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The Global Risks Index
The Global Risks Index · GRX-IDX-FIN · MSF Macro-financial and structural fragility

Índice de risco à estabilidade financeira

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.

Construction Simulator Indicators
Page GRX-IDX-FINEdition Baseline Edition 2026Evidence close 2026-09-30Indicator Standard IDX.FIN.capital.financial_stability_riskValues not yet publishedMethod v1.0.0-draft
FIG 1 · Method card
Aggregation

Mazziotta–Pareto

expert weights · floor 0.1 where geometric

Incerteza

1,000 draws

normalisation, weights, aggregation

Estrutura

7 components

28 leaf indicators

Cobertura

71% minimum

modelled share ≤ 20%

From the Indicator Standard definition of this index.
28
leaf indicators
7
components
1,000
Monte Carlo draws
5
series read it
01Construction

From indicators to the composite

A strong capital ratio does not offset a large FX mismatch or credit boom; the penalised aggregate keeps one weak pillar visible. Sub-indices are always shown beside the index.

computation
How Financial stability risk is computed
Graph38 nodes
Grafo
01Indicadores
02Sub-indices
03Domain index
04Pilar
05Composto
100%
Índice
  1. Capital regulatório sobre ativos ponderados pelo risco
    Indicator · IND · %
    Total regulatory capital of the deposit-taking sector as a percentage of its risk-weighted assets, on the national implementation of the Basel framework.
  2. Capital sobre ativos totais (alavancagem)
    Indicator · IND · %
    Tier 1 capital of deposit takers as a percentage of total (unweighted) assets.
  3. Empréstimos inadimplentes líquidos de provisões sobre o capital
    Indicator · IND · %
    Non-performing loans of deposit takers minus specific loan-loss provisions, as a percentage of capital.
  4. Retorno sobre ativos
    Indicator · IND · %
    Net income before extraordinary items and taxes of deposit takers as a percentage of average total assets.
  5. Empréstimos inadimplentes sobre o total de empréstimos brutos
    Indicator · IND · %
    Loans of deposit takers more than 90 days past due or otherwise impaired, as a percentage of total gross loans.
  6. Provisões sobre empréstimos inadimplentes
    Indicator · IND · %
    Specific loan-loss provisions of deposit takers as a percentage of non-performing loans.
  7. Concentração de empréstimos por atividade econômica
    Indicator · IND · %
    Share of deposit takers’ loans to resident non-financial corporations held in the two largest economic activities (ISIC sections).
  8. Créditos bancários sobre o governo geral, em % dos ativos bancários
    Indicator · IND · %
    Deposit takers’ holdings of general government debt securities and loans to general government as a percentage of their total assets.
  9. Ativos líquidos sobre ativos totais
    Indicator · IND · %
    Core liquid assets of deposit takers (cash, central-bank reserves, short-term marketable securities) as a percentage of total assets.
  10. Ativos líquidos sobre passivos de curto prazo
    Indicator · IND · %
    Core liquid assets of deposit takers as a percentage of liabilities with residual maturity of one year or less.
  11. Depósitos de clientes sobre o total de empréstimos não interbancários
    Indicator · IND · %
    Customer (non-interbank) deposits of deposit takers as a percentage of their non-interbank loans.
  12. Índice de cobertura de liquidez
    Indicator · IND · %
    High-quality liquid assets of deposit takers as a percentage of total net cash outflows over a 30-day stress period, Basel III definition.
  13. Posição líquida aberta em moeda estrangeira sobre o capital (absoluta)
    Indicator · IND · %
    Absolute value of deposit takers’ net open position in foreign currencies (long or short, including off-balance-sheet) as a percentage of capital.
  14. Empréstimos em moeda estrangeira, em % do total de empréstimos (dolarização do crédito)
    Indicator · IND · %
    Loans of deposit takers denominated in or indexed to foreign currency as a percentage of total loans.
  15. Depósitos em moeda estrangeira, em % do total de depósitos (dolarização dos depósitos)
    Indicator · IND · %
    Deposits held with deposit takers in foreign currency as a percentage of total deposits.
  16. Hiato crédito/PIB (BIS)
    Indicator · IND · %
    Deviation of the ratio of total credit to the private non-financial sector to GDP from its long-run trend (one-sided HP filter, lambda 400 000), in percentage points, quarterly.
  17. Crescimento real do crédito ao setor privado
    Indicator · IND · %
    Year-on-year growth of deposit takers’ credit to the private sector, deflated by consumer prices.
  18. Dívida das famílias, em % do PIB
