NXS-GRX · TH-03 · Thematic series

Disaster Risk Finance (DRF)

Loss sensitivity, protection gaps, contingent liabilities and the readiness questions for pre-arranged finance, insurance and risk transfer.

Construction Indicators Tail

Page GRX-SER-TH-03Edition Baseline Edition 2026Evidence close 2026-09-30Subject NXS-GRX mechanismValues not yet publishedSnapshot 31a753f76

FIG 1 · Series at a glance

Domain indices

1

Fiscal and public debt risk

Indicators

178

4 index domains

Hazard families

19

Atmosphere and weather · Water systems · Solid Earth

Methods

89

Catastrophe risk · Insurance and reinsurance

Counts from the indicator, hazard and model registries.

domain indices

178

indicators in scope

hazard domains

client groups

01Scope

Scope and questions

This thematic series comes from the NXS-GRX (canonical data, provenance and risk) mechanism (Nexus, DRR, DRF and DRI architecture).

How large is the protection gap?
What share of a severe year's loss is pre-financed?
Which layers of risk suit which instruments?

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 Disaster Risk Finance (DRF) index is built

Graph5 nodes

Graph

01Domain indices

02Series index

03Readings

100%

List

Fiscal and public debt risk
Domain index · IDX · FIS
Expert-weighted geometric mean of the six fiscal sub-indices and the MAC external vulnerability sub-index, each on 0-10 and floored at 0.1 before aggregation.
Disaster Risk Finance (DRF) index
Series index · SERIES · TH-03
Loss sensitivity, protection gaps, contingent liabilities and the readiness questions for pre-arranged finance, insurance and risk transfer.
Country readings
Output · OUTPUT · 195 profiles
Published with intervals and classes when the edition is released.
Regional readings
Output · OUTPUT · 5 regions
Published with intervals and classes when the edition is released.
Global reading
Output · OUTPUT · population or exposure weighted
Published with intervals and classes when the edition is released.

Not runIn progressDone

FIG 2. Select a domain index to open its full construction; Simulate run plays the computation.

03Indices

Domain indices in this series

NXS-GRX · TH-03 · 195 profiles · 0–10 scale

Disaster Risk Finance (DRF) index, world

—

Values publish with the edition; the interval, class and change appear here.

Index	Value	Change	Change %	90% interval	Class · probability	Trend	Range
Fiscal and public debt riskNXS-GRX · FIS	—	—	—	—	—

Domains read: Fiscal and public debt, Hazard and exposure, Financial system, Coping capacity and resilience.

04Indicators

178 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

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.

