Risiko keuangan
Methods for finance, banking, asset-management on the Julia and Python and r compute planes.
57 capabilities
13 of 57 have a bound kernel or engine. States are shown as the registry records them; a request fails closed wherever an adapter, specialist model or governed data is still missing.
| Metode | Capability ID | Status | Berjalan di |
|---|---|---|---|
| Probability of Default | risk.capability.financial-risk.probability.of.default.v1 |
Reference implementation | Python · bank.credit_expected_loss |
| Loss Given Default | risk.capability.financial-risk.loss.given.default.v1 |
Reference implementation | – |
| Exposure at Default | risk.capability.financial-risk.exposure.at.default.v1 |
Reference implementation | – |
| Expected Credit Loss | risk.capability.financial-risk.expected.credit.loss.v1 |
Reference implementation | Python · bank.credit_expected_loss |
| Unexpected Credit Loss | risk.capability.financial-risk.unexpected.credit.loss.v1 |
Data required | – |
| Credit Migration | risk.capability.financial-risk.credit.migration.v1 |
Data required | Python · bank.credit_migration |
| Structural Credit Merton | risk.capability.financial-risk.structural.credit.merton.v1 |
Data required | Python · bank.merton_structural |
| Reduced Form Credit | risk.capability.financial-risk.reduced.form.credit.v1 |
Data required | – |
| Rating Transition | risk.capability.financial-risk.rating.transition.v1 |
Data required | – |
| Counterparty Credit Risk | risk.capability.financial-risk.counterparty.credit.risk.v1 |
Data required | – |
| Wrong Way Risk | risk.capability.financial-risk.wrong.way.risk.v1 |
Data required | – |
| CVA DVA FVA | risk.capability.financial-risk.cva.dva.fva.v1 |
Data required | – |
| Credit Concentration | risk.capability.financial-risk.credit.concentration.v1 |
Data required | – |
| Collateral Risk | risk.capability.financial-risk.collateral.risk.v1 |
Data required | – |
| Project Finance Risk | risk.capability.financial-risk.project.finance.risk.v1 |
Data required | – |
| Historical VaR | risk.capability.financial-risk.historical.var.v1 |
Reference implementation | Python · market.var_es |
| Parametric VaR | risk.capability.financial-risk.parametric.var.v1 |
Reference implementation | – |
| Monte Carlo VaR | risk.capability.financial-risk.monte.carlo.var.v1 |
Reference implementation | – |
| Expected Shortfall | risk.capability.financial-risk.expected.shortfall.v1 |
Reference implementation | Python · market.var_es |
| GARCH Volatility | risk.capability.financial-risk.garch.volatility.v1 |
Data required | Python · market.garch11 |
| Stochastic Volatility | risk.capability.financial-risk.stochastic.volatility.v1 |
Data required | – |
| Interest Rate Term Structure | risk.capability.financial-risk.interest.rate.term.structure.v1 |
Data required | – |
| Duration Convexity | risk.capability.financial-risk.duration.convexity.v1 |
Data required | – |
| FX Risk | risk.capability.financial-risk.fx.risk.v1 |
Data required | – |
| Commodity Risk | risk.capability.financial-risk.commodity.risk.v1 |
Data required | – |
| Option Greeks | risk.capability.financial-risk.option.greeks.v1 |
Data required | Python · market.black_scholes |
| Full Revaluation | risk.capability.financial-risk.full.revaluation.v1 |
Data required | – |
| Basis Risk | risk.capability.financial-risk.basis.risk.v1 |
Data required | – |
| Correlation Risk | risk.capability.financial-risk.correlation.risk.v1 |
Data required | – |
| Factor Risk | risk.capability.financial-risk.factor.risk.v1 |
Data required | – |
| Stress Testing | risk.capability.financial-risk.stress.testing.v1 |
Data required | – |
| Reverse Stress Testing | risk.capability.financial-risk.reverse.stress.testing.v1 |
Data required | – |
| Market Liquidity | risk.capability.financial-risk.market.liquidity.v1 |
Data required | – |
| Funding Liquidity | risk.capability.financial-risk.funding.liquidity.v1 |
Data required | – |
| Liquidity Coverage Stress | risk.capability.financial-risk.liquidity.coverage.stress.v1 |
