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Глобальный индекс рисков (Global Risks Index)

The Global Risks Index Models · Model · on: scenario run requested

Запустить сценарий или стресс-тест

Configure a pathway or a structured shock, run it across entities and draws in Model Lab, propagate it through the coupling network and read the tails.

Страница GRX-JRN-MODEL-SCENARIOВыпуск Базовый выпуск 2026Дата закрытия доказательной базы 2026-09-30Задания 7Значения пока не опубликованыМетод v1.0.0-draft
on: scenario run requested · Run a scenario or stress test7 jobs · 1 gate
  1. Choose the scenario family instant
  2. Configure shocks and horizon self-serve
  3. Model runs 3 hours
  4. Coupling propagation 1 hour
  5. Tail and exceedance 1 hour
  6. Results and drivers instant
  7. Analyst sign-off 2 days

01Модель

Запустить сценарий или стресс-тест

Configure a pathway or a structured shock, run it across entities and draws in Model Lab, propagate it through the coupling network and read the tails.

on: scenario run requested

Запустить сценарий или стресс-тест

In progressTriggered by Risk analyst7 jobs1 approval gate1 matrix job

Граф
01Design
02Design
03Run
04Propagate
05Изучение
06Изучение

100%
Хронология
Job0 h10 h20 h30 h40 h50 hTarget
Choose the scenario familyYouinstant
Configure shocks and horizonYouinstant
Model runsModel Lab3 h
Coupling propagationDependency network1 h
Tail and exceedanceModel Lab1 h
Results and driversYouinstant
Analyst sign-offYour reviewer2 d

End to end on the longest path: about 2.2 d of proposed target service levels. Gates wait for the people named; bars with a fading end have no fixed length.

Шаги
  1. Choose the scenario family

    Design · You · instant
    Warming, socio-economic or transition families · Or a structured shock: fiscal, compound hazard, supply
    Model Lab
  2. Configure shocks and horizon

    Design · You · self-serve
    Shock size, timing and entry points · Horizon to 2030, 2050 or 2100
    Model LabTested model kernels
  3. Model runs matrix · entities × scenarios × draws

    Run · Model Lab · 3 hours
    Kernels from the method library · Seeds recorded per run
    Model LabTested model kernelsMonte Carlo engine
  4. Coupling propagation

    Propagate · Dependency network · 1 hour
    DebtRank and threshold cascades · Cross-border spillovers
    Сеть зависимостейПроверенные ядра моделей
  5. Tail and exceedance

    Propagate · Model Lab · 1 hour
    Exceedance curves · 1-in-100 and 1-in-250 losses · Expected shortfall
    Движок Монте-Карло
  6. Results and drivers

    Read · You · instant
    Fan charts against class bounds · Driver decomposition · Export with citation
    Model LabProvenance (W3C PROV)
  7. Analyst sign-off approval

    Read · Your reviewer · 2 days
    Assumptions and limits recorded
    Реестр PostgreSQL (защита на уровне строк)
Артефакты
Артефакт Задание Кто Этап
Scenario spec Choose the scenario family Вы Design
Run configuration Configure shocks and horizon Вы Design
Run record with seed and digest Model runs Model Lab Run
Cascade paths Coupling propagation Сеть зависимостей Propagate
Tail report Tail and exceedance Model Lab Propagate
Results pack Results and drivers Вы Изучение
Sign-off Analyst sign-off Your reviewer Изучение
ГотовоВыполняетсяОжидает утвержденияВ очередиТочка утвержденияЗадача матрицыВы здесь
Configure a pathway or a structured shock, run it across entities and draws in Model Lab, propagate it through the coupling network and read the tails. The canvas shows where a request stands at the marked job; it is illustrative, not the status of a real request. Durations are proposed target service levels. Select a job for its steps, the people who act, the technology it runs on and what it produces.
03Технологии

6 components

Each job names the component it runs on; open a job on the canvas for its steps, checks and artefacts.

Model LabTested model kernelsMonte Carlo engineDependency networkProvenance (W3C PROV)PostgreSQL ledger (row-level security)

Part of NXS-GRX (canonical data, provenance and risk) Models: Scenario pathways, stress tests, tail and exceedance analytics, coupling contagion and forecasting on the open method library, with tests and model cards.

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