Skip to content

Foundry

Global Risks Index

The Global Risks Index · SR-08 · Strategic systems series

金融伝染とシステミックな金融

相互に連関する曝露、ソブリンと銀行の連関、資本フローの反転、金融ネットワークを通じた伝染。

Construction Indicators Coupling
Page GRX-SER-SR-08Edition Baseline Edition 2026Evidence close 2026-09-30Subject NXS-GRX (canonical data, provenance and risk) proposedNexus Reports SR-08 (planned)Values not yet publishedMethod v1.0.0-draft
FIG 1 · Series at a glance
分野別指数

1

金融安定リスク

指標

150

4 index domains

Hazard families

18

Systemic and compound events · Society, conflict and economy.

手法

78

Financial risk · Networks, dependency and systemic risk.

Counts from the indicator, hazard and model registries.
1
分野別指数
150
indicators in scope
2
ハザードの分野
4
client groups

01対象範囲

Scope and questions

The subject of this index is proposed by NXS-GRX (canonical data, provenance and risk); the Nexus Reports edition with the same code sets its own subject at commissioning, and any difference is recorded as a crosswalk.

  1. Where would a default propagate through financial links?
  2. How tight is the sovereign–bank loop?
  3. Which economies are exposed to sudden stops?
02Construction

Domain indices to the series index

The series index is the expert-weighted geometric mean of its domain indices, with the intervals and class rule of the methodology.

computation

How the Financial contagion and systemic finance index is built

Graph5 nodes
グラフ
01分野別指数
02Series index
03Readings

100%
索引
  1. 金融安定リスク

    Domain index · IDX · FIN
    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.
  2. Financial contagion and systemic finance index

    Series index · SERIES · SR-08
    相互に連関する曝露、ソブリンと銀行の連関、資本フローの反転、金融ネットワークを通じた伝染。
  3. Country readings

    Output · OUTPUT · 195 profiles
    Published with intervals and classes when the edition is released.
  4. Regional readings

    Output · OUTPUT · 5 regions
    Published with intervals and classes when the edition is released.
  5. Global reading

    Output · OUTPUT · population or exposure weighted
    Published with intervals and classes when the edition is released.
未実行進行中完了
FIG 2. Select a domain index to open its full construction; Simulate run plays the computation. Schematic of the construction; source: Indicator Standard composite definitions.
03指数

Domain indices in this series

The Global Risks Index · SR-08 · 195 profiles · 0–10 scale
Financial contagion and systemic finance index, world
–
値は版とともに公開され、区間、区分、変化がここに表示されます。
インデックス 値 変化 変化 % 90% 区間 区分 · 確率 傾向 幅
金融安定リスクNXS-GRX · FIN – – – – –

Domains read: Financial system, Fiscal and public debt, Economic structure and trade, Macroeconomy.

04指標

150 indicators in scope

Every indicator whose primary or secondary domain is in scope, with unit, levels and crosswalks to source code lists.

