The Global Risks Index · SR-08 · Strategic systems series
金融传染与系统性金融
相互关联的风险敞口、主权与银行的联系、资本流动逆转，以及经由金融网络的传染。
Page GRX-SER-SR-08Edition Baseline Edition 2026Evidence close 2026-09-30Subject NXS-GRX (canonical data, provenance and risk) proposedNexus Reports SR-08 (planned)Values not yet publishedMethod v1.0.0-draft
FIG 1 · Series at a glance
领域指数
1
金融稳定风险
指标
150
4 index domains
Hazard families
18
Systemic and compound events · Society, conflict and economy.
方法
78
Financial risk · Networks, dependency and systemic risk.
1
领域指数
150
indicators in scope
2
危害领域
4
client groups
01范围
Scope and questions
The subject of this index is proposed by NXS-GRX (canonical data, provenance and risk); the Nexus Reports edition with the same code sets its own subject at commissioning, and any difference is recorded as a crosswalk.
- Where would a default propagate through financial links?
- How tight is the sovereign–bank loop?
- Which economies are exposed to sudden stops?
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 Financial contagion and systemic finance index is built
Graph5 nodes
流程图
01领域指数
02Series index
03Readings
100%
索引
-
金融稳定风险Domain index · IDX · FINExpert-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.
-
Financial contagion and systemic finance indexSeries index · SERIES · SR-08相互关联的风险敞口、主权与银行的联系、资本流动逆转，以及经由金融网络的传染。
-
Country readingsOutput · OUTPUT · 195 profilesPublished with intervals and classes when the edition is released.
-
Regional readingsOutput · OUTPUT · 5 regionsPublished with intervals and classes when the edition is released.
-
Global readingOutput · OUTPUT · population or exposure weightedPublished with intervals and classes when the edition is released.
未运行进行中已完成
03指数
Domain indices in this series
The Global Risks Index · SR-08 · 195 profiles · 0–10 scale
Financial contagion and systemic finance index, world
–
数值随版本发布；区间、类别和变化将显示在这里。
| 指数 | 数值 | 变化 | 变化 % | 90% 区间 | 类别 · 概率 | 趋势 | 范围 |
|---|---|---|---|---|---|---|---|
金融稳定风险NXS-GRX · FIN |
– | – | – | – | – |
Domains read: Financial system, Fiscal and public debt, Economic structure and trade, Macroeconomy.
04指标
150 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
| 指标 | 领域 | Sub-domain | 组件 | 单位 | 级别 | Crosswalks |
|---|---|---|---|---|---|---|
国内生产总值，现价美元IND.MAC.output.gdp.usd |
MAC | Output and growth | context | [USD] |
COUNTRY | WB_WDI NY.GDP.MKTP.CD IMF_WEO NGDPD |
人均 GDP，购买力平价（ICP 2021）IND.MAC.output.gdp_per_capita.ppp21 |
MAC | Output and growth | coping capacity | [USD] |
COUNTRY | WB_WDI NY.GDP.PCAP.PP.CD |
实际 GDP 增长率IND.MAC.output.real_gdp_growth |
MAC | Output and growth | vulnerability | % |
COUNTRY | WB_WDI NY.GDP.MKTP.KD.ZG IMF_WEO NGDP_RPCH |
实际 GDP 增长率波动性（10 年）IND.MAC.output.growth_volatility |
MAC | Output and growth | vulnerability | % |
COUNTRY | |
消费者价格通胀率IND.MAC.prices.cpi_inflation |
MAC | Prices and inflation | vulnerability | % |
COUNTRY | WB_WDI FP.CPI.TOTL.ZG IMF_WEO PCPIPCH |
食品价格通胀率IND.MAC.prices.food_inflation |
MAC | Prices and inflation | vulnerability | % |