Filter by name, code, domain, sub-domain or crosswalk

Indicator	Domain	Sub-domain	Component	Unit	Levels	Crosswalks
Short-term external debt, share of reservesIND.MAC.external.short_term_debt_to_reserves	MAC	External balance and reserves	vulnerability	%	COUNTRY	WB_WDI DT.DOD.DSTC.IR.ZS
External debt stocks, share of GNIIND.MAC.external.external_debt.gni	MAC	External balance and reserves	vulnerability	%	COUNTRY	WB_WDI DT.DOD.DECT.GN.ZS
General government overall balance, share of GDPIND.FIS.balance.overall_balance.gdp	FIS	Fiscal balance	vulnerability	%	COUNTRY	IMF_WEO GGXCNL_NGDP WB_WDI GC.NLD.TOTL.GD.ZS
General government primary balance, share of GDPIND.FIS.balance.primary_balance.gdp	FIS	Fiscal balance	vulnerability	%	COUNTRY	IMF_WEO GGXONLB_NGDP
General government structural balance, share of potential GDPIND.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
General government revenue, current US dollarsIND.FIS.revenue.total.usd	FIS	Revenue	context	[USD]	COUNTRY	IMF_GFS 1
General government revenue, share of GDPIND.FIS.revenue.total.gdp	FIS	Revenue	coping capacity	%	COUNTRY	IMF_WEO GGR_NGDP SDG 17.1.1 WB_WDI GC.REV.XGRT.GD.ZS
Tax revenue, share of GDPIND.FIS.revenue.tax.gdp	FIS	Revenue	coping capacity	%	COUNTRY	WB_WDI GC.TAX.TOTL.GD.ZS IMF_GFS 11
Tax effort (actual over estimated tax capacity)IND.FIS.revenue.tax_effort	FIS	Revenue	adaptive capacity	1	COUNTRY
Natural-resource revenue, share of general government revenueIND.FIS.revenue.resource_revenue_share	FIS	Revenue	vulnerability	%	COUNTRY
General government expenditure, share of GDPIND.FIS.expenditure.total.gdp	FIS	Expenditure	context	%	COUNTRY	IMF_WEO GGX_NGDP WB_WDI GC.XPN.TOTL.GD.ZS
Rigid expenditure, share of revenueIND.FIS.expenditure.rigid_share.revenue	FIS	Expenditure	vulnerability	%	COUNTRY
Interest payments, share of revenueIND.FIS.expenditure.interest.revenue	FIS	Expenditure	vulnerability	%	COUNTRY	WB_WDI GC.XPN.INTP.RV.ZS
General government gross debt, share of GDPIND.FIS.debt.gross_debt.gdp	FIS	Debt stock and composition	vulnerability	%	COUNTRY	IMF_WEO GGXWDG_NGDP WB_WDI GC.DOD.TOTL.GD.ZS
General government net debt, share of GDPIND.FIS.debt.net_debt.gdp	FIS	Debt stock and composition	vulnerability	%	COUNTRY	IMF_WEO GGXWDN_NGDP
Foreign-currency share of general government debtIND.FIS.debt.fx_share	FIS	Debt stock and composition	vulnerability	%	COUNTRY
Short-term share of general government debt (residual maturity)IND.FIS.debt.short_term_share	FIS	Debt stock and composition	vulnerability	%	COUNTRY
Average time to maturity of general government debtIND.FIS.debt.average_maturity	FIS	Debt stock and composition	vulnerability	a	COUNTRY
Non-resident holdings of general government debtIND.FIS.debt.nonresident_share	FIS	Debt stock and composition	vulnerability	%	COUNTRY
Concessional share of public external debtIND.FIS.debt.concessional_share	FIS	Debt stock and composition	vulnerability	%	COUNTRY	WB_WDI DT.DOD.ALLC.ZS
Present value of public external debt, share of GDPIND.FIS.debt.external_ppg_pv.gdp	FIS	Debt stock and composition	vulnerability	%	COUNTRY	WB_WDI DT.DOD.PVLX.GN.ZS
Present value of public external debt, share of exportsIND.FIS.debt.external_ppg_pv.exports	FIS	Debt stock and composition	vulnerability	%	COUNTRY	WB_WDI DT.DOD.PVLX.EX.ZS
Public gross financing needs, share of GDPIND.FIS.financing.gross_financing_needs.gdp	FIS	Gross financing needs	vulnerability	%	COUNTRY
Public external debt service, share of revenueIND.FIS.financing.external_ppg_debt_service.revenue	FIS	Gross financing needs	vulnerability	%	COUNTRY
Public external debt service, share of exportsIND.FIS.financing.external_ppg_debt_service.exports	FIS	Gross financing needs	vulnerability	%	COUNTRY	WB_WDI DT.TDS.DPPG.XP.ZS SDG 17.4.1
Sovereign bond spread over benchmarkIND.FIS.financing.sovereign_spread	FIS	Gross financing needs	vulnerability	%	COUNTRY
Five-year sovereign credit default swap spreadIND.FIS.financing.sovereign_cds_5y	FIS	Gross financing needs	vulnerability	%	COUNTRY
Debt of non-financial public corporations, share of GDPIND.FIS.contingent.soe_debt.gdp	FIS	Contingent liabilities	vulnerability	%	COUNTRY
Outstanding government guarantees, share of GDPIND.FIS.contingent.guarantees.gdp	FIS	Contingent liabilities	vulnerability	%	COUNTRY
Expected annual fiscal cost of disasters, share of GDPIND.FIS.contingent.disaster_fiscal_cost.gdp	FIS	Contingent liabilities	vulnerability	%	COUNTRY