FIG 3 · Indicators in scope, by domain and sub-domain
FIS · 37FIN · 32ECO · 18MAC · 14
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.
指標 分野 Sub-domain 構成要素 単位 レベル Crosswalks
国内総生産（名目、米ドル）IND.MAC.output.gdp.usd MAC Output and growth context [USD] COUNTRY WB_WDI NY.GDP.MKTP.CD IMF_WEO NGDPD
1 人あたり GDP、PPP（ICP 2021）IND.MAC.output.gdp_per_capita.ppp21 MAC Output and growth coping capacity [USD] COUNTRY WB_WDI NY.GDP.PCAP.PP.CD
実質 GDP 成長率IND.MAC.output.real_gdp_growth MAC Output and growth vulnerability % COUNTRY WB_WDI NY.GDP.MKTP.KD.ZG IMF_WEO NGDP_RPCH
実質 GDP 成長率の変動性（10 年）IND.MAC.output.growth_volatility MAC Output and growth vulnerability % COUNTRY
消費者物価上昇率IND.MAC.prices.cpi_inflation MAC Prices and inflation vulnerability % COUNTRY WB_WDI FP.CPI.TOTL.ZG IMF_WEO PCPIPCH
食料品価格上昇率IND.MAC.prices.food_inflation MAC Prices and inflation vulnerability % COUNTRY FAO_FAOSTAT CP
経常収支（GDP 比）IND.MAC.external.current_account.gdp MAC External balance and reserves vulnerability % COUNTRY WB_WDI BN.CAB.XOKA.GD.ZS IMF_WEO BCA_NGDPD
外貨準備（輸入月数）IND.MAC.external.reserves_import_cover MAC External balance and reserves coping capacity mo COUNTRY WB_WDI FI.RES.TOTL.MO
短期対外債務（外貨準備比）IND.MAC.external.short_term_debt_to_reserves MAC External balance and reserves vulnerability % COUNTRY WB_WDI DT.DOD.DSTC.IR.ZS
対外債務残高（GNI 比）IND.MAC.external.external_debt.gni MAC External balance and reserves vulnerability % COUNTRY WB_WDI DT.DOD.DECT.GN.ZS
為替レートの変動性（36 か月）IND.MAC.monetary.exchange_rate_volatility MAC Monetary and exchange-rate conditions vulnerability % COUNTRY
失業率IND.MAC.labour.unemployment_rate MAC Labour market vulnerability % COUNTRY WB_WDI SL.UEM.TOTL.ZS SDG 8.5.2 ILO UNE_DEAP_SEX_AGE_RT
財・サービスの輸出（名目、米ドル）IND.MAC.external.exports.usd MAC External balance and reserves context [USD] COUNTRY WB_WDI BX.GSR.GNFS.CD WB_WDI NE.EXP.GNFS.CD
交易条件の変動性（10 年）IND.MAC.external.terms_of_trade_volatility MAC External balance and reserves vulnerability % COUNTRY
一般政府の総合収支（GDP 比）IND.FIS.balance.overall_balance.gdp FIS Fiscal balance vulnerability % COUNTRY IMF_WEO GGXCNL_NGDP WB_WDI GC.NLD.TOTL.GD.ZS
一般政府のプライマリー・バランス（GDP 比）IND.FIS.balance.primary_balance.gdp FIS Fiscal balance vulnerability % COUNTRY IMF_WEO GGXONLB_NGDP
一般政府の構造的収支（潜在 GDP 比）IND.FIS.balance.structural_balance.potgdp FIS Fiscal balance vulnerability % COUNTRY IMF_WEO GGSB_NPGDP
Interest-rate-growth differential (r – g)IND.FIS.balance.interest_growth_differential FIS Fiscal balance vulnerability % COUNTRY
一般政府歳入（名目、米ドル）IND.FIS.revenue.total.usd FIS Revenue context [USD] COUNTRY IMF_GFS 1
一般政府歳入（GDP 比）IND.FIS.revenue.total.gdp FIS Revenue coping capacity % COUNTRY IMF_WEO GGR_NGDP SDG 17.1.1 WB_WDI GC.REV.XGRT.GD.ZS
税収（GDP 比）IND.FIS.revenue.tax.gdp FIS Revenue coping capacity % COUNTRY WB_WDI GC.TAX.TOTL.GD.ZS IMF_GFS 11
徴税努力（推計課税能力に対する実績）IND.FIS.revenue.tax_effort FIS Revenue adaptive capacity 1 COUNTRY
天然資源収入（一般政府歳入に占める割合）IND.FIS.revenue.resource_revenue_share FIS Revenue vulnerability % COUNTRY
一般政府歳出（GDP 比）IND.FIS.expenditure.total.gdp FIS Expenditure context % COUNTRY IMF_WEO GGX_NGDP WB_WDI GC.XPN.TOTL.GD.ZS
硬直的支出（歳入比）IND.FIS.expenditure.rigid_share.revenue FIS Expenditure vulnerability % COUNTRY
利払い（歳入比）IND.FIS.expenditure.interest.revenue FIS Expenditure vulnerability % COUNTRY WB_WDI GC.XPN.INTP.RV.ZS
一般政府総債務（GDP 比）IND.FIS.debt.gross_debt.gdp FIS Debt stock and composition vulnerability % COUNTRY IMF_WEO GGXWDG_NGDP WB_WDI GC.DOD.TOTL.GD.ZS
一般政府純債務（GDP 比）IND.FIS.debt.net_debt.gdp FIS Debt stock and composition vulnerability % COUNTRY IMF_WEO GGXWDN_NGDP
一般政府債務に占める外貨建ての割合IND.FIS.debt.fx_share FIS Debt stock and composition vulnerability % COUNTRY