COUNTRY | FAO_FAOSTAT CP |
经常账户余额，占 GDP 比重IND.MAC.external.current_account.gdp |
MAC | External balance and reserves | vulnerability | % |
COUNTRY | WB_WDI BN.CAB.XOKA.GD.ZS IMF_WEO BCA_NGDPD |
储备可支付进口月数IND.MAC.external.reserves_import_cover |
MAC | External balance and reserves | coping capacity | mo |
COUNTRY | WB_WDI FI.RES.TOTL.MO |
短期外债，占储备比重IND.MAC.external.short_term_debt_to_reserves |
MAC | External balance and reserves | vulnerability | % |
COUNTRY | WB_WDI DT.DOD.DSTC.IR.ZS |
外债存量，占 GNI 比重IND.MAC.external.external_debt.gni |
MAC | External balance and reserves | vulnerability | % |
COUNTRY | WB_WDI DT.DOD.DECT.GN.ZS |
汇率波动性（36 个月）IND.MAC.monetary.exchange_rate_volatility |
MAC | Monetary and exchange-rate conditions | vulnerability | % |
COUNTRY | |
失业率IND.MAC.labour.unemployment_rate |
MAC | Labour market | vulnerability | % |
COUNTRY | WB_WDI SL.UEM.TOTL.ZS SDG 8.5.2 ILO UNE_DEAP_SEX_AGE_RT |
货物和服务出口，现价美元IND.MAC.external.exports.usd |
MAC | External balance and reserves | context | [USD] |
COUNTRY | WB_WDI BX.GSR.GNFS.CD WB_WDI NE.EXP.GNFS.CD |
贸易条件波动性（10 年）IND.MAC.external.terms_of_trade_volatility |
MAC | External balance and reserves | vulnerability | % |
COUNTRY | |
广义政府总体差额，占 GDP 比重IND.FIS.balance.overall_balance.gdp |
FIS | Fiscal balance | vulnerability | % |
COUNTRY | IMF_WEO GGXCNL_NGDP WB_WDI GC.NLD.TOTL.GD.ZS |
广义政府基本差额，占 GDP 比重IND.FIS.balance.primary_balance.gdp |
FIS | Fiscal balance | vulnerability | % |
COUNTRY | IMF_WEO GGXONLB_NGDP |
广义政府结构性差额，占潜在 GDP 比重IND.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 | |
广义政府收入，现价美元IND.FIS.revenue.total.usd |
FIS | Revenue | context | [USD] |
COUNTRY | IMF_GFS 1 |
广义政府收入，占 GDP 比重IND.FIS.revenue.total.gdp |
FIS | Revenue | coping capacity | % |
COUNTRY | IMF_WEO GGR_NGDP SDG 17.1.1 WB_WDI GC.REV.XGRT.GD.ZS |
税收收入，占 GDP 比重IND.FIS.revenue.tax.gdp |
FIS | Revenue | coping capacity | % |
COUNTRY | WB_WDI GC.TAX.TOTL.GD.ZS IMF_GFS 11 |
税收努力度（实际税收与估计税收能力之比）IND.FIS.revenue.tax_effort |
FIS | Revenue | adaptive capacity | 1 |
COUNTRY | |
自然资源收入，占广义政府收入比重IND.FIS.revenue.resource_revenue_share |
FIS | Revenue | vulnerability | % |
COUNTRY | |
广义政府支出，占 GDP 比重IND.FIS.expenditure.total.gdp |
FIS | Expenditure | context | % |
COUNTRY | IMF_WEO GGX_NGDP WB_WDI GC.XPN.TOTL.GD.ZS |
刚性支出，占收入比重IND.FIS.expenditure.rigid_share.revenue |
FIS | Expenditure | vulnerability | % |
COUNTRY | |
利息支付，占收入比重IND.FIS.expenditure.interest.revenue |
FIS | Expenditure | vulnerability | % |
COUNTRY | WB_WDI GC.XPN.INTP.RV.ZS |
广义政府债务总额，占 GDP 比重IND.FIS.debt.gross_debt.gdp |
FIS | Debt stock and composition | vulnerability | % |
COUNTRY | IMF_WEO GGXWDG_NGDP WB_WDI GC.DOD.TOTL.GD.ZS |
广义政府净债务，占 GDP 比重IND.FIS.debt.net_debt.gdp |
FIS | Debt stock and composition | vulnerability | % |
COUNTRY | IMF_WEO GGXWDN_NGDP |
广义政府债务中外币债务占比IND.FIS.debt.fx_share |
FIS | Debt stock and composition | vulnerability | % |
COUNTRY | |
广义政府债务中短期债务占比（剩余期限）IND.FIS.debt.short_term_share |
FIS | Debt stock and composition | vulnerability | % |
