationFINAsset qualityvulnerability%COUNTRYIMF_FSI FSCLE_PT
Créditos bancarios al gobierno general, porcentaje de los activos bancariosIND.FIN.asset_quality.sovereign_exposureFINAsset qualityvulnerability%COUNTRYIMF_FSI FSASDG_PT
Rentabilidad sobre activosIND.FIN.earnings.roaFINEarningscoping capacity%COUNTRYIMF_FSI FSERA_PT
Rentabilidad sobre fondos propiosIND.FIN.earnings.roeFINEarningscoping capacity%COUNTRYIMF_FSI FSERE_PT
Activos líquidos sobre activos totalesIND.FIN.liquidity.liquid_assets_totalFINLiquidity and fundingcoping capacity%COUNTRYIMF_FSI FSLT_PT WB_WDI FD.RES.LIQU.AS.ZS
Activos líquidos sobre pasivos a corto plazoIND.FIN.liquidity.liquid_assets_st_liabilitiesFINLiquidity and fundingcoping capacity%COUNTRYIMF_FSI FSLS_PT
Coeficiente de cobertura de liquidezIND.FIN.liquidity.lcrFINLiquidity and fundingcoping capacity%COUNTRYIMF_FSI FSLCR_PT
Coeficiente de financiación estable netaIND.FIN.liquidity.nsfrFINLiquidity and fundingcoping capacity%COUNTRYIMF_FSI FSNSF_PT
Depósitos de clientes sobre préstamos no interbancarios totalesIND.FIN.liquidity.deposits_to_loansFINLiquidity and fundingcoping capacity%COUNTRYIMF_FSI FSCD_PT
Posición abierta neta en moneda extranjera sobre capital (absoluta)IND.FIN.fx.net_open_position_capitalFINForeign-exchange riskvulnerability%COUNTRYIMF_FSI FSSNO_PT
Préstamos en moneda extranjera, porcentaje del total de préstamos (dolarización del crédito)IND.FIN.fx.fx_loans_shareFINForeign-exchange riskvulnerability%COUNTRYIMF_FSI FSFC_PT
Depósitos en moneda extranjera, porcentaje del total de depósitos (dolarización de los depósitos)IND.FIN.fx.fx_deposits_shareFINForeign-exchange riskvulnerability%COUNTRYIMF_FSI FSFCD_PT
Crédito interno al sector privado, porcentaje del PIBIND.FIN.depth.private_credit.gdpFINFinancial depth and inclusioncontext%COUNTRYWB_WDI FS.AST.PRVT.GD.ZS WB_WDI GFDD.DI.14
Brecha crédito/PIB (BPI)IND.FIN.depth.credit_gapFINFinancial depth and inclusionvulnerability%COUNTRY
Crecimiento real del crédito al sector privadoIND.FIN.depth.private_credit_growthFINFinancial depth and inclusionvulnerability%COUNTRYIMF_FSI FSCGPS_PT
Deuda de los hogares, porcentaje del PIBIND.FIN.depth.household_debt.gdpFINFinancial depth and inclusionvulnerability%COUNTRYIMF_FSI FSHG_PT
Deuda de las empresas no financieras, porcentaje del PIBIND.FIN.depth.nfc_debt.gdpFINFinancial depth and inclusionvulnerability%COUNTRYIMF_FSI FSTDGDP_PT
Titularidad de cuentas, adultosIND.FIN.depth.account_ownershipFINFinancial depth and inclusioncoping capacity%COUNTRYWB_WDI FX.OWN.TOTL.ZS SDG 8.10.2
Crecimiento real de los precios de la viviendaIND.FIN.housing.real_house_price_growthFINReal estatevulnerability%COUNTRYIMF_FSI FSREPRR_PC_CP_A_PT
Relación entre precio de la vivienda e ingresos, desviación respecto de la media a largo plazoIND.FIN.housing.price_to_income_gapFINReal estatevulnerability%COUNTRY, CITY
Activos de otras sociedades financieras, porcentaje del PIBIND.FIN.nbfi.ofc_assets.gdpFINNon-bank financial intermediationcontext%COUNTRYIMF_FSI FSFAG_PT
Penetración del seguro (primas sobre PIB)IND.FIN.nbfi.insurance_penetrationFINNon-bank financial intermediationcoping capacity%COUNTRYWB_WDI GFDD.DI.09 WB_WDI GFDD.DI.10
Brecha de protección ante catástrofes naturalesIND.FIN.nbfi.nat_cat_protection_gapFINNon-bank financial intermediationvulnerability%REGION, COUNTRY
Exposición bancaria a sectores intensivos en carbonoIND.FIN.climate_finance.carbon_intensive_exposureFINClimate-related financial exposureexposure%COUNTRY
Préstamos bancarios expuestos a un alto riesgo físico climáticoIND.FIN.climate_finance.physical_risk_lendingFINClimate-related financial exposureexposure%COUNTRY
07Cita

