Skip to content

Global Risks Index

The Global Risks Index solutions · Public sector

Central banks and supervisors

Design supervisory scenarios, read systemic coupling and replicate methods.

Page GRX-SOL-SUPERVISORSEdition Baseline Edition 2026Evidence close 2026-09-30Values not yet publishedMethod v1.0.0-draft
on: scenario run requested · Run a scenario or stress test7 jobs · 1 gate
  1. Choose the scenario family instant
  2. Configure shocks and horizon self-serve
  3. Model runs 3 hours
  4. Coupling propagation 1 hour
  5. Tail and exceedance 1 hour
  6. Results and drivers instant
  7. Analyst sign-off 2 days

01Need

What this solution does

Design supervisory scenarios, read systemic coupling and replicate methods.

Design supervisory scenarios

Read systemic coupling

Replicate methods

02Featured run

Run a scenario or stress test

Configure a pathway or a structured shock, run it across entities and draws in Model Lab, propagate it through the coupling network and read the tails.

on: scenario run requested

Run a scenario or stress test

In progressTriggered by Risk analyst7 jobs1 approval gate1 matrix job

Graph
01Design
02Design
03Run
04Propagate
05Read
06Read

100%
Timeline
Job0 h10 h20 h30 h40 h50 hTarget
Choose the scenario familyYouinstant
Configure shocks and horizonYouinstant
Model runsModel Lab3 h
Coupling propagationDependency network1 h
Tail and exceedanceModel Lab1 h
Results and driversYouinstant
Analyst sign-offYour reviewer2 d

End to end on the longest path: about 2.2 d of proposed target service levels. Gates wait for the people named; bars with a fading end have no fixed length.

Steps
  1. Choose the scenario family

    Design · You · instant
    Warming, socio-economic or transition families · Or a structured shock: fiscal, compound hazard, supply
    Model Lab
  2. Configure shocks and horizon

    Design · You · self-serve
    Shock size, timing and entry points · Horizon to 2030, 2050 or 2100
    Model LabTested model kernels
  3. Model runs matrix · entities × scenarios × draws

    Run · Model Lab · 3 hours
    Kernels from the method library · Seeds recorded per run
    Model LabTested model kernelsMonte Carlo engine
  4. Coupling propagation

    Propagate · Dependency network · 1 hour
    DebtRank and threshold cascades · Cross-border spillovers
    Dependency networkTested model kernels
  5. Tail and exceedance

    Propagate · Model Lab · 1 hour
    Exceedance curves · 1-in-100 and 1-in-250 losses · Expected shortfall
    Monte Carlo engine
  6. Results and drivers

    Read · You · instant
    Fan charts against class bounds · Driver decomposition · Export with citation
    Model LabProvenance (W3C PROV)
  7. Analyst sign-off approval

    Read · Your reviewer · 2 days
    Assumptions and limits recorded
    PostgreSQL ledger (row-level security)
Artefacts
Artefact Job Who Stage
Scenario spec Choose the scenario family You Design
Run configuration Configure shocks and horizon You Design
Run record with seed and digest Model runs Model Lab Run
Cascade paths Coupling propagation Dependency network Propagate
Tail report Tail and exceedance Model Lab Propagate
Results pack Results and drivers You Read
Sign-off Analyst sign-off Your reviewer Read
DoneIn progressWaiting for approvalQueuedApproval gateMatrix jobYou are here
Configure a pathway or a structured shock, run it across entities and draws in Model Lab, propagate it through the coupling network and read the tails. The canvas shows where a request stands at the marked job; it is illustrative, not the status of a real request. Durations are proposed target service levels. Select a job for its steps, the people who act, the technology it runs on and what it produces.
05Series

Series most read

GS-02Global EnergySupply adequacy, import dependency, grid reliability, affordability, extreme-weather exposure, critical minerals and transition pathways. 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. GS-07Global ClimateChronic and acute physical climate hazard, transition exposure, adaptation gaps and scenario pathways to 2030, 2050 and 2100. GS-13Global Cyber and digitalCyber capability and threat exposure, digital dependency, connectivity resilience and the cyber-physical channels into essential services. SR-08Financial contagion and systemic financeInterconnected exposures, sovereign–bank links, capital-flow reversals and contagion through financial networks. XT-01Artificial Intelligence and Agentic SystemsAI and agentic systems as physical infrastructure (compute, energy, water, materials and supply chains) and as a hazard source: failure, misuse, concentration and oversight gaps. XT-02Cyber and cyber-physical systemsThreats to operational technology, industrial control and cyber-physical systems across energy, water, health, ports and logistics. XT-03Telecommunications, open radio networks and edgeTelecom resilience, open and AI-native radio access networks, private wireless, edge compute and spectrum constraints. XT-05Quantum-relevant securityCryptographic resilience and the migration to post-quantum cryptography across public and financial systems.

Talk to the Secretariat

Enterprise, public-sector and sovereign work is agreed with GCRI Canada.