一般政府債務に占める短期債務の割合（残存期間）IND.FIS.debt.short_term_share FIS Debt stock and composition vulnerability % COUNTRY
一般政府債務の平均残存期間IND.FIS.debt.average_maturity FIS Debt stock and composition vulnerability a COUNTRY
一般政府債務の非居住者保有IND.FIS.debt.nonresident_share FIS Debt stock and composition vulnerability % COUNTRY
公的対外債務に占める譲許的債務の割合IND.FIS.debt.concessional_share FIS Debt stock and composition vulnerability % COUNTRY WB_WDI DT.DOD.ALLC.ZS
公的対外債務の現在価値（GDP 比）IND.FIS.debt.external_ppg_pv.gdp FIS Debt stock and composition vulnerability % COUNTRY WB_WDI DT.DOD.PVLX.GN.ZS
公的対外債務の現在価値（輸出比）IND.FIS.debt.external_ppg_pv.exports FIS Debt stock and composition vulnerability % COUNTRY WB_WDI DT.DOD.PVLX.EX.ZS
公的総資金調達ニーズ（GDP 比）IND.FIS.financing.gross_financing_needs.gdp FIS Gross financing needs vulnerability % COUNTRY
公的対外債務返済（歳入比）IND.FIS.financing.external_ppg_debt_service.revenue FIS Gross financing needs vulnerability % COUNTRY
公的対外債務返済（輸出比）IND.FIS.financing.external_ppg_debt_service.exports FIS Gross financing needs vulnerability % COUNTRY WB_WDI DT.TDS.DPPG.XP.ZS SDG 17.4.1
ベンチマークに対するソブリン債スプレッドIND.FIS.financing.sovereign_spread FIS Gross financing needs vulnerability % COUNTRY
5 年物ソブリン CDS スプレッドIND.FIS.financing.sovereign_cds_5y FIS Gross financing needs vulnerability % COUNTRY
非金融公的企業の債務（GDP 比）IND.FIS.contingent.soe_debt.gdp FIS Contingent liabilities vulnerability % COUNTRY
政府保証残高（GDP 比）IND.FIS.contingent.guarantees.gdp FIS Contingent liabilities vulnerability % COUNTRY
災害による年間予想財政コスト（GDP 比）IND.FIS.contingent.disaster_fiscal_cost.gdp FIS Contingent liabilities vulnerability % COUNTRY
LIC-DSF 複合指標スコア（公表値、参考）IND.FIS.capacity.lic_dsf_composite_indicator FIS Debt-carrying capacity coping capacity {score} COUNTRY
LIC-DSF 閾値：対外債務の現在価値の対 GDP 比（参考）IND.FIS.capacity.lic_dsf_threshold.pv_ext_gdp FIS Debt-carrying capacity context % COUNTRY
LIC-DSF 閾値：対外債務の現在価値の対輸出比（参考）IND.FIS.capacity.lic_dsf_threshold.pv_ext_exports FIS Debt-carrying capacity context % COUNTRY
LIC-DSF 閾値：対外債務返済の対輸出比（参考）IND.FIS.capacity.lic_dsf_threshold.ds_ext_exports FIS Debt-carrying capacity context % COUNTRY
LIC-DSF 閾値：対外債務返済の対歳入比（参考）IND.FIS.capacity.lic_dsf_threshold.ds_ext_revenue FIS Debt-carrying capacity context % COUNTRY
LIC-DSF ベンチマーク：公的債務総額の現在価値の対 GDP 比（参考）IND.FIS.capacity.lic_dsf_threshold.pv_public_gdp FIS Debt-carrying capacity context % COUNTRY
LIC-DSF 債務危機リスク（公表値、参考）IND.FIS.capacity.lic_dsf_risk_published FIS Debt-carrying capacity context {class} COUNTRY
SRDSF ソブリン・ストレスの総合リスク（公表値、参考）IND.FIS.capacity.srdsf_risk_published FIS Debt-carrying capacity context {class} COUNTRY
リスク加重資産に対する規制資本IND.FIN.capital.regulatory_capital_rwa FIN Capital adequacy coping capacity % COUNTRY IMF_FSI FSKRC_PT
リスク加重資産に対する Tier 1 資本IND.FIN.capital.tier1_rwa FIN Capital adequacy coping capacity % COUNTRY IMF_FSI FSKRTC_PT
リスク加重資産に対する普通株式等 Tier 1 資本IND.FIN.capital.cet1_rwa FIN Capital adequacy coping capacity % COUNTRY IMF_FSI FSCET_PT
総資産に対する資本（レバレッジ）IND.FIN.capital.capital_to_assets FIN Capital adequacy coping capacity % COUNTRY IMF_FSI FSKA_PT WB_WDI FB.BNK.CAPA.ZS
資本に対する引当金控除後の不良債権IND.FIN.capital.npl_net_capital FIN Capital adequacy vulnerability % COUNTRY IMF_FSI FSKNL_PT
貸出総額に対する不良債権IND.FIN.asset_quality.npl_ratio FIN Asset quality vulnerability % COUNTRY IMF_FSI FSANL_PT WB_WDI FB.AST.NPER.ZS
不良債権に対する引当金IND.FIN.asset_quality.provisions_to_npl FIN Asset quality coping capacity % COUNTRY IMF_FSI FSPN_PT
経済活動別の貸出集中度IND.FIN.asset_quality.loan_concentration FIN Asset quality vulnerability % COUNTRY IMF_FSI FSCLE_PT
銀行の一般政府向け債権（銀行資産に占める割合）IND.FIN.asset_quality.sovereign_exposure FIN Asset quality vulnerability % COUNTRY IMF_FSI FSASDG_PT
総資産利益率IND.FIN.earnings.roa FIN Earnings coping capacity % COUNTRY IMF_FSI FSERA_PT