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
–
Los valores se publican con la edición; el intervalo, la clase y la variación aparecen aquí.
Edición anterior
–
Range since 2016
–
Compuesto acoplado
–
Puntuación de acoplamiento S
–
Pulso, última semana
–
Outlook, 12 months
–
Método
Indicator Standard 1.0 · NXS-GRX 2026
Extracciones
1,000
Financial stability risk index, world, by edition

Aún no hay valores publicados. La primera edición trazará aquí la serie histórica con su banda de intervalo y los límites de clase.

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.
África54
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
Américas35
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
Asia48
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
Oceanía14
AUS FJI KIR MHL FSM NRU NZL PLW PNG WSM SLB TON TUV VUT
Aún no hay movimientos. A partir de la segunda edición, aquí se enumeran los cambios respecto de la edición anterior, con los indicadores que los provocaron.
08Valores

Country values

FIG 5 · Financial stability risk index: countries (values when released)
Cargando el mapa
AndorraAntigua y BarbudaBaréinBarbadosComorasCabo VerdeDominicaMicronesia (Estados Federados de)GranadaKiribatiSaint Kitts y NevisSanta LucíaLiechtensteinMónacoMaldivasIslas MarshallMaltaMauricioNauruPalaosSingapurSan MarinoSanto Tomé y PríncipeSeychellesTongaTuvaluSanta SedeSan Vicente y las GranadinasSamoa
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.
Teselas
/api/v1/public/grix/risk-products/tiles/fin/{z}/{x}/{y}.mvt
Clave de observación
nis:IDX.FIN.capital.financial_stability_risk:{ISO3}:{YEAR}:A
09Serie

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
11En todo el 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.

12Citar

Citar y reutilizar

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

Estado

La metodología, la estructura y las definiciones de The Global Risks Index son un borrador de trabajo preparatorio (2026), difundido para examen y comentarios y no para su aplicación. Ningún valor aparece hasta que se publica una edición a partir de un corte de evidencia gobernado; los valores incluyen entonces intervalos, clases, fuentes y su vía de corrección. Los simuladores aplican los métodos publicados a las cifras que usted elija y nunca muestran un valor del NXS-GRX.

Lo que NXS-GRX no es

NXS-GRX es información de investigación y analítica de riesgos. No es una calificación crediticia ni ESG y no usa ninguna escala de calificación; no es un índice de referencia para instrumentos financieros, ni estadística oficial, ni una alerta de emergencia o clasificación oficial, ni asesoramiento. No debe usarse para evaluar a personas físicas. Las clases de riesgo son bandas en una escala publicada, nunca clasificaciones de países ni de personas.

Instituciones y fuentes

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.

Cada valor lleva la atribución de sus fuentes, que conservan sus propias licencias. Los nombres externos se citan únicamente a efectos de interoperabilidad. Los textos de autoría de Nexus están destinados a publicarse bajo CC BY 4.0.

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.