    Indicator · IND · %
    Debt of households and non-profit institutions serving households (loans and debt securities) as a percentage of GDP.
  19. Dívida das empresas não financeiras, em % do PIB
    Indicator · IND · %
    Debt of non-financial corporations (loans and debt securities) as a percentage of GDP.
  20. Crescimento real dos preços de imóveis residenciais
    Indicator · IND · %
    Year-on-year change in the residential property price index deflated by consumer prices.
  21. Relação preço dos imóveis/renda, desvio da média de longo prazo
    Indicator · IND · %
    Ratio of nominal house prices to nominal disposable income per head, as a percentage deviation from its own long-run average.
  22. Exposição bancária a setores intensivos em carbono
    Indicator · IND · %
    Share of deposit takers’ loans to non-financial corporations extended to carbon-intensive activities (fossil-fuel extraction, refining, fossil power, cement, steel, chemicals, aviation and shipping), NACE-mapped.
  23. Empréstimos bancários expostos a alto risco climático físico
    Indicator · IND · %
    Share of deposit takers’ loans whose borrower operations or collateral lie in locations of high modelled physical climate hazard (Hazard Standard flood, storm, heat, wildfire, coastal), current climate.
  24. Lacuna de proteção contra catástrofes naturais
    Indicator · IND · %
    Share of economic losses from natural catastrophes not covered by insurance, ten-year rolling average.
  25. Volatilidade do crescimento real do PIB (10 anos)
    Indicator · IND · %
    Standard deviation of annual real GDP growth over the latest ten years with data.
  26. Inflação de preços ao consumidor
    Indicator · IND · %
    Annual percentage change in the consumer price index, period average.
  27. Volatilidade da taxa de câmbio (36 meses)
    Indicator · IND · %
    Standard deviation of month-on-month log changes of the local-currency per US dollar rate over 36 months, annualised.
  28. Taxa de desemprego
    Indicator · IND · %
    Share of the labour force without work but available for and seeking employment (ILO definition).
  29. Banking-sector solvency sub-index
    Sub-index · SUB · w 2 · 22.2%
    Composite of regulatory capital to risk-weighted assets, capital to assets, unprovisioned NPLs to capital and return on assets.
  30. Asset-quality stress sub-index
    Sub-index · SUB · w 1.5 · 16.7%
    Composite of the NPL ratio, provision coverage, sectoral loan concentration and bank exposure to the sovereign.
  31. Funding and liquidity sub-index
    Sub-index · SUB · w 1.5 · 16.7%
    Composite of liquid assets to total assets, liquid assets to short-term liabilities, deposits to loans and the liquidity coverage ratio.
  32. Foreign-exchange mismatch sub-index
    Sub-index · SUB · w 1.5 · 16.7%
    Composite of the absolute net open FX position to capital and credit and deposit dollarisation.
  33. Credit and asset-price imbalance sub-index
    Sub-index · SUB · w 1.5 · 16.7%
    Composite of the BIS credit-to-GDP gap, real private-credit growth, household and corporate debt, and real house-price growth and overvaluation.
  34. Climate-related financial exposure sub-index
    Sub-index · SUB · w 0.5 · 5.6%
    Composite of bank exposure to carbon-intensive sectors, lending exposed to high physical climate risk and the natural-catastrophe protection gap.
  35. Macroeconomic instability sub-index
    Sub-index · SUB · w 0.5 · 5.6%
    Composite of growth volatility, inflation, exchange-rate volatility and unemployment.
  36. Índice de risco à estabilidade financeira
    Domain index · IDX · Mazziotta–Pareto
    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.
  37. Fragilidade macrofinanceira e estrutural
    Pillar · PILLAR · 5 indices
    How much fiscal, financial, external, digital and technological room does the system have before stress turns into crisis?
  38. NXS-GRX (canonical data, provenance and risk) Composite Risk
    Composite · COMPOSITE · four pillars
    Composite = (HTE × VUL × MSF × LCC)^(1/4), each pillar on 0–10 floored at 0.1; pillar = expert-weighted geometric mean of its domain indices
Não executadoEm cursoConcluído
FIG 2. 28 indicators, 7 components, real Indicator Standard weights (the bar under each node is its share). Select a node to trace what it feeds and what feeds it; Simulate run plays the computation in order. Schematic of the construction; source: Indicator Standard composite definitions.
02Simulator

Run this index’s own aggregation

Set each component, change the aggregation or the weight uncertainty, and watch the interval, the class probability and each component’s contribution respond.