COUNTRY | |
广义政府债务平均剩余期限IND.FIS.debt.average_maturity |
FIS | Debt stock and composition | vulnerability | a |
COUNTRY | |
非居民持有的广义政府债务IND.FIS.debt.nonresident_share |
FIS | Debt stock and composition | vulnerability | % |
COUNTRY | |
公共外债中优惠贷款占比IND.FIS.debt.concessional_share |
FIS | Debt stock and composition | vulnerability | % |
COUNTRY | WB_WDI DT.DOD.ALLC.ZS |
公共外债现值，占 GDP 比重IND.FIS.debt.external_ppg_pv.gdp |
FIS | Debt stock and composition | vulnerability | % |
COUNTRY | WB_WDI DT.DOD.PVLX.GN.ZS |
公共外债现值，占出口比重IND.FIS.debt.external_ppg_pv.exports |
FIS | Debt stock and composition | vulnerability | % |
COUNTRY | WB_WDI DT.DOD.PVLX.EX.ZS |
公共部门总融资需求，占 GDP 比重IND.FIS.financing.gross_financing_needs.gdp |
FIS | Gross financing needs | vulnerability | % |
COUNTRY | |
公共外债偿付，占收入比重IND.FIS.financing.external_ppg_debt_service.revenue |
FIS | Gross financing needs | vulnerability | % |
COUNTRY | |
公共外债偿付，占出口比重IND.FIS.financing.external_ppg_debt_service.exports |
FIS | Gross financing needs | vulnerability | % |
COUNTRY | WB_WDI DT.TDS.DPPG.XP.ZS SDG 17.4.1 |
主权债券相对基准的利差IND.FIS.financing.sovereign_spread |
FIS | Gross financing needs | vulnerability | % |
COUNTRY | |
五年期主权信用违约互换利差IND.FIS.financing.sovereign_cds_5y |
FIS | Gross financing needs | vulnerability | % |
COUNTRY | |
非金融公共企业债务，占 GDP 比重IND.FIS.contingent.soe_debt.gdp |
FIS | Contingent liabilities | vulnerability | % |
COUNTRY | |
未清偿政府担保，占 GDP 比重IND.FIS.contingent.guarantees.gdp |
FIS | Contingent liabilities | vulnerability | % |
COUNTRY | |
灾害预期年度财政成本，占 GDP 比重IND.FIS.contingent.disaster_fiscal_cost.gdp |
FIS | Contingent liabilities | vulnerability | % |
COUNTRY | |
LIC-DSF 综合指标得分（已发布，参考）IND.FIS.capacity.lic_dsf_composite_indicator |
FIS | Debt-carrying capacity | coping capacity | {score} |
COUNTRY | |
LIC-DSF 阈值：外债现值与 GDP 之比（参考）IND.FIS.capacity.lic_dsf_threshold.pv_ext_gdp |
FIS | Debt-carrying capacity | context | % |
COUNTRY | |
LIC-DSF 阈值：外债现值与出口之比（参考）IND.FIS.capacity.lic_dsf_threshold.pv_ext_exports |
FIS | Debt-carrying capacity | context | % |
COUNTRY | |
LIC-DSF 阈值：外债偿付与出口之比（参考）IND.FIS.capacity.lic_dsf_threshold.ds_ext_exports |
FIS | Debt-carrying capacity | context | % |
COUNTRY | |
LIC-DSF 阈值：外债偿付与收入之比（参考）IND.FIS.capacity.lic_dsf_threshold.ds_ext_revenue |
FIS | Debt-carrying capacity | context | % |
COUNTRY | |
LIC-DSF 基准：公共债务总额现值与 GDP 之比（参考）IND.FIS.capacity.lic_dsf_threshold.pv_public_gdp |
FIS | Debt-carrying capacity | context | % |
COUNTRY | |
LIC-DSF 债务困境风险，按已发布结果（参考）IND.FIS.capacity.lic_dsf_risk_published |
FIS | Debt-carrying capacity | context | {class} |
COUNTRY | |
SRDSF 主权压力总体风险，按已发布结果（参考）IND.FIS.capacity.srdsf_risk_published |
FIS | Debt-carrying capacity | context | {class} |
COUNTRY | |
监管资本与风险加权资产之比IND.FIN.capital.regulatory_capital_rwa |
FIN | Capital adequacy | coping capacity | % |
COUNTRY | IMF_FSI FSKRC_PT |
Tier 1 资本与风险加权资产之比IND.FIN.capital.tier1_rwa |
FIN | Capital adequacy | coping capacity | % |
COUNTRY | IMF_FSI FSKRTC_PT |