自己資本利益率IND.FIN.earnings.roe FIN Earnings coping capacity % COUNTRY IMF_FSI FSERE_PT
総資産に対する流動資産IND.FIN.liquidity.liquid_assets_total FIN Liquidity and funding coping capacity % COUNTRY IMF_FSI FSLT_PT WB_WDI FD.RES.LIQU.AS.ZS
短期負債に対する流動資産IND.FIN.liquidity.liquid_assets_st_liabilities FIN Liquidity and funding coping capacity % COUNTRY IMF_FSI FSLS_PT
流動性カバレッジ比率IND.FIN.liquidity.lcr FIN Liquidity and funding coping capacity % COUNTRY IMF_FSI FSLCR_PT
安定調達比率IND.FIN.liquidity.nsfr FIN Liquidity and funding coping capacity % COUNTRY IMF_FSI FSNSF_PT
銀行間以外の貸出に対する顧客預金IND.FIN.liquidity.deposits_to_loans FIN Liquidity and funding coping capacity % COUNTRY IMF_FSI FSCD_PT
資本に対するネット外貨オープン・ポジション（絶対値）IND.FIN.fx.net_open_position_capital FIN Foreign-exchange risk vulnerability % COUNTRY IMF_FSI FSSNO_PT
外貨建て貸出（貸出総額に占める割合、信用のドル化）IND.FIN.fx.fx_loans_share FIN Foreign-exchange risk vulnerability % COUNTRY IMF_FSI FSFC_PT
外貨建て預金（預金総額に占める割合、預金のドル化）IND.FIN.fx.fx_deposits_share FIN Foreign-exchange risk vulnerability % COUNTRY IMF_FSI FSFCD_PT
民間部門向け国内信用（GDP 比）IND.FIN.depth.private_credit.gdp FIN Financial depth and inclusion context % COUNTRY WB_WDI FS.AST.PRVT.GD.ZS WB_WDI GFDD.DI.14
信用 GDP ギャップ（BIS）IND.FIN.depth.credit_gap FIN Financial depth and inclusion vulnerability % COUNTRY
民間部門向け信用の実質伸び率IND.FIN.depth.private_credit_growth FIN Financial depth and inclusion vulnerability % COUNTRY IMF_FSI FSCGPS_PT
家計債務（GDP 比）IND.FIN.depth.household_debt.gdp FIN Financial depth and inclusion vulnerability % COUNTRY IMF_FSI FSHG_PT
非金融企業債務（GDP 比）IND.FIN.depth.nfc_debt.gdp FIN Financial depth and inclusion vulnerability % COUNTRY IMF_FSI FSTDGDP_PT
口座保有率（成人）IND.FIN.depth.account_ownership FIN Financial depth and inclusion coping capacity % COUNTRY WB_WDI FX.OWN.TOTL.ZS SDG 8.10.2
実質住宅価格上昇率IND.FIN.housing.real_house_price_growth FIN Real estate vulnerability % COUNTRY IMF_FSI FSREPRR_PC_CP_A_PT
住宅価格の対所得比率（長期平均からの乖離）IND.FIN.housing.price_to_income_gap FIN Real estate vulnerability % COUNTRY, CITY
その他の金融機関の資産（GDP 比）IND.FIN.nbfi.ofc_assets.gdp FIN Non-bank financial intermediation context % COUNTRY IMF_FSI FSFAG_PT
保険浸透度（保険料の対 GDP 比）IND.FIN.nbfi.insurance_penetration FIN Non-bank financial intermediation coping capacity % COUNTRY WB_WDI GFDD.DI.09 WB_WDI GFDD.DI.10
自然災害の保護ギャップIND.FIN.nbfi.nat_cat_protection_gap FIN Non-bank financial intermediation vulnerability % REGION, COUNTRY
炭素集約型セクターへの銀行のエクスポージャーIND.FIN.climate_finance.carbon_intensive_exposure FIN Climate-related financial exposure exposure % COUNTRY
物理的気候リスクの高い銀行貸出IND.FIN.climate_finance.physical_risk_lending FIN Climate-related financial exposure exposure % COUNTRY
貿易開放度（輸出と輸入の合計、GDP 比）IND.ECO.trade.trade_openness.gdp ECO 貿易 exposure % COUNTRY WB_WDI NE.TRD.GNFS.ZS
国際観光収入（輸出に占める割合）IND.ECO.trade.tourism_receipts.exports ECO 貿易 vulnerability % COUNTRY WB_WDI ST.INT.RCPT.XP.ZS
個人送金受取額（GDP 比）IND.ECO.trade.remittances.gdp ECO 貿易 exposure % COUNTRY WB_WDI BX.TRF.PWKR.DT.GD.ZS SDG 17.3.2
政府開発援助の純受取額（GNI 比）IND.ECO.trade.oda_dependence.gni ECO 貿易 exposure % COUNTRY WB_WDI DT.ODA.ODAT.GN.ZS
輸出品目の集中度（正規化 HHI）IND.ECO.concentration.export_product_hhi ECO Export and import concentration vulnerability 1 COUNTRY
輸出市場の集中度（正規化 HHI）IND.ECO.concentration.export_market_hhi ECO Export and import concentration vulnerability 1 COUNTRY
一次産品輸出への依存度IND.ECO.concentration.commodity_export_share ECO Export and import concentration vulnerability % COUNTRY WB_WDI TX.VAL.FUEL.ZS.UN WB_WDI TX.VAL.MMTL.ZS.UN WB_WDI TX.VAL.FOOD.ZS.UN WB_WDI TX.VAL.AGRI.ZS.UN
工業製品（商品輸出に占める割合）IND.ECO.concentration.manufactures_export_share ECO Export and import concentration adaptive capacity % COUNTRY WB_WDI TX.VAL.MANF.ZS.UN