LIC-DSF composite indicator score (published, reference)IND.FIS.capacity.lic_dsf_composite_indicator	FIS	Debt-carrying capacity	coping capacity	{score}	COUNTRY
LIC-DSF threshold: PV of external debt to GDP (reference)IND.FIS.capacity.lic_dsf_threshold.pv_ext_gdp	FIS	Debt-carrying capacity	context	%	COUNTRY
LIC-DSF threshold: PV of external debt to exports (reference)IND.FIS.capacity.lic_dsf_threshold.pv_ext_exports	FIS	Debt-carrying capacity	context	%	COUNTRY
LIC-DSF threshold: external debt service to exports (reference)IND.FIS.capacity.lic_dsf_threshold.ds_ext_exports	FIS	Debt-carrying capacity	context	%	COUNTRY
LIC-DSF threshold: external debt service to revenue (reference)IND.FIS.capacity.lic_dsf_threshold.ds_ext_revenue	FIS	Debt-carrying capacity	context	%	COUNTRY
LIC-DSF benchmark: PV of total public debt to GDP (reference)IND.FIS.capacity.lic_dsf_threshold.pv_public_gdp	FIS	Debt-carrying capacity	context	%	COUNTRY
LIC-DSF risk of debt distress, as published (reference)IND.FIS.capacity.lic_dsf_risk_published	FIS	Debt-carrying capacity	context	{class}	COUNTRY
SRDSF overall risk of sovereign stress, as published (reference)IND.FIS.capacity.srdsf_risk_published	FIS	Debt-carrying capacity	context	{class}	COUNTRY
Regulatory capital to risk-weighted assetsIND.FIN.capital.regulatory_capital_rwa	FIN	Capital adequacy	coping capacity	%	COUNTRY	IMF_FSI FSKRC_PT
Tier 1 capital to risk-weighted assetsIND.FIN.capital.tier1_rwa	FIN	Capital adequacy	coping capacity	%	COUNTRY	IMF_FSI FSKRTC_PT
Common Equity Tier 1 capital to risk-weighted assetsIND.FIN.capital.cet1_rwa	FIN	Capital adequacy	coping capacity	%	COUNTRY	IMF_FSI FSCET_PT
Capital to total assets (leverage)IND.FIN.capital.capital_to_assets	FIN	Capital adequacy	coping capacity	%	COUNTRY	IMF_FSI FSKA_PT WB_WDI FB.BNK.CAPA.ZS
Non-performing loans net of provisions to capitalIND.FIN.capital.npl_net_capital	FIN	Capital adequacy	vulnerability	%	COUNTRY	IMF_FSI FSKNL_PT
Non-performing loans to total gross loansIND.FIN.asset_quality.npl_ratio	FIN	Asset quality	vulnerability	%	COUNTRY	IMF_FSI FSANL_PT WB_WDI FB.AST.NPER.ZS
Provisions to non-performing loansIND.FIN.asset_quality.provisions_to_npl	FIN	Asset quality	coping capacity	%	COUNTRY	IMF_FSI FSPN_PT
Loan concentration by economic activityIND.FIN.asset_quality.loan_concentration	FIN	Asset quality	vulnerability	%	COUNTRY	IMF_FSI FSCLE_PT
Bank claims on general government, share of bank assetsIND.FIN.asset_quality.sovereign_exposure	FIN	Asset quality	vulnerability	%	COUNTRY	IMF_FSI FSASDG_PT
Return on assetsIND.FIN.earnings.roa	FIN	Earnings	coping capacity	%	COUNTRY	IMF_FSI FSERA_PT
Return on equityIND.FIN.earnings.roe	FIN	Earnings	coping capacity	%	COUNTRY	IMF_FSI FSERE_PT
Liquid assets to total assetsIND.FIN.liquidity.liquid_assets_total	FIN	Liquidity and funding	coping capacity	%	COUNTRY	IMF_FSI FSLT_PT WB_WDI FD.RES.LIQU.AS.ZS
Liquid assets to short-term liabilitiesIND.FIN.liquidity.liquid_assets_st_liabilities	FIN	Liquidity and funding	coping capacity	%	COUNTRY	IMF_FSI FSLS_PT
Liquidity coverage ratioIND.FIN.liquidity.lcr	FIN	Liquidity and funding	coping capacity	%	COUNTRY	IMF_FSI FSLCR_PT
Net stable funding ratioIND.FIN.liquidity.nsfr	FIN	Liquidity and funding	coping capacity	%	COUNTRY	IMF_FSI FSNSF_PT
Customer deposits to total non-interbank loansIND.FIN.liquidity.deposits_to_loans	FIN	Liquidity and funding	coping capacity	%	COUNTRY	IMF_FSI FSCD_PT
Net open foreign-exchange position to capital (absolute)IND.FIN.fx.net_open_position_capital	FIN	Foreign-exchange risk	vulnerability	%	COUNTRY	IMF_FSI FSSNO_PT
Foreign-currency loans, share of total loans (credit dollarisation)IND.FIN.fx.fx_loans_share	FIN	Foreign-exchange risk	vulnerability	%	COUNTRY	IMF_FSI FSFC_PT
Foreign-currency deposits, share of total deposits (deposit dollarisation)IND.FIN.fx.fx_deposits_share	FIN	Foreign-exchange risk	vulnerability	%	COUNTRY	IMF_FSI FSFCD_PT
Domestic credit to the private sector, share of GDPIND.FIN.depth.private_credit.gdp	FIN	Financial depth and inclusion	context	%	COUNTRY	WB_WDI FS.AST.PRVT.GD.ZS WB_WDI GFDD.DI.14
Credit-to-GDP gap (BIS)IND.FIN.depth.credit_gap	FIN	Financial depth and inclusion	vulnerability	%	COUNTRY
Real growth of credit to the private sectorIND.FIN.depth.private_credit_growth	FIN	Financial depth and inclusion	vulnerability	%	COUNTRY	IMF_FSI FSCGPS_PT
Household debt, share of GDPIND.FIN.depth.household_debt.gdp	FIN	Financial depth and inclusion	vulnerability	%	COUNTRY	IMF_FSI FSHG_PT