FIG 3 · Simulator: aggregate financial stability risk on your numbers
Components (0 to 10)
3.0
5.0
7.0
4.0
6.0
3.0
5.0
25
1
–
funciona no seu navegador
Contribution of each component (leave one out)
Simulator: the index’s published aggregation run on numbers you set, with 1,000 draws over weights and aggregation. The slider positions are starting points for the explainer, not NXS-GRX values. Simulated on your own inputs; not a measured result.
03Método

Treatment, normalisation, weighting, aggregation, uncertainty

Treatment
NONE
Outlier rule
|skew| > 2, kurtosis > 3.5
Normalisation
IDENTITY
Imputation
NONE
Coverage minimum
71% of components
Modelled share cap
20% of weight
Weighting
especialista
Aggregation
Mazziotta–Pareto
Scale
0 to 10
Incerteza
1,000 Monte Carlo runs over normalisation, weights, aggregation
Framework basis
OECD/JRC Handbook (2008); JRC COIN 10-step guide; Mazziotta–Pareto index (2016); IMF FSI Compilation Guide (2019)
Muito baixo0.0 a < 2.0
Baixo2.0 a < 3.5
Médio3.5 a < 5.0
Alto5.0 a < 6.5
Muito alto6.5 a 10.0
04Components

7 components, 28 indicators

Banking-sector solvency sub-index w 2

Composite of regulatory capital to risk-weighted assets, capital to assets, unprovisioned NPLs to capital and return on assets.

IndicadorUnidadeEvidênciasFontesParcela
Capital regulatório sobre ativos ponderados pelo riscoIND.FIN.capital.regulatory_capital_rwa%Class Aimf-fsi, national-supervisor25.0%
Capital sobre ativos totais (alavancagem)IND.FIN.capital.capital_to_assets%Class Aimf-fsi, wb-wdi25.0%
Empréstimos inadimplentes líquidos de provisões sobre o capitalIND.FIN.capital.npl_net_capital%Class Aimf-fsi, national-supervisor25.0%
Retorno sobre ativosIND.FIN.earnings.roa%Class Aimf-fsi, national-supervisor25.0%

Asset-quality stress sub-index w 1.5

Composite of the NPL ratio, provision coverage, sectoral loan concentration and bank exposure to the sovereign.

IndicadorUnidadeEvidênciasFontesParcela
Empréstimos inadimplentes sobre o total de empréstimos brutosIND.FIN.asset_quality.npl_ratio%Class Aimf-fsi, wb-wdi, national-supervisor37.5%
Provisões sobre empréstimos inadimplentesIND.FIN.asset_quality.provisions_to_npl%Class Aimf-fsi, national-supervisor25.0%
Concentração de empréstimos por atividade econômicaIND.FIN.asset_quality.loan_concentration%Class Aimf-fsi18.8%
Créditos bancários sobre o governo geral, em % dos ativos bancáriosIND.FIN.asset_quality.sovereign_exposure%Class Aimf-mfs, national-central-bank18.8%

Funding and liquidity sub-index w 1.5

Composite of liquid assets to total assets, liquid assets to short-term liabilities, deposits to loans and the liquidity coverage ratio.

IndicadorUnidadeEvidênciasFontesParcela
Ativos líquidos sobre ativos totaisIND.FIN.liquidity.liquid_assets_total%Class Aimf-fsi, wb-wdi28.6%
Ativos líquidos sobre passivos de curto prazoIND.FIN.liquidity.liquid_assets_st_liabilities%Class Aimf-fsi, national-supervisor28.6%
Depósitos de clientes sobre o total de empréstimos não interbancáriosIND.FIN.liquidity.deposits_to_loans%Class Aimf-fsi28.6%
Índice de cobertura de liquidezIND.FIN.liquidity.lcr%Class Aimf-fsi, national-supervisor14.3%

Foreign-exchange mismatch sub-index w 1.5

Composite of the absolute net open FX position to capital and credit and deposit dollarisation.

