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.
| 방법 | Capability ID | 상태 | 실행 기반 |
|---|---|---|---|
| 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
- 영역
- 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
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.