Non-financial corporate debt, share of GDPIND.FIN.depth.nfc_debt.gdp	FIN	Financial depth and inclusion	vulnerability	%	COUNTRY	IMF_FSI FSTDGDP_PT
Account ownership, adultsIND.FIN.depth.account_ownership	FIN	Financial depth and inclusion	coping capacity	%	COUNTRY	WB_WDI FX.OWN.TOTL.ZS SDG 8.10.2
Real residential property price growthIND.FIN.housing.real_house_price_growth	FIN	Real estate	vulnerability	%	COUNTRY	IMF_FSI FSREPRR_PC_CP_A_PT
House price-to-income ratio, deviation from long-run averageIND.FIN.housing.price_to_income_gap	FIN	Real estate	vulnerability	%	COUNTRY, CITY
Assets of other financial corporations, share of GDPIND.FIN.nbfi.ofc_assets.gdp	FIN	Non-bank financial intermediation	context	%	COUNTRY	IMF_FSI FSFAG_PT
Insurance penetration (premiums to GDP)IND.FIN.nbfi.insurance_penetration	FIN	Non-bank financial intermediation	coping capacity	%	COUNTRY	WB_WDI GFDD.DI.09 WB_WDI GFDD.DI.10
Natural-catastrophe protection gapIND.FIN.nbfi.nat_cat_protection_gap	FIN	Non-bank financial intermediation	vulnerability	%	REGION, COUNTRY
Bank exposure to carbon-intensive sectorsIND.FIN.climate_finance.carbon_intensive_exposure	FIN	Climate-related financial exposure	exposure	%	COUNTRY
Bank lending exposed to high physical climate riskIND.FIN.climate_finance.physical_risk_lending	FIN	Climate-related financial exposure	exposure	%	COUNTRY
Net official development assistance received, share of GNIIND.ECO.trade.oda_dependence.gni	ECO	Trade	exposure	%	COUNTRY	WB_WDI DT.ODA.ODAT.GN.ZS
Natural-resource rents, share of GDPIND.ECO.concentration.natural_resource_rents.gdp	ECO	Export and import concentration	vulnerability	%	COUNTRY	WB_WDI NY.GDP.TOTL.RT.ZS
Change in very hot days (35 °C or more)IND.CLI.physical_acute.hot_days_change	CLI	Acute climate extremes	hazard	d/a	COUNTRY, ADM1, CITY, GRID
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)
Projected relative sea-level riseIND.CLI.projection.projected_sea_level_rise	CLI	Scenario projections	hazard	m	COUNTRY, ADM1, CITY, SITE
Population below the future 100-year coastal flood level, shareIND.CLI.projection.slr_coastal_population_exposed.share	CLI	Scenario projections	exposure	%	COUNTRY, ADM1, CITY	WB_WDI EN.POP.EL5M.ZS
Financed emissions of a portfolioIND.CLI.emissions.financed_emissions	CLI	Emissions	exposure	Mt/a	PORTFOLIO	IFRS_S2 29(a)(vi)
Fossil-fuel rents, share of GDPIND.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
Explicit fossil-fuel subsidies, share of GDPIND.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)
National adaptation plan submittedIND.CLI.adaptation.nap_submitted	CLI	Adaptation readiness	adaptive capacity	{bool}	COUNTRY	SDG 13.2.1
International adaptation finance received per capitaIND.CLI.adaptation.adaptation_finance_received.pc	CLI	Adaptation readiness	adaptive capacity	[USD]	COUNTRY
Population exposed to two or more major hazards, shareIND.HAZ.multi.multi_hazard_exposure.share	HAZ	Multi-hazard	exposure	%	COUNTRY, ADM1, ADM2, CITY, GRID	INFORM HA.NAT
Multi-hazard average annual loss, share of GDPIND.HAZ.multi.aal.gdp	HAZ	Multi-hazard	impact	%	COUNTRY, ADM1, CITY, PORTFOLIO
Multi-hazard average annual loss, share of produced capital stockIND.HAZ.multi.aal.capital_stock	HAZ	Multi-hazard	impact	%	COUNTRY, ADM1, CITY, PORTFOLIO
Probable maximum loss at 250-year return period, share of GDPIND.HAZ.multi.pml_rp250.gdp	HAZ	Multi-hazard	impact	%	COUNTRY, ADM1, PORTFOLIO
Peak ground acceleration at 475-year return periodIND.HAZ.seismic.pga_rp475	HAZ	Seismic and volcanic	hazard	[g]	COUNTRY, ADM1, CITY, GRID, SITE	UNDRR_HIPS_2025 GH0101 INFORM HA.NAT.EQ
People exposed to strong earthquake shaking, annual averageIND.HAZ.seismic.eq_population_exposed	HAZ	Seismic and volcanic	exposure	{persons}	COUNTRY, ADM1, CITY, GRID	INFORM EX_EQ_MMI8
People exposed to strong earthquake shaking, share of populationIND.HAZ.seismic.eq_population_exposed.share	HAZ	Seismic and volcanic	exposure	%	COUNTRY, ADM1, CITY
Earthquake average annual loss, share of GDPIND.HAZ.seismic.eq_aal.gdp	HAZ	Seismic and volcanic	impact	%	COUNTRY, ADM1, CITY, PORTFOLIO
Population within 30 km of a Holocene volcanoIND.HAZ.seismic.volcano_population_30km	HAZ	Seismic and volcanic	exposure	{persons}	COUNTRY, ADM1, CITY	UNDRR_HIPS_2025 GH0203
Probability of damaging volcanic ash fall in 100 yearsIND.HAZ.seismic.ash_fall_probability	HAZ	Seismic and volcanic	hazard	1	COUNTRY, ADM1, CITY, GRID, SITE	UNDRR_HIPS_2025 GH0202 EMDAT nat-geo-vol-ash