IndicadorUnidadeEvidênciasFontesParcela
Posição líquida aberta em moeda estrangeira sobre o capital (absoluta)IND.FIN.fx.net_open_position_capital%Class Aimf-fsi, national-supervisor33.3%
Empréstimos em moeda estrangeira, em % do total de empréstimos (dolarização do crédito)IND.FIN.fx.fx_loans_share%Class Aimf-fsi, national-central-bank33.3%
Depósitos em moeda estrangeira, em % do total de depósitos (dolarização dos depósitos)IND.FIN.fx.fx_deposits_share%Class Aimf-mfs, national-central-bank, imf-fsi33.3%

Credit and asset-price imbalance sub-index w 1.5

Composite of the BIS credit-to-GDP gap, real private-credit growth, household and corporate debt, and real house-price growth and overvaluation.

IndicadorUnidadeEvidênciasFontesParcela
Hiato crédito/PIB (BIS)IND.FIN.depth.credit_gap%Class Bbis-credit-gap25.0%
Crescimento real do crédito ao setor privadoIND.FIN.depth.private_credit_growth%Class Aimf-mfs, imf-fsi16.7%
Dívida das famílias, em % do PIBIND.FIN.depth.household_debt.gdp%Class Abis-credit, imf-gdd, imf-fsi16.7%
Dívida das empresas não financeiras, em % do PIBIND.FIN.depth.nfc_debt.gdp%Class Abis-credit, imf-gdd, imf-fsi16.7%
Crescimento real dos preços de imóveis residenciaisIND.FIN.housing.real_house_price_growth%Class Bbis-rpp, oecd-house-prices, imf-fsi12.5%
Relação preço dos imóveis/renda, desvio da média de longo prazoIND.FIN.housing.price_to_income_gap%Class Boecd-house-prices, derived:bis-rpp12.5%

Climate-related financial exposure sub-index w 0.5

Composite of bank exposure to carbon-intensive sectors, lending exposed to high physical climate risk and the natural-catastrophe protection gap.

IndicadorUnidadeEvidênciasFontesParcela
Exposição bancária a setores intensivos em carbonoIND.FIN.climate_finance.carbon_intensive_exposure%Class Dderived:national-supervisor-credit-register, ngfs-scenarios, bcbs-climate-disclosure-202533.3%
Empréstimos bancários expostos a alto risco climático físicoIND.FIN.climate_finance.physical_risk_lending%Class Ederived:nhs-1-hazard-layers, national-supervisor-credit-register, bcbs-climate-disclosure-202533.3%
Lacuna de proteção contra catástrofes naturaisIND.FIN.nbfi.nat_cat_protection_gap%Class Cswiss-re-sigma:licensed, munich-re-natcat:licensed, emdat, eiopa-protection-gap33.3%

Macroeconomic instability sub-index w 0.5

Composite of growth volatility, inflation, exchange-rate volatility and unemployment.

IndicadorUnidadeEvidênciasFontesParcela
Volatilidade do crescimento real do PIB (10 anos)IND.MAC.output.growth_volatility%Class Aderived:nis:IND.MAC.output.real_gdp_growth25.0%
Inflação de preços ao consumidorIND.MAC.prices.cpi_inflation%Class Awb-wdi, imf-weo, imf-cpi25.0%
Volatilidade da taxa de câmbio (36 meses)IND.MAC.monetary.exchange_rate_volatility%Class Aderived:imf-ifs-exchange-rates25.0%
Taxa de desempregoIND.MAC.labour.unemployment_rate%Class Cilo-ilostat, wb-wdi25.0%
05Domínio

Sistema financeiro

Soundness, depth and vulnerabilities of banks, non-banks, households, corporates and markets, including climate-related financial risk.

Sub-domainIndicadores
Capital adequacy5
Asset quality4
Earnings2
Liquidity and funding5
Foreign-exchange risk3
Financial depth and inclusion6
Real estate2
Non-bank financial intermediation3
Climate-related financial exposure2

Anchor frameworks (pillar structure and definitions only): IMF FSI 2019 guide; BCBS climate disclosure 2025; NGFS scenarios.