天然資源レント（GDP 比）IND.ECO.concentration.natural_resource_rents.gdp ECO Export and import concentration vulnerability % COUNTRY WB_WDI NY.GDP.TOTL.RT.ZS
経済複雑性指数IND.ECO.concentration.economic_complexity ECO Export and import concentration adaptive capacity {score} COUNTRY
食料輸入（商品輸入に占める割合）IND.ECO.concentration.food_import_share ECO Export and import concentration vulnerability % COUNTRY WB_WDI TM.VAL.FOOD.ZS.UN
燃料輸入（商品輸入に占める割合）IND.ECO.concentration.fuel_import_share ECO Export and import concentration vulnerability % COUNTRY WB_WDI TM.VAL.FUEL.ZS.UN
重要鉱物の純輸入依存度IND.ECO.concentration.critical_minerals_import_reliance ECO Export and import concentration vulnerability % COUNTRY
輸入元の集中度（正規化 HHI）IND.ECO.concentration.import_partner_hhi ECO Export and import concentration vulnerability 1 COUNTRY
総輸出に占める海外付加価値の割合IND.ECO.supply_chain.gvc_backward_participation ECO Supply-chain exposure exposure % COUNTRY
中間財輸入の供給元集中度IND.ECO.supply_chain.intermediate_supplier_concentration ECO Supply-chain exposure vulnerability % COUNTRY
海上交通の要衝にさらされる海上貿易IND.ECO.supply_chain.chokepoint_exposure ECO Supply-chain exposure exposure % COUNTRY
海外直接投資の純流入（GDP 比）IND.ECO.investment.fdi_inflows.gdp ECO 投資 coping capacity % COUNTRY WB_WDI BX.KLT.DINV.WD.GD.ZS
Assets vulnerable to climate-related physical risks, shareIND.CLI.physical_acute.physical_risk_vulnerable_assets.share CLI Acute climate extremes exposure % SITE, PORTFOLIO IFRS_S2 29(c)
GDP の炭素集約度IND.CLI.emissions.carbon_intensity_gdp CLI Emissions exposure kg/[USD] COUNTRY WB_WDI EN.GHG.CO2.RT.GDP.KD SDG 9.4.1
Financed emissions of a portfolioIND.CLI.emissions.financed_emissions CLI Emissions exposure Mt/a PORTFOLIO IFRS_S2 29(a)(vi)
化石燃料レント（GDP 比）IND.CLI.transition.fossil_fuel_rents.gdp CLI Transition exposure exposure % COUNTRY WB_WDI NY.GDP.PETR.RT.ZS WB_WDI NY.GDP.NGAS.RT.ZS WB_WDI NY.GDP.COAL.RT.ZS
燃料輸出（商品輸出に占める割合）IND.CLI.transition.fossil_fuel_exports.share CLI Transition exposure exposure % COUNTRY WB_WDI TX.VAL.FUEL.ZS.UN
明示的な化石燃料補助金（GDP 比）IND.CLI.transition.fossil_fuel_subsidies.gdp CLI Transition exposure exposure % COUNTRY
Assets vulnerable to climate-related transition risks, shareIND.CLI.transition.transition_risk_vulnerable_assets.share CLI Transition exposure exposure % PORTFOLIO IFRS_S2 29(b)
マルチハザードの年間平均損失（GDP 比）IND.HAZ.multi.aal.gdp HAZ Multi-hazard impact % COUNTRY, ADM1, CITY, PORTFOLIO
再現期間 250 年の予想最大損失（GDP 比）IND.HAZ.multi.pml_rp250.gdp HAZ Multi-hazard impact % COUNTRY, ADM1, PORTFOLIO
地震による年間平均損失（GDP 比）IND.HAZ.seismic.eq_aal.gdp HAZ Seismic and volcanic impact % COUNTRY, ADM1, CITY, PORTFOLIO
河川洪水による年間平均損失（GDP 比）IND.HAZ.flood.flood_aal.gdp HAZ Flood impact % COUNTRY, ADM1, CITY, PORTFOLIO
熱帯低気圧による年間平均損失（GDP 比）IND.HAZ.storm.tc_aal.gdp HAZ Tropical and severe storms impact % COUNTRY, ADM1, PORTFOLIO
生産資本ストックIND.HAZ.exposure.capital_stock HAZ エクスポージャー context [USD] COUNTRY, ADM1, PORTFOLIO
高ハザード地域で生み出される GDP（割合）IND.HAZ.exposure.gdp_exposed.share HAZ エクスポージャー exposure % COUNTRY, ADM1, CITY
災害による直接経済損失（GDP 比）IND.HAZ.loss.direct_economic_loss.gdp HAZ Losses and impacts impact % COUNTRY, ADM1 SENDAI C-1 SDG 1.5.2
記録された災害被害（GDP 比、30 年平均）IND.HAZ.loss.recorded_disaster_damage.gdp HAZ Losses and impacts impact % COUNTRY EMDAT Total Damage, Adjusted ('000 US$)
自然への依存度が高いセクターの GDP（割合）IND.ENV.nature_dependence.nature_dependent_gdp.share ENV Nature dependence exposure % COUNTRY, PORTFOLIO
基準水ストレス・スコア（小流域）IND.WAT.stress.baseline_water_stress WAT 水ストレス hazard {score} COUNTRY, ADM1, CITY, GRID, SITE, PORTFOLIO
水利用効率IND.WAT.stress.water_use_efficiency WAT 水ストレス adaptive capacity [USD]/m3 COUNTRY SDG 6.4.1 WB_WDI ER.GDP.FWTL.M3.KD
GNSS に依存する活動の GDP（割合）IND.SPC.dependence.gnss_dependent_gdp.share SPC Space-service dependence exposure % COUNTRY, PORTFOLIO UNDRR_HIPS_2025 ET0102