Extreme still-water sea level at 100-year return periodIND.HAZ.coastal.extreme_sea_level_rp100	HAZ	Coastal and sea level	hazard	m	COUNTRY, ADM1, CITY, SITE	UNDRR_HIPS_2025 MH0703 EMDAT nat-met-sto-sur
Population in the 100-year coastal floodplain, shareIND.HAZ.coastal.coastal_flood_population_exposed.share	HAZ	Coastal and sea level	exposure	%	COUNTRY, ADM1, CITY	INFORM EX_CFL UNDRR_HIPS_2025 MH0601
Population below 5 m elevation, shareIND.HAZ.coastal.low_elevation_population.share	HAZ	Coastal and sea level	exposure	%	COUNTRY, ADM1, CITY	WB_WDI EN.POP.EL5M.ZS
Tsunami maximum inundation height at 500-year return periodIND.HAZ.coastal.tsunami_inundation_rp500	HAZ	Coastal and sea level	hazard	m	COUNTRY, ADM1, CITY, SITE	UNDRR_HIPS_2025 MH0705 INFORM HA.NAT.TS
Population exposed to tsunami, shareIND.HAZ.coastal.tsunami_population_exposed.share	HAZ	Coastal and sea level	exposure	%	COUNTRY, ADM1, CITY	INFORM EX_TS EMDAT nat-geo-ear-tsu
Fluvial flood depth at 100-year return periodIND.HAZ.flood.river_flood_depth_rp100	HAZ	Flood	hazard	m	ADM1, ADM2, CITY, GRID, SITE	UNDRR_HIPS_2025 MH0604 EMDAT nat-hyd-flo-riv
Pluvial and flash flood depth at 100-year return periodIND.HAZ.flood.pluvial_flood_depth_rp100	HAZ	Flood	hazard	m	ADM1, ADM2, CITY, GRID, SITE	UNDRR_HIPS_2025 MH0603 UNDRR_HIPS_2025 MH0606 EMDAT nat-hyd-flo-fla
People exposed to river flooding, annual averageIND.HAZ.flood.flood_population_exposed	HAZ	Flood	exposure	{persons}	COUNTRY, ADM1, ADM2, CITY	INFORM EX_FL INFORM HA.NAT.FL
People exposed to river flooding, share of populationIND.HAZ.flood.flood_population_exposed.share	HAZ	Flood	exposure	%	COUNTRY, ADM1, ADM2, CITY
Flood protection design standardIND.HAZ.flood.flood_protection_standard	HAZ	Flood	coping capacity	a	COUNTRY, ADM1, CITY, SITE
River flood average annual loss, share of GDPIND.HAZ.flood.flood_aal.gdp	HAZ	Flood	impact	%	COUNTRY, ADM1, CITY, PORTFOLIO
Tropical cyclone wind speed at 100-year return periodIND.HAZ.storm.tc_wind_rp100	HAZ	Tropical and severe storms	hazard	m/s	COUNTRY, ADM1, CITY, GRID, SITE	UNDRR_HIPS_2025 MH0309 INFORM HA.NAT.TC
Annual probability of category 1 or stronger cyclone windIND.HAZ.storm.tc_cat1_probability	HAZ	Tropical and severe storms	hazard	1	COUNTRY, ADM1, CITY, GRID, SITE
People exposed to category 1 cyclone wind, annual averageIND.HAZ.storm.tc_population_exposed	HAZ	Tropical and severe storms	exposure	{persons}	COUNTRY, ADM1, CITY	INFORM EX_TC_SS1
People exposed to category 1 cyclone wind, share of populationIND.HAZ.storm.tc_population_exposed.share	HAZ	Tropical and severe storms	exposure	%	COUNTRY, ADM1, CITY
Tropical cyclone average annual loss, share of GDPIND.HAZ.storm.tc_aal.gdp	HAZ	Tropical and severe storms	impact	%	COUNTRY, ADM1, PORTFOLIO
Large-hail days per yearIND.HAZ.storm.large_hail_days	HAZ	Tropical and severe storms	hazard	d/a	COUNTRY, ADM1, GRID, SITE	UNDRR_HIPS_2025 MH0404 EMDAT nat-met-sto-hai
Days with severe-thunderstorm environmentsIND.HAZ.storm.severe_convective_days	HAZ	Tropical and severe storms	hazard	d/a	COUNTRY, ADM1, GRID	UNDRR_HIPS_2025 MH0103 EMDAT nat-met-sto-sev
Frequency of severe meteorological droughtIND.HAZ.drought.spei_drought_frequency	HAZ	Drought	hazard	%	COUNTRY, ADM1, GRID	UNDRR_HIPS_2025 MH0401 INFORM HA.NAT.DR
Frequency of agricultural drought stressIND.HAZ.drought.agricultural_stress_frequency	HAZ	Drought	hazard	%	COUNTRY, ADM1, GRID	INFORM ASI
People affected by drought, annual average shareIND.HAZ.drought.drought_affected.share	HAZ	Drought	impact	%	COUNTRY	INFORM AFF_DR EMDAT nat-cli-dro-dro
Days of dangerous humid heat per yearIND.HAZ.heat.dangerous_heat_days	HAZ	Extreme heat	hazard	d/a	COUNTRY, ADM1, CITY, GRID	UNDRR_HIPS_2025 MH0501
Heatwave exposure events per personIND.HAZ.heat.heatwave_person_days	HAZ	Extreme heat	exposure	d/a	COUNTRY, ADM1, CITY
Population exposed to extreme heat, shareIND.HAZ.heat.heat_population_exposed.share	HAZ	Extreme heat	exposure	%	COUNTRY, ADM1, CITY
Extreme fire-weather days per yearIND.HAZ.wildfire.extreme_fire_weather_days	HAZ	Wildfire	hazard	d/a	COUNTRY, ADM1, GRID
Annual burned area, share of land areaIND.HAZ.wildfire.burned_area.share	HAZ	Wildfire	hazard	%	COUNTRY, ADM1, GRID	UNDRR_HIPS_2025 EN0205 EMDAT nat-cli-wil-wil
Population in the wildland-urban interface, shareIND.HAZ.wildfire.wui_population.share	HAZ	Wildfire	exposure	%	COUNTRY, ADM1, CITY
Population in high landslide susceptibility zones, shareIND.HAZ.landslide.landslide_susceptible_population.share	HAZ	Landslide	exposure	%	COUNTRY, ADM1, ADM2, CITY, GRID	UNDRR_HIPS_2025 GH0300
