Rischio finanziario
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.
| Metodo | Capability ID | Stato | Viene eseguito su |
|---|---|---|---|
| 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
- Domini
- 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
Propose a method
New methods are registered with a stable ID and a hand-derived golden test.
Stato
La metodologia, la struttura e le definizioni di The Global Risks Index sono una bozza di lavoro preparatoria (2026), diffusa per esame e commenti e non destinata all’attuazione. Nessun valore compare finché un’edizione non viene pubblicata a partire da un taglio di evidenze regolamentato; i valori riporteranno allora intervalli, classi, fonti e il relativo percorso di correzione. I simulatori applicano i metodi pubblicati ai numeri che scegli e non mostrano mai un valore NXS-GRX.
Che cosa non è NXS-GRX
NXS-GRX è un'informazione di ricerca e di analisi del rischio. Non è un rating creditizio o ESG e non usa alcuna scala di rating, non è un indice di riferimento per strumenti finanziari, non è una statistica ufficiale, non è un allerta di emergenza né una classificazione ufficiale e non è una consulenza. Non deve essere usato per valutare persone fisiche. Le classi di rischio sono fasce su una scala pubblicata, mai graduatorie di paesi o persone.
Istituzioni e fonti
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.
Ogni valore riporta l’attribuzione delle proprie fonti, che mantengono le rispettive licenze. I nomi esterni sono citati unicamente a fini di interoperabilità. I testi redatti da Nexus sono destinati alla licenza CC BY 4.0 al momento della pubblicazione.
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.