06Indicadores

All 32 financial system indicators

FIG 4 · Indicators in scope, by domain and sub-domain
FIN · 32
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.
IndicadorDomínioSub-domainComponenteUnidadeNíveisCrosswalks
Capital regulatório sobre ativos ponderados pelo riscoIND.FIN.capital.regulatory_capital_rwaFINCapital adequacycoping capacity%COUNTRYIMF_FSI FSKRC_PT
Capital de nível 1 sobre ativos ponderados pelo riscoIND.FIN.capital.tier1_rwaFINCapital adequacycoping capacity%COUNTRYIMF_FSI FSKRTC_PT
Capital principal de nível 1 sobre ativos ponderados pelo riscoIND.FIN.capital.cet1_rwaFINCapital adequacycoping capacity%COUNTRYIMF_FSI FSCET_PT
Capital sobre ativos totais (alavancagem)IND.FIN.capital.capital_to_assetsFINCapital adequacycoping capacity%COUNTRYIMF_FSI FSKA_PT WB_WDI FB.BNK.CAPA.ZS
Empréstimos inadimplentes líquidos de provisões sobre o capitalIND.FIN.capital.npl_net_capitalFINCapital adequacyvulnerability%COUNTRYIMF_FSI FSKNL_PT
Empréstimos inadimplentes sobre o total de empréstimos brutosIND.FIN.asset_quality.npl_ratioFINAsset qualityvulnerability%COUNTRYIMF_FSI FSANL_PT WB_WDI FB.AST.NPER.ZS
Provisões sobre empréstimos inadimplentesIND.FIN.asset_quality.provisions_to_nplFINAsset qualitycoping capacity%COUNTRYIMF_FSI FSPN_PT
Concentração de empréstimos por atividade econômicaIND.FIN.asset_quality.loan_concentrationFINAsset qualityvulnerability%COUNTRYIMF_FSI FSCLE_PT
Créditos bancários sobre o governo geral, em % dos ativos bancáriosIND.FIN.asset_quality.sovereign_exposureFINAsset qualityvulnerability%COUNTRYIMF_FSI FSASDG_PT
Retorno sobre ativosIND.FIN.earnings.roaFINEarningscoping capacity%COUNTRYIMF_FSI FSERA_PT
Retorno sobre o patrimônio líquidoIND.FIN.earnings.roeFINEarningscoping capacity%COUNTRYIMF_FSI FSERE_PT
Ativos líquidos sobre ativos totaisIND.FIN.liquidity.liquid_assets_totalFINLiquidity and fundingcoping capacity%COUNTRYIMF_FSI FSLT_PT WB_WDI FD.RES.LIQU.AS.ZS
Ativos líquidos sobre passivos de curto prazoIND.FIN.liquidity.liquid_assets_st_liabilitiesFINLiquidity and fundingcoping capacity%COUNTRYIMF_FSI FSLS_PT
Índice de cobertura de liquidezIND.FIN.liquidity.lcrFINLiquidity and fundingcoping capacity%COUNTRYIMF_FSI FSLCR_PT
Índice de financiamento estável líquidoIND.FIN.liquidity.nsfrFINLiquidity and fundingcoping capacity%COUNTRYIMF_FSI FSNSF_PT
Depósitos de clientes sobre o total de empréstimos não interbancáriosIND.FIN.liquidity.deposits_to_loansFINLiquidity and fundingcoping capacity%COUNTRYIMF_FSI FSCD_PT
Posição líquida aberta em moeda estrangeira sobre o capital (absoluta)IND.FIN.fx.net_open_position_capitalFINForeign-exchange riskvulnerability%COUNTRYIMF_FSI FSSNO_PT
Empréstimos em moeda estrangeira, em % do total de empréstimos (dolarização do crédito)IND.FIN.fx.fx_loans_shareFINForeign-exchange riskvulnerability%COUNTRYIMF_FSI FSFC_PT
Depósitos em moeda estrangeira, em % do total de depósitos (dolarização dos depósitos)IND.FIN.fx.fx_deposits_shareFINForeign-exchange riskvulnerability%COUNTRYIMF_FSI FSFCD_PT
Crédito interno ao setor privado, em % do PIBIND.FIN.depth.private_credit.gdpFINFinancial depth and inclusioncontext%COUNTRYWB_WDI FS.AST.PRVT.GD.ZS WB_WDI GFDD.DI.14
Hiato crédito/PIB (BIS)IND.FIN.depth.credit_gapFINFinancial depth and inclusionvulnerability%COUNTRY
Crescimento real do crédito ao setor privadoIND.FIN.depth.private_credit_growthFINFinancial depth and inclusionvulnerability%COUNTRYIMF_FSI FSCGPS_PT
Dívida das famílias, em % do PIBIND.FIN.depth.household_debt.gdpFINFinancial depth and inclusionvulnerability%COUNTRYIMF_FSI FSHG_PT
Dívida das empresas não financeiras, em % do PIBIND.FIN.depth.nfc_debt.gdpFINFinancial depth and inclusionvulnerability%COUNTRYIMF_FSI FSTDGDP_PT
Titularidade de conta, adultosIND.FIN.depth.account_ownershipFINFinancial depth and inclusioncoping capacity%COUNTRYWB_WDI FX.OWN.TOTL.ZS SDG 8.10.2
Crescimento real dos preços de imóveis residenciaisIND.FIN.housing.real_house_price_growthFINReal estatevulnerability%COUNTRYIMF_FSI FSREPRR_PC_CP_A_PT
Relação preço dos imóveis/renda, desvio da média de longo prazoIND.FIN.housing.price_to_income_gapFINReal estatevulnerability%COUNTRY, CITY
Ativos de outras sociedades financeiras, em % do PIBIND.FIN.nbfi.ofc_assets.gdpFINNon-bank financial intermediationcontext%COUNTRYIMF_FSI FSFAG_PT
Penetração de seguros (prêmios sobre o PIB)IND.FIN.nbfi.insurance_penetrationFINNon-bank financial intermediationcoping capacity%COUNTRYWB_WDI GFDD.DI.09 WB_WDI GFDD.DI.10
Lacuna de proteção contra catástrofes naturaisIND.FIN.nbfi.nat_cat_protection_gapFINNon-bank financial intermediationvulnerability%REGION, COUNTRY
Exposição bancária a setores intensivos em carbonoIND.FIN.climate_finance.carbon_intensive_exposureFINClimate-related financial exposureexposure%COUNTRY
Empréstimos bancários expostos a alto risco climático físicoIND.FIN.climate_finance.physical_risk_lendingFINClimate-related financial exposureexposure%COUNTRY
07Cotação