穀物輸入依存率IND.FOO.availability.cereal_import_dependency FOO Availability vulnerability % COUNTRY FAO_FAOSTAT 21035
食料輸入額（商品輸出比）IND.FOO.prices.food_import_bill_to_exports FOO Food prices vulnerability % COUNTRY FAO_FAOSTAT 21033
農林水産業の付加価値（GDP 比）IND.FOO.agriculture.agri_value_added.gdp FOO Agricultural production and dependence vulnerability % COUNTRY WB_WDI NV.AGR.TOTL.ZS
女性の労働参加率IND.SOC.gender.female_labour_participation SOC Gender adaptive capacity % COUNTRY WB_WDI SL.TLF.CACT.FE.ZS
インフォーマル雇用（総就業者に占める割合）IND.SOC.protection.informal_employment SOC Social protection vulnerability % COUNTRY SDG 8.3.1 ILO SDG_0831_SEX_ECO_RT WB_WDI SL.ISV.IFRM.ZS
軍事支出（GDP 比）IND.CON.violence.military_expenditure.gdp CON Organised violence vulnerability % COUNTRY WB_WDI MS.MIL.XPND.GD.ZS
歳入動員の効率性（CPIA）IND.GOV.policy.tax_administration GOV Policy and institutional quality coping capacity {score} COUNTRY WB_WDI IQ.CPA.REVN.XQ
承認予算からの予算執行の乖離IND.GOV.policy.budget_execution_deviation GOV Policy and institutional quality vulnerability % COUNTRY SDG 16.6.1
ビジネス環境スコア（B-READY）IND.GOV.business.bready_overall GOV Business environment coping capacity {score} COUNTRY
燃料輸入額（財・サービスの輸出比）IND.ENE.security.fuel_import_bill.exports ENE Supply security and import dependence vulnerability % COUNTRY WB_WDI TM.VAL.FUEL.ZS.UN
原油・石油製品の輸入供給元集中度IND.ENE.security.oil_import_concentration ENE Supply security and import dependence vulnerability 1 COUNTRY
天然ガスの輸入供給元集中度IND.ENE.security.gas_import_concentration ENE Supply security and import dependence vulnerability 1 COUNTRY
石炭の輸入供給元集中度IND.ENE.security.coal_import_concentration ENE Supply security and import dependence vulnerability 1 COUNTRY
重要鉱物の輸入供給元集中度IND.ENE.minerals.critical_mineral_import_concentration ENE Critical minerals vulnerability 1 COUNTRY
重要鉱物輸入に占める最大供給元の割合IND.ENE.minerals.critical_mineral_top_supplier_share ENE Critical minerals vulnerability % COUNTRY
物流パフォーマンスIND.INF.transport.logistics_performance INF Transport coping capacity {score} COUNTRY WB_WDI LP.LPI.OVRL.XQ
最前線に対する定期船輸送の接続性IND.INF.transport.liner_shipping_connectivity INF Transport coping capacity % COUNTRY WB_WDI IS.SHP.GCNW.XQ
インフラ投資ギャップ（GDP 比）IND.INF.utilities.infrastructure_investment_gap.gdp INF Utilities vulnerability % COUNTRY
重要インフラへの直接経済損失（GDP 比）IND.INF.disruption.critical_infrastructure_loss.gdp INF Service disruption impact % COUNTRY, ADM1 SENDAI C-5
ICT サービスの付加価値（GDP 比）IND.CYB.dependence.ict_services_share.gdp CYB Digital dependence exposure % COUNTRY WB_WDI BX.GSR.CCIS.ZS
ハイテク輸出（工業製品輸出に占める割合）IND.TEC.capability.high_tech_exports TEC Technology capability adaptive capacity % COUNTRY WB_WDI TX.VAL.TECH.MF.ZS SDG 9.b.1
半導体の輸入供給元集中度IND.TEC.concentration.semiconductor_import_concentration TEC Concentration and dependence vulnerability 1 COUNTRY
災害リスク・ファイナンス戦略の採択IND.CRS.financing.drf_strategy CRS Risk financing and protection gap coping capacity {bool} COUNTRY
ソブリン地域リスク・プールへの参加IND.CRS.financing.regional_risk_pool_membership CRS Risk financing and protection gap coping capacity {bool} COUNTRY
事前に取り決めた災害時の偶発融資（GDP 比）IND.CRS.financing.contingent_credit.gdp CRS Risk financing and protection gap coping capacity % COUNTRY
ソブリン・カタストロフィ・リスク移転の限度額（GDP 比）IND.CRS.financing.risk_transfer_cover.gdp CRS Risk financing and protection gap coping capacity % COUNTRY
自然災害保険の保護ギャップIND.CRS.financing.insurance_protection_gap CRS Risk financing and protection gap vulnerability % COUNTRY
損害保険料（GDP 比）IND.CRS.financing.non_life_insurance_penetration CRS Risk financing and protection gap coping capacity % COUNTRY
DRR に対する国際的な公的支援の受取額（GDP 比）IND.CRS.response.international_drr_support.gdp CRS Response capacity coping capacity % COUNTRY SENDAI F-1
05ハザード