Fatal landslide deaths per 100,000, annual averageIND.HAZ.landslide.fatal_landslide_rate	HAZ	Landslide	impact	/10*5	COUNTRY, ADM1	EMDAT nat-hyd-mmw-lan
Population near major-hazard industrial sites, shareIND.HAZ.technological.major_hazard_site_population.share	HAZ	Technological	exposure	%	COUNTRY, ADM1, CITY	UNDRR_HIPS_2025 TL0304 UNDRR_HIPS_2025 TL0309
Population within 30 km of an operating nuclear reactorIND.HAZ.technological.nuclear_population_30km	HAZ	Technological	exposure	{persons}	COUNTRY, ADM1, CITY	UNDRR_HIPS_2025 TL0208
Industrial accident deaths per 100,000, annual averageIND.HAZ.technological.industrial_accident_deaths	HAZ	Technological	impact	/10*5	COUNTRY	EMDAT tec-ind-ind-ind
Built-up surface areaIND.HAZ.exposure.built_up_area	HAZ	Exposure	context	km2	COUNTRY, ADM1, ADM2, CITY, GRID
Produced capital stockIND.HAZ.exposure.capital_stock	HAZ	Exposure	context	[USD]	COUNTRY, ADM1, PORTFOLIO
Built-up area in high-hazard zonesIND.HAZ.exposure.built_up_exposed	HAZ	Exposure	exposure	km2	COUNTRY, ADM1, ADM2, CITY, GRID
Built-up area in high-hazard zones, shareIND.HAZ.exposure.built_up_exposed.share	HAZ	Exposure	exposure	%	COUNTRY, ADM1, ADM2, CITY
GDP generated in high-hazard zones, shareIND.HAZ.exposure.gdp_exposed.share	HAZ	Exposure	exposure	%	COUNTRY, ADM1, CITY
Disaster deaths and missing persons per 100,000IND.HAZ.loss.deaths_missing_rate	HAZ	Losses and impacts	impact	/10*5	COUNTRY, ADM1	SENDAI A-1 SDG 1.5.1
People directly affected by disasters per 100,000IND.HAZ.loss.directly_affected_rate	HAZ	Losses and impacts	impact	/10*5	COUNTRY, ADM1	SENDAI B-1 SDG 1.5.1
Direct economic loss from disasters, share of GDPIND.HAZ.loss.direct_economic_loss.gdp	HAZ	Losses and impacts	impact	%	COUNTRY, ADM1	SENDAI C-1 SDG 1.5.2
Recorded disaster deaths per 100,000, 30-year averageIND.HAZ.loss.recorded_disaster_deaths	HAZ	Losses and impacts	impact	/10*5	COUNTRY, ADM1	EMDAT Total Deaths
Recorded people affected by disasters per 100,000, 30-year averageIND.HAZ.loss.recorded_disaster_affected	HAZ	Losses and impacts	impact	/10*5	COUNTRY, ADM1	EMDAT Total Affected
Recorded disaster damage, share of GDP, 30-year averageIND.HAZ.loss.recorded_disaster_damage.gdp	HAZ	Losses and impacts	impact	%	COUNTRY	EMDAT Total Damage, Adjusted ('000 US$)
GDP in sectors highly dependent on nature, shareIND.ENV.nature_dependence.nature_dependent_gdp.share	ENV	Nature dependence	exposure	%	COUNTRY, PORTFOLIO
Baseline water stress score (sub-basin)IND.WAT.stress.baseline_water_stress	WAT	Water stress	hazard	{score}	COUNTRY, ADM1, CITY, GRID, SITE, PORTFOLIO
Critical services relying on satellites without backup, shareIND.SPC.dependence.satellite_service_exposure.share	SPC	Space-service dependence	vulnerability	%	COUNTRY
Travel time to the nearest health facilityIND.HLT.system.health_facility_travel_time	HLT	Health system capacity	vulnerability	min	COUNTRY, ADM1, ADM2, CITY, GRID
IHR health emergency management capacity (SPAR C7)IND.HLT.security.spar_emergency_management	HLT	Health security (IHR)	coping capacity	{score}	COUNTRY	SPAR C7 WHO_GHO IHRSPAR2_C07 JEE R1
Population covered by at least one social protection benefitIND.SOC.protection.social_protection_coverage	SOC	Social protection	coping capacity	%	COUNTRY	SDG 1.3.1 ILO SDG_0131_SEX_SOC_RT WB_WDI per_allsp.cov_pop_tot
Internally displaced people, disasters (stock)IND.DEM.displacement.idp_disaster	DEM	Forced displacement	impact	{persons}	COUNTRY, ADM1	IDMC disaster_total_displacement
Internally displaced people, per 100,000 populationIND.DEM.displacement.idp_total.p100k	DEM	Forced displacement	impact	/10*5	COUNTRY
New internal displacements, disastersIND.DEM.displacement.new_displacement_disaster	DEM	Forced displacement	impact	1	COUNTRY, ADM1	IDMC disaster_new_displacement WB_WDI VC.IDP.NWDS
New internal displacements, per 100,000 populationIND.DEM.displacement.new_displacement.p100k	DEM	Forced displacement	impact	/10*5	COUNTRY
Military expenditure, share of GDPIND.CON.violence.military_expenditure.gdp	CON	Organised violence	vulnerability	%	COUNTRY	WB_WDI MS.MIL.XPND.GD.ZS
Government effectiveness (WGI)IND.GOV.quality.government_effectiveness	GOV	Governance quality	coping capacity	{score}	COUNTRY	WB_WGI GOV_WGI_GE.SC WB_WGI GOV_WGI_GE.EST
Efficiency of revenue mobilisation (CPIA)IND.GOV.policy.tax_administration	GOV	Policy and institutional quality	coping capacity	{score}	COUNTRY	WB_WDI IQ.CPA.REVN.XQ