Financial stability risk index, world

The world reading of this index, every country as a tile and the largest movements since the previous edition.

NXS-GRX · FIN · 195 profiles · 0–10 scale
Financial stability risk index, world
–
Os valores são publicados com a edição; o intervalo, a classe e a variação aparecem aqui.
Edição anterior
–
Range since 2016
–
Composto acoplado
–
Pontuação de acoplamento S
–
Pulse, última semana
–
Outlook, 12 months
–
Método
Indicator Standard 1.0 · NXS-GRX 2026
Sorteios
1,000
Financial stability risk index, world, by edition

Ainda não há valores publicados. A primeira edição traça aqui o histórico com a faixa do intervalo e os limites de classe.

The line is the point value by edition; the band is the 90% interval; dashed lines are the class bounds at 2, 3.5, 5 and 6.5.
África54
DZA AGO BEN BWA BFA BDI CPV CMR CAF TCD COM COG CIV COD DJI EGY GNQ ERI SWZ ETH GAB GMB GHA GIN GNB KEN LSO LBR LBY MDG MWI MLI MRT MUS MAR MOZ NAM NER NGA RWA STP SEN SYC SLE SOM ZAF SSD SDN TGO TUN UGA TZA ZMB ZWE
Américas35
ATG ARG BHS BRB BLZ BOL BRA CAN CHL COL CRI CUB DMA DOM ECU SLV GRD GTM GUY HTI HND JAM MEX NIC PAN PRY PER KNA LCA VCT SUR TTO USA URY VEN
Ásia48
AFG ARM AZE BHR BGD BTN BRN KHM CHN CYP PRK GEO IND IDN IRN IRQ ISR JPN JOR KAZ KWT KGZ LAO LBN MYS MDV MNG MMR NPL OMN PAK PHL QAT KOR SAU SGP LKA PSE SYR TJK THA TLS TUR TKM ARE UZB VNM YEM
Europa44
ALB AND AUT BLR BEL BIH BGR HRV CZE DNK EST FIN FRA DEU GRC VAT HUN ISL IRL ITA LVA LIE LTU LUX MLT MCO MNE NLD MKD NOR POL PRT MDA ROU RUS SMR SRB SVK SVN ESP SWE CHE UKR GBR
Oceania14
AUS FJI KIR MHL FSM NRU NZL PLW PNG WSM SLB TON TUV VUT
Ainda não há variações. As alterações desde a edição anterior serão listadas aqui a partir da segunda edição, com os indicadores que as motivaram.
08Valores