Hazard families this series reads

families, each crosswalked to the UNDRR–ISC Hazard Information Profiles (2025) where a profile exists.

FIG 4 · Hazard families this series reads
社会システミック177HAZARDS
2 hazard domains (inner ring) and 18 families (outer ring), sized by hazard count. Select a segment to filter the table below. Source: Hazard Standard Nexus Hazard Standard.
ファミリー 分野 ハザード Count
Supply-chain and flow disruption システミック事象と複合事象 Supply-chain disruption, Chokepoint blockage, Port or hub closure, Fuel and energy supply shock, Food supply-chain breakdown, Trade restriction or embargo, Single-source supplier failure, Cold-chain failure … 17
Cascading failure システミック事象と複合事象 Interdependent infrastructure cascade, Blackout-driven service cascade, Water-energy-food cascade, Financial contagion, Health-system overload, Emergency-response overload, Digital dependency cascade, Lifeline restoration deadlock … 10
Compound and multi-hazard events システミック事象と複合事象 Compound flooding, Concurrent heat and drought, Simultaneous multi-region crop failure, Cold-wave energy crunch, Heat-driven grid stress, Natech event, Successive hazards, Disaster during an epidemic … 9
Structural fragility of interconnected systems システミック事象と複合事象 Critical single point of failure, Critical service provider concentration, Common-mode failure, Technology monoculture, Lean inventory fragility, Geographic clustering of critical production, Unmapped critical dependency, Tightly coupled automated systems … 11
Organised and collective violence 社会、紛争、経済 Interstate war, Internal armed conflict, Civil unrest, Terrorist attack, Communal and targeted violence 5
Conflict-induced harm 社会、紛争、経済 Explosive remnants and landmines, Conflict-related environmental damage, Attacks on critical infrastructure, Siege and humanitarian access denial 4
Humanitarian crises 社会、紛争、経済 Mass displacement, Acute food crisis, Famine, Water and resource conflict, Chronic malnutrition, Education disruption 6
Crowd and collective behaviour 社会、紛争、経済 Crowd crush, Panic buying and hoarding, Self-harm and suicide cluster 3
Economic shocks and governance failure 社会、紛争、経済 Financial market and banking shock, Sovereign debt crisis, Currency crisis, Commodity price shock, Governance breakdown, Hyperinflation, Housing affordability and insecurity crisis, Energy poverty 8
Geopolitical confrontation and strategic weapons 社会、紛争、経済 Great-power war, Nuclear war, Nuclear winter, Nuclear escalation crisis, Accidental or unauthorised nuclear launch, Nuclear weapons proliferation, High-altitude electromagnetic pulse, Military threat to a nuclear facility … 15
Governance and institutional failure 社会、紛争、経済 Coup d’etat, Democratic backsliding, Authoritarian lock-in, Institutional capture, Grand corruption shock, Rule-of-law breakdown, Mass surveillance, Repression of civic space … 18
Financial-system fragility 社会、紛争、経済 Asset-bubble collapse, Property-market crash, Credit crunch, Non-bank financial run, Central counterparty or settlement failure, Government bond market dysfunction, Corporate default wave, Digital-asset collapse … 12
Macroeconomic and fiscal shocks 社会、紛争、経済 Inflation shock, Stagflation, Deflationary spiral, Interest-rate shock, Capital-flow sudden stop, Severe national recession, Global recession, Local-government fiscal crisis … 12
Labour and technology transition 社会、紛争、経済 Automation-driven job displacement, Skills mismatch, Mass unemployment surge, Critical labour shortage, Regional industrial decline, Large-scale labour strike, Informal and precarious work shock 7
Population structure and movement 社会、紛争、経済 Rapid population ageing, Ultra-low fertility, Depopulation, Youth bulge with unemployment, Rapid unplanned urbanisation, Protracted displacement, Dangerous irregular migration, Climate-driven migration and relocation … 12
Social cohesion and atrocity risk 社会、紛争、経済 Societal polarisation, Collapse of institutional trust, Inequality shock, Hate-crime wave, Incitement and dehumanising propaganda, Systematic persecution of a group, Genocide, Violent radicalisation … 9
Organised crime and illicit economies 社会、紛争、経済 Transnational organised crime, Criminal governance of territory, Human trafficking, Migrant smuggling, Drug trafficking, Illicit arms trafficking, Illicit financial flows, Maritime piracy and armed robbery at sea … 12
Cultural heritage loss 社会、紛争、経済 Deliberate destruction of cultural heritage, Looting and trafficking of cultural property, Climate and natural-hazard damage to heritage, Language extinction, Loss of traditional and Indigenous knowledge, Loss of archives and records, Overtourism degradation 7
06結合