Data required | Python · bank.lcr_nsfr |
| Cash Flow Ladder | risk.capability.financial-risk.cash.flow.ladder.v1 |
Data required | Python · liquidity.survival |
| Liquidation Cost | risk.capability.financial-risk.liquidation.cost.v1 |
Data required | – |
| Market Impact | risk.capability.financial-risk.market.impact.v1 |
Data required | – |
| Portfolio Optimisation | risk.capability.financial-risk.portfolio.optimization.v1 |
Data required | – |
| Factor Attribution | risk.capability.financial-risk.factor.attribution.v1 |
Data required | – |
| Risk Parity | risk.capability.financial-risk.risk.parity.v1 |
Data required | – |
| Tracking Error | risk.capability.financial-risk.tracking.error.v1 |
Data required | – |
| Drawdown | risk.capability.financial-risk.drawdown.v1 |
Data required | – |
| Downside Deviation | risk.capability.financial-risk.downside.deviation.v1 |
Data required | – |
| Sortino | risk.capability.financial-risk.sortino.v1 |
Data required | – |
| Risk Contribution | risk.capability.financial-risk.risk.contribution.v1 |
Data required | – |
| Marginal VaR | risk.capability.financial-risk.marginal.var.v1 |
Data required | – |
| Component VaR | risk.capability.financial-risk.component.var.v1 |
Data required | – |
| Scenario Attribution | risk.capability.financial-risk.scenario.attribution.v1 |
Data required | – |
| Balance Sheet Stress | risk.capability.financial-risk.balance.sheet.stress.v1 |
Data required | – |
| Capital Adequacy | risk.capability.financial-risk.capital.adequacy.v1 |
Data required | Python · bank.vasicek_capital |
| Risk Weighted Assets | risk.capability.financial-risk.risk.weighted.assets.v1 |
Data required | – |
| Deposit Run | risk.capability.financial-risk.deposit.run.v1 |
Data required | – |
| Interbank Contagion | risk.capability.financial-risk.interbank.contagion.v1 |
Data required | – |
| Macro Financial Feedback | risk.capability.financial-risk.macro.financial.feedback.v1 |
Data required | Python · macro.var_forecast |
| Sovereign Bank Nexus | risk.capability.financial-risk.sovereign.bank.nexus.v1 |
Data required | – |
| Climate Credit Transmission | risk.capability.financial-risk.climate.credit.transmission.v1 |
Data required | Python · transition.climate_adjusted_pd |
Methods, data and supports
- Method families
- financial risk, Monte Carlo, Bayesian inference, time series, optimisation, decision analysis, copula dependence
- Domain
- finance, banking, asset-management
- Compute planes
- Julia, Python, r
- Source classes
- market, credit, balance-sheet, counterparty, collateral, portfolio
- Spatial supports
- entity, portfolio, jurisdiction
- Temporal supports
- intraday, daily, quarterly, scenario
Usulkan metode
New methods are registered with a stable ID and a hand-derived golden test.
Status
Metodologi, struktur, dan definisi The Global Risks Index merupakan draf kerja persiapan (2026), yang diedarkan untuk ditinjau dan dikomentari, bukan untuk diterapkan. Tidak ada nilai yang ditampilkan sampai sebuah edisi dirilis dari pemotongan bukti yang diatur; nilai-nilai tersebut kemudian memuat interval, kelas, sumber, dan jalur koreksinya. Simulator menjalankan metode yang diterbitkan pada angka yang Anda pilih dan tidak pernah menampilkan nilai NXS-GRX.
Apa yang bukan NXS-GRX
NXS-GRX adalah informasi riset dan analitik risiko. NXS-GRX bukan peringkat kredit atau ESG dan tidak memakai skala peringkat, bukan acuan untuk instrumen keuangan, bukan statistik resmi, bukan peringatan darurat atau klasifikasi resmi, dan bukan nasihat. NXS-GRX tidak boleh digunakan untuk menilai orang perseorangan. Kelas risiko adalah pita pada skala yang diterbitkan, tidak pernah peringkat negara atau orang.
Lembaga dan sumber
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.
Setiap nilai memuat atribusi sumbernya, yang tetap memiliki lisensinya masing-masing. Nama-nama eksternal dikutip semata-mata untuk interoperabilitas. Teks yang disusun Nexus direncanakan berlisensi CC BY 4.0 saat dirilis.
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.