Country values

FIG 5 · Financial stability risk index: countries (values when released)
Carregando o mapa
AndorraAntígua e BarbudaBahreinBarbadosComoresCabo VerdeDominicaMicronésia (Estados Federados da)GranadaQuiribátiSão Cristóvão e NévisSanta LúciaListenstaineMônacoMaldivasIlhas MarshallMaltaMaurícioNauruPalauSingapuraSan MarinoSão Tomé e PríncipeSeichelesTongaTuvaluSanta SéSão Vicente e GranadinasSamoa
Equal Earth · Natural Earth 1:110mValues when released
Until the first edition is released the map shows UN M49 regions or the Nexus Reports edition; it then shows this index’s classes with each country’s interval on hover. Countries are listed by name, never ordered by value.
Blocos
/api/v1/public/grix/risk-products/tiles/fin/{z}/{x}/{y}.mvt
Chave de observação
nis:IDX.FIN.capital.financial_stability_risk:{ISO3}:{YEAR}:A
09Séries

Series that read this index

GLBGlobal SystemsThe state of interdependent global risk: the twenty domain indices aggregated to the world, the five core systems (water, energy, food, health, biodiversity) and their couplings, the global tail register and the gap between perceived and measured risk. GS-05Global Finance and economyFiscal and public debt risk, financial stability, external dependence, inflation and growth at risk, and the macro-financial channels of physical and transition risk. SR-08Financial contagion and systemic financeInterconnected exposures, sovereign–bank links, capital-flow reversals and contagion through financial networks. XT-05Quantum-relevant securityCryptographic resilience and the migration to post-quantum cryptography across public and financial systems. XT-17Distributed ledgers and decentralised infrastructureDistributed ledgers and decentralised physical infrastructure networks: operational, financial-stability and governance risk.
10Validity

Crosswalks and validity checks

Crosswalks map leaf indicators to source code lists; established indices are used for validity checks, never re-weighted as inputs.

Code systemLeaf indicators mapped
IMF_FSI19
WB_WDI5
IMF_WEO1
SDG1
ILO1
11Em todo o Nexus

Platforms, standards and ways to take part

Field and service platforms of GCRI, GRF and GRA, the Nexus Risk Standards for this domain, learning, working groups and open calls. Every link is a live page.

12Citar

Citar e reutilizar

GCRI Canada (2026). The Global Risks Index (NXS-GRX): Financial stability risk index (GRX-IDX-FIN), Baseline Edition 2026. Preparatory working draft. https://risksindex.com/indices/financial-stability-risk/ UNI NXS-GRX-AR-000121.

See this index in every country profile

Each profile shows this index with its interval and class once released.

Country profiles All indices

Situação

A metodologia, a estrutura e as definições do The Global Risks Index constituem um projeto de trabalho preparatório (2026), divulgado para revisão e comentários e não para implementação. Nenhum valor aparece até que uma edição seja publicada a partir de um corte de evidências governado; os valores passam então a ter intervalos, classes, fontes e o respectivo percurso de correção. Os simuladores executam os métodos publicados sobre números que você escolhe e nunca mostram um valor do NXS-GRX.

O que o NXS-GRX não é

O NXS-GRX é informação de pesquisa e de análise de risco. Não é rating de crédito ou ESG e não usa escala de rating, não é referência para instrumentos financeiros, não é estatística oficial, não é alerta de emergência nem classificação oficial e não é aconselhamento. Não deve ser usado para avaliar pessoas físicas. As classes de risco são faixas em uma escala publicada, nunca classificações de países ou pessoas.

Instituições e fontes

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.

Cada valor inclui a atribuição das suas fontes, que mantêm as suas próprias licenças. Os nomes externos são citados apenas para fins de interoperabilidade. Os textos de autoria da Nexus destinam-se a ser publicados sob CC BY 4.0.

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.