How shocks cascade across systems

FIG 5 · Expected direct couplings between systems (row affects column)
WAT ENE FOO HLT BIO FIN TRD INF DIG SEC
水
Weak expected couplingModerate expected couplingStrong expected coupling
Schematic: the couplings the Coupling instrument expects to estimate. Strengths here are expectations from the literature the edition will cite, not estimates; each becomes ◆ ESTIMATED with its method and references in an edition.
FIG 6 · Simulator: how a shock cascades across systems
0.8
0.7
0.5
0.2
–
ブラウザで動作

水エネルギー食料健康生物多様性金融貿易インフラDigitalセキュリティ

Simulator: a threshold cascade on a schematic network of systems. Edge strengths are expected couplings (weak, moderate, strong), not estimates; the shock, coupling, threshold and buffers are yours. NXS-GRX estimates couplings per edition before any coupled value is published.
07手法

Method libraries

Each method has a reference implementation or declares the specialist model, data or adapter it still needs; none is promoted beyond its evidence.

57 methods

金融リスク

Probability of Default · Loss Given Default · Exposure at Default · Expected Credit Loss · Unexpected Credit Loss · Credit Migration · Structural Credit Merton …

21 methods

ネットワーク、依存関係、システミック・リスク

Dependency Graph · Centrality · Critical Node · Cascading Failure · Contagion · Percolation · Interdependency …

08Users

Who uses it

Regulators, supervisors and central banks

Design supervisory scenarios. Read systemic coupling. Replicate methods.

Banks, asset managers and sovereign investors

Read sovereign and systemic context. Run climate pathway packs. Build portfolio postures.

International financial institutions and development banks

Screen country and project context. Read fiscal resilience and protection gaps. Design pre-arranged finance questions.

Governments and national risk agencies

Prioritise prevention and preparedness. Plan with subnational layers. Track Sendai targets. Co-develop a national index.

09レポート

Nexus Reports

Edition code
SR-08
Edition status
予定
対象
Set by Nexus Reports at commissioning

Nexus Reports

10引用

引用と再利用

GCRI Canada (2026). The Global Risks Index (NXS-GRX): Financial contagion and systemic finance series (GRX-SER-SR-08), Baseline Edition 2026. Preparatory working draft. https://risksindex.com/series/sr-08/ UNI NXS-GRX-AR-000081.
Series key
grix:SER.SR-08:{ISO3}:{YEAR}:A
Domain keys
nis:IDX.FIN.capital.financial_stability_risk:{ISO3}:{YEAR}:A

Every country reads this series

Each country profile carries the domain indices this series is built from.

国別プロファイル すべてのシリーズ

ステータス

The Global Risks Index の手法、構造、定義は準備段階の作業草案（2026 年）であり、レビューと意見募集のために配布されているもので、実施を目的としたものではありません。管理されたエビデンスの区切りから版が公表されるまで、値は一切表示されません。公表後の値には、区間、区分、出典、訂正の経路が付されます。シミュレーターは、公表された手法をあなたが選んだ数値で実行するものであり、NXS-GRX の値を表示することはありません。

NXS-GRX ではないもの

NXS-GRX は研究およびリスク分析の情報です。信用格付や ESG 格付ではなく、格付尺度を用いず、金融商品のベンチマークでも、公的統計でも、緊急警報や公式分類でも、助言でもありません。自然人の評価に用いてはなりません。リスククラスは公開された尺度上の区分であり、国や人の順位付けではありません。

機関と情報源

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.

すべての値には情報源の帰属表示が付され、情報源はそれぞれ独自のライセンスを保持します。外部の名称は相互運用性のためにのみ引用しています。Nexus が執筆したテキストは、公開時に CC BY 4.0 とする予定です。

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.