Deviation of budget execution from the approved budgetIND.GOV.policy.budget_execution_deviation	GOV	Policy and institutional quality	vulnerability	%	COUNTRY	SDG 16.6.1
Rural population within 2 km of an all-season roadIND.INF.transport.rural_road_access	INF	Transport	coping capacity	%	COUNTRY, ADM1	SDG 9.1.1
Road and rail network in high-hazard zones, shareIND.INF.transport.network_exposed.share	INF	Transport	exposure	%	COUNTRY, ADM1, ADM2, CITY, GRID
Population covered by a mobile network, by technologyIND.INF.digital.mobile_network_coverage	INF	Digital connectivity	coping capacity	%	COUNTRY, ADM1	SDG 9.c.1
Critical facilities with 72-hour back-up powerIND.INF.utilities.critical_facility_backup_power	INF	Utilities	coping capacity	%	COUNTRY, ADM1, CITY	ISO_37123 ISO 37123:2019
Water supply assets in high-hazard zones, shareIND.INF.utilities.water_assets_exposed.share	INF	Utilities	exposure	%	COUNTRY, ADM1, ADM2, CITY, GRID
Power generation and grid assets in high-hazard zones, shareIND.INF.utilities.power_assets_exposed.share	INF	Utilities	exposure	%	COUNTRY, ADM1, ADM2, CITY, GRID
Lifeline facilities in high-hazard zones, shareIND.INF.utilities.lifeline_facilities_exposed.share	INF	Utilities	exposure	%	COUNTRY, ADM1, ADM2, CITY, GRID
Infrastructure investment gap, share of GDPIND.INF.utilities.infrastructure_investment_gap.gdp	INF	Utilities	vulnerability	%	COUNTRY
Critical infrastructure units damaged or destroyed by disastersIND.INF.disruption.critical_infrastructure_damage	INF	Service disruption	impact	1	COUNTRY, ADM1	SENDAI D-1 SDG 11.5.2
Direct economic loss to critical infrastructure, share of GDPIND.INF.disruption.critical_infrastructure_loss.gdp	INF	Service disruption	impact	%	COUNTRY, ADM1	SENDAI C-5
National DRR strategy aligned with the Sendai FrameworkIND.CRS.drr.national_drr_strategy	CRS	DRR strategy	coping capacity	{score}	COUNTRY	SENDAI E-1 SDG 1.5.3 SDG 11.b.1 SDG 13.1.2
Local governments with DRR strategies aligned to the national strategyIND.CRS.drr.local_drr_strategies	CRS	DRR strategy	coping capacity	%	COUNTRY, ADM1	SENDAI E-2 SDG 1.5.4 SDG 11.b.2 SDG 13.1.3
Multi-hazard early warning system scoreIND.CRS.warning.mhews_score	CRS	Early warning	coping capacity	{score}	COUNTRY	SENDAI G-1
Multi-hazard monitoring and forecasting systemsIND.CRS.warning.monitoring_forecasting	CRS	Early warning	coping capacity	{score}	COUNTRY	SENDAI G-2
People covered by early warning informationIND.CRS.warning.early_warning_coverage	CRS	Early warning	coping capacity	/10*5	COUNTRY, ADM1	SENDAI G-3
Local governments with a plan to act on early warningsIND.CRS.warning.local_warning_action_plans	CRS	Early warning	coping capacity	%	COUNTRY, ADM1	SENDAI G-4
Accessible disaster risk information and assessmentIND.CRS.warning.risk_information_access	CRS	Early warning	coping capacity	{score}	COUNTRY	SENDAI G-5
Exposed population protected by pre-emptive evacuationIND.CRS.warning.preemptive_evacuation	CRS	Early warning	coping capacity	%	COUNTRY, ADM1	SENDAI G-6
Disaster risk financing strategy adoptedIND.CRS.financing.drf_strategy	CRS	Risk financing and protection gap	coping capacity	{bool}	COUNTRY
Participation in a sovereign regional risk poolIND.CRS.financing.regional_risk_pool_membership	CRS	Risk financing and protection gap	coping capacity	{bool}	COUNTRY
Pre-arranged contingent disaster credit, share of GDPIND.CRS.financing.contingent_credit.gdp	CRS	Risk financing and protection gap	coping capacity	%	COUNTRY
Sovereign catastrophe risk transfer limit, share of GDPIND.CRS.financing.risk_transfer_cover.gdp	CRS	Risk financing and protection gap	coping capacity	%	COUNTRY
Natural-catastrophe insurance protection gapIND.CRS.financing.insurance_protection_gap	CRS	Risk financing and protection gap	vulnerability	%	COUNTRY
Non-life insurance premiums, share of GDPIND.CRS.financing.non_life_insurance_penetration	CRS	Risk financing and protection gap	coping capacity	%	COUNTRY
Population within 15 minutes of emergency servicesIND.CRS.response.emergency_service_access	CRS	Response capacity	coping capacity	%	COUNTRY, ADM1, CITY	ISO_37120 ISO 37120:2018
INSARAG-classified urban search and rescue teamIND.CRS.response.usar_classification	CRS	Response capacity	coping capacity	{bool}	COUNTRY
International official support for DRR received, share of GDPIND.CRS.response.international_drr_support.gdp	CRS	Response capacity	coping capacity	%	COUNTRY	SENDAI F-1
Shock-responsive social protection readinessIND.CRS.response.shock_responsive_social_protection	CRS	Response capacity	coping capacity	{score}	COUNTRY

