Index construction and validation, on your data
Build a composite with intervals and rank ranges, see which choices move it, and test whether a signal warns in time. Nothing leaves your browser.
Composite builder and early-warning evaluator
Everything runs in this page. Your table never leaves your browser, and nothing is stored.
Paste a table, open a file or load the synthetic example, then build the composite.
Scores, intervals and rank stability
Statistical coherence
Distribution of each indicator
Which choice moves the ranks
Paste signals and outcomes, or load the synthetic example, then evaluate.
What each step does, and where it comes from
The same steps, with the same rules, build the index itself; the lab lets you see how each choice moves a result.
| 한 단계 앞으로 | What the lab does | 참조 번호 |
|---|---|---|
| Outliers | An indicator is treated when its skewness exceeds 2 in absolute value and its kurtosis exceeds 3.5. Treatment winsorises one value at a time, up to five per indicator, then log-transforms if the rule still fails. | JRC Competence Centre on Composite Indicators, ten-step guide |
| Missing values | Left out with the unit scored on what is present, or imputed by the mean or median. Units below the coverage threshold are not scored, and coverage is shown for every unit. | OECD and JRC, Handbook on Constructing Composite Indicators (2008) |
| Normalisation | Min-max to 0 to 100, z-scores, ranks or percentiles. Each indicator is oriented so that a higher value means more risk. | OECD and JRC Handbook, step 5 |
| Weights | Equal, your own, or derived from principal components: components with an eigenvalue above 1 are kept, and each indicator is weighted by its squared loadings, scaled by the variance each component explains. | OECD and JRC Handbook, step 6; Nicoletti, Scarpetta and Boylaud (2000) |
| Aggregation | Arithmetic means let a high value offset a low one in full; geometric means penalise imbalance, so a unit cannot compensate a very low score in one indicator. | Munda and Nardo (2009) on compensability |
| 불확실성 | Every run perturbs the weights, and can draw another normalisation and aggregation. Each unit gets a median rank and the range holding 90% of its runs, so a rank is read with its spread. | Saisana, Saltelli and Tarantola (2005) |
| Sensitivity | First-order indices estimate how much of the variance in the average rank shift each choice explains, by conditioning on that choice alone. | Saltelli et al., Global Sensitivity Analysis: The Primer (2008) |
| Coherence | The correlation matrix, standardised Cronbach’s alpha and the variance explained by each principal component show whether the indicators measure one thing or several. | Cronbach (1951); OECD and JRC Handbook, step 4 |
| 조기경보 | AUROC with its 95% interval, the ROC curve, and the threshold that maximises Youden’s J and the one that minimises the noise-to-signal ratio. Usefulness weighs missed events against false alarms; the Brier score applies when signals are probabilities. | Hanley and McNeil (1982); Kaminsky and Reinhart (1999); Alessi and Detken (2011); Brier (1950) |
How to read a result
A rank is a range
Two units whose rank ranges overlap cannot be told apart with confidence. Read the median rank with its 90% range.
Choices are disclosed
When one choice, such as the aggregation, explains most of the movement, it deserves the most scrutiny and the clearest justification.
A signal is judged by its errors
An AUROC of 0.5 is no better than chance. The usefulness measure says whether acting on the signal beats ignoring it, given how costly misses are.
Not index values
Lab results are your own calculations. The synthetic example is random numbers, never data, and no result here is a value of the index.
Comment on the methodology
Every comment on the method receives a disposition in the consultation record.
상태
Global Risks Index의 방법론, 구조, 정의는 검토와 의견 수렴을 위해 배포된 예비 작업 초안(2026)이며 이행용이 아닙니다. 관리되는 근거 마감에 따라 판이 공개되기 전까지는 어떠한 값도 표시되지 않으며, 공개 후 값에는 구간, 등급, 출처, 정정 경로가 함께 표시됩니다. 시뮬레이터는 귀하가 선택한 숫자에 공개된 방법을 적용할 뿐이며 NXS-GRX 값을 표시하지 않습니다.
NXS-GRX가 아닌 것
NXS-GRX는 연구 및 리스크 분석 정보입니다. 신용등급이나 ESG 등급이 아니며 등급 척도를 사용하지 않고, 금융상품의 벤치마크도, 공식 통계도, 긴급 경보나 공식 분류도, 자문도 아닙니다. 자연인 평가에 사용해서는 안 됩니다. 리스크 등급은 공개된 척도 위의 구간이며, 국가나 사람의 순위가 결코 아닙니다.
기관과 출처
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.
모든 값에는 출처 표시가 함께 제공되며, 각 출처는 고유한 라이선스를 유지합니다. 외부 명칭은 상호운용성을 위해서만 인용됩니다. Nexus가 작성한 텍스트는 공개 시 CC BY 4.0 적용을 예정합니다.
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.