05Hazards

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

3 hazard domains (inner ring) and 19 families (outer ring), sized by hazard count. Select a segment to filter the table below.

Filter hazard families

Family	Domain	Hazards	Count
Convective storms	Atmosphere and weather	Thunderstorm, Lightning strike, Downburst, Tornado, Waterspout, Hail, Squall, Derecho …	11
Cyclonic storm systems	Atmosphere and weather	Tropical cyclone, Subtropical cyclone, Extratropical cyclone, Low-pressure system, Mediterranean tropical-like cyclone, Polar low, Rapid cyclone intensification, Explosive cyclogenesis	8
Damaging wind	Atmosphere and weather	Windstorm, Gale, Downslope windstorm, Clear-air turbulence	4
Precipitation extremes	Atmosphere and weather	Intense rainfall, Heavy snowfall, Snowstorm, Blizzard, Lake-effect snow band, Freezing rain, Structural icing	7
Thermal extremes	Atmosphere and weather	Heatwave, Humid heat stress, Cold wave, Livestock winter disaster, Hard freeze, Frost, Rapid thaw, Extreme night-time heat …	9
Airborne particles and low visibility	Atmosphere and weather	Fog, Dust storm, Dust haze, Haze, Smoke plume, Airborne allergen surge	6
Large-scale circulation anomalies	Atmosphere and weather	Atmospheric river, Atmospheric blocking, Tropical Pacific climate swing, Monsoon failure, Polar vortex disruption, Indian Ocean dipole event, North Atlantic pressure-seesaw extreme	7
Surface radiation extremes	Atmosphere and weather	Extreme ultraviolet exposure, Stratospheric ozone loss episode	2
Freshwater inundation	Water systems	River flood, Flash flood, Surface-water flood, Groundwater flood, Snowmelt flood, Ice-jam flood, Reservoir release flood, Natural-dam outburst flood …	9
Water deficit	Water systems	Meteorological drought, Agricultural drought, Hydrological drought, Groundwater depletion, Flash drought, Water supply shortfall, Megadrought, Lake and inland sea desiccation …	9
Coastal and sea-level hazards	Water systems	Storm surge, Storm tide, Coastal flood, Estuary flood, High-tide flooding, Tsunami, Seiche, Rogue wave …	13
Ocean-state extremes	Water systems	Marine heatwave, Ocean acidification, Marine oxygen depletion, Upper-ocean stratification increase, Marine cold spell, Lake and river heatwave	6
Water-quality degradation	Water systems	Eutrophication, Harmful algal bloom, Freshwater salinisation, Sargassum seaweed influx	4
Fault shaking and rupture	Solid Earth	Earthquake, Induced earthquake, Aftershock sequence, Fault surface rupture, Soil liquefaction, Ground fissure, Earthquake swarm	7
Eruption products and unrest	Solid Earth	Volcanic unrest, Lava flow, Volcanic ash fall, Volcanic ash cloud, Volcanic ballistic projectiles, Pyroclastic flow, Lahar, Volcanic gas and aerosol emission …	12
Slope failure and mass movement	Solid Earth	Rockfall, Topple, Slope slide, Lateral spread, Debris flow, Earthflow and mudflow, Rock avalanche, Submarine landslide …	9
Ground deformation and subsidence	Solid Earth	Land subsidence, Crustal uplift, Sinkhole, Shrink-swell soil movement, Soft-soil settlement, Ground gas seepage, Mining-induced subsidence	7
Erosion and sediment movement	Solid Earth	Soil erosion, River bank erosion, Coastal erosion, Dune encroachment, Reservoir and channel siltation, River avulsion, Delta sediment starvation	7
Seabed and deep-sea hazards	Solid Earth	Turbidity current, Submarine volcanic eruption, Seabed gas escape, Pumice raft, Deep-sea mining disturbance	5

06Tail

The severe end of the distribution

FIG 5 · Explorer: exceedance, return-period loss and the protection gap

Frequency and severity

Events per year (Poisson)1.2

Median event loss20

Severity spread (lognormal σ)1.4

One risk-transfer layer

Attachment per event60

Limit per event240

–

runs in your browser

Explorer: 20,000 simulated years from your frequency and severity settings; the exceedance curve, average annual loss, 1-in-100 and 1-in-250 annual losses, expected shortfall, and how one layer splits loss into retained, transferred and gap. Units are yours; nothing here is a modelled loss for any place.

07Methods

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.

23 methods

Catastrophe risk

Stochastic Event Catalogue · Historical Event Catalogue · Event Footprint · Secondary Uncertainty · Loss Amplification · Financial Terms · Event Loss Table …

38 methods

Insurance and reinsurance

Technical Pricing · Frequency Severity Pricing · Exposure Rating · Experience Rating · Burning Cost · Catastrophe Pricing · Aggregate Loss Terms …

28 methods

Sovereign, macro and development

Sovereign Default Risk · Debt Sustainability · Fiscal Stress · Debt Service Burden · FX Reserve Adequacy · External Vulnerability · Balance of Payments …

08Users

Who uses it

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

Insurers, reinsurers and risk pools

Read hazard, exposure and protection-gap context; Run scenario and tail analytics; Study parametric index design questions

Banks, asset managers and sovereign investors

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

09Reports

Nexus Reports

No Nexus Reports edition carries this code; thematic readings appear inside country, sector and global editions.

10Cite

Cite and reuse

GCRI Canada (2026). The Global Risks Index (NXS-GRX): Disaster Risk Finance (DRF) series (GRX-SER-TH-03), Baseline Edition 2026. Preparatory working draft. https://risksindex.com/series/th-03/ UNI NXS-GRX-AR-000110.

Series key: grix:SER.TH-03:{ISO3}:{YEAR}:A
Domain keys: nis:IDX.FIS.debt.fiscal_risk:{ISO3}:{YEAR}:A

Every country reads this series

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

Country profiles All series

Status

The methodology, structure and definitions of The Global Risks Index are a preparatory working draft (2026), circulated for review and comment and not for implementation. No value appears until an edition is released from a governed evidence cut; values then carry intervals, classes, sources and their correction pathway. Simulators run the published methods on numbers you choose and never show a NXS-GRX value.

What NXS-GRX is not

NXS-GRX is research and risk-analytics information. It is not a credit or ESG rating and uses no rating scale, not a benchmark for financial instruments, not official statistics, not an emergency warning or official classification, and not advice. It must not be used to evaluate natural persons. Risk classes are bands on a published scale, never rankings of countries or people.

Institutions and sources

The Nexus Consortium is stewarded by three independent not-for-profit institutions: GCRI Canada as Lead Institution, Consortium Secretariat and lead contracting organization, 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.

Every value carries the attribution of its sources, which keep their own licences. External names are cited for interoperability only. Nexus-authored text is intended for CC BY 4.0 on release.

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.

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