普通股 Tier 1 资本与风险加权资产之比IND.FIN.capital.cet1_rwa |
FIN | Capital adequacy | coping capacity | % |
COUNTRY | IMF_FSI FSCET_PT |
资本与总资产之比（杠杆）IND.FIN.capital.capital_to_assets |
FIN | Capital adequacy | coping capacity | % |
COUNTRY | IMF_FSI FSKA_PT WB_WDI FB.BNK.CAPA.ZS |
扣除拨备后的不良贷款与资本之比IND.FIN.capital.npl_net_capital |
FIN | Capital adequacy | vulnerability | % |
COUNTRY | IMF_FSI FSKNL_PT |
不良贷款与贷款总额之比IND.FIN.asset_quality.npl_ratio |
FIN | Asset quality | vulnerability | % |
COUNTRY | IMF_FSI FSANL_PT WB_WDI FB.AST.NPER.ZS |
拨备与不良贷款之比IND.FIN.asset_quality.provisions_to_npl |
FIN | Asset quality | coping capacity | % |
COUNTRY | IMF_FSI FSPN_PT |
按经济活动划分的贷款集中度IND.FIN.asset_quality.loan_concentration |
FIN | Asset quality | vulnerability | % |
COUNTRY | IMF_FSI FSCLE_PT |
银行对广义政府债权，占银行资产比重IND.FIN.asset_quality.sovereign_exposure |
FIN | Asset quality | vulnerability | % |
COUNTRY | IMF_FSI FSASDG_PT |
资产回报率IND.FIN.earnings.roa |
FIN | Earnings | coping capacity | % |
COUNTRY | IMF_FSI FSERA_PT |
股本回报率IND.FIN.earnings.roe |
FIN | Earnings | coping capacity | % |
COUNTRY | IMF_FSI FSERE_PT |
流动资产与总资产之比IND.FIN.liquidity.liquid_assets_total |
FIN | Liquidity and funding | coping capacity | % |
COUNTRY | IMF_FSI FSLT_PT WB_WDI FD.RES.LIQU.AS.ZS |
流动资产与短期负债之比IND.FIN.liquidity.liquid_assets_st_liabilities |
FIN | Liquidity and funding | coping capacity | % |
COUNTRY | IMF_FSI FSLS_PT |
流动性覆盖率IND.FIN.liquidity.lcr |
FIN | Liquidity and funding | coping capacity | % |
COUNTRY | IMF_FSI FSLCR_PT |
净稳定资金比率IND.FIN.liquidity.nsfr |
FIN | Liquidity and funding | coping capacity | % |
COUNTRY | IMF_FSI FSNSF_PT |
客户存款与非同业贷款总额之比IND.FIN.liquidity.deposits_to_loans |
FIN | Liquidity and funding | coping capacity | % |
COUNTRY | IMF_FSI FSCD_PT |
外汇净敞口头寸与资本之比（绝对值）IND.FIN.fx.net_open_position_capital |
FIN | Foreign-exchange risk | vulnerability | % |
COUNTRY | IMF_FSI FSSNO_PT |
外币贷款，占贷款总额比重（信贷美元化）IND.FIN.fx.fx_loans_share |
FIN | Foreign-exchange risk | vulnerability | % |
COUNTRY | IMF_FSI FSFC_PT |
外币存款，占存款总额比重（存款美元化）IND.FIN.fx.fx_deposits_share |
FIN | Foreign-exchange risk | vulnerability | % |
COUNTRY | IMF_FSI FSFCD_PT |
对私营部门的国内信贷，占 GDP 比重IND.FIN.depth.private_credit.gdp |
FIN | Financial depth and inclusion | context | % |
COUNTRY | WB_WDI FS.AST.PRVT.GD.ZS WB_WDI GFDD.DI.14 |
信贷与 GDP 比率缺口（BIS）IND.FIN.depth.credit_gap |
FIN | Financial depth and inclusion | vulnerability | % |
COUNTRY | |
对私营部门信贷的实际增长率IND.FIN.depth.private_credit_growth |
FIN | Financial depth and inclusion | vulnerability | % |
COUNTRY | IMF_FSI FSCGPS_PT |
家庭债务，占 GDP 比重IND.FIN.depth.household_debt.gdp |
FIN | Financial depth and inclusion | vulnerability | % |
COUNTRY | IMF_FSI FSHG_PT |
非金融企业债务，占 GDP 比重IND.FIN.depth.nfc_debt.gdp |
FIN | Financial depth and inclusion | vulnerability | % |
COUNTRY | IMF_FSI FSTDGDP_PT |
成年人账户拥有率IND.FIN.depth.account_ownership |
FIN | Financial depth and inclusion | coping capacity | % |
COUNTRY | WB_WDI FX.OWN.TOTL.ZS SDG 8.10.2 |
住宅房地产实际价格增长率IND.FIN.housing.real_house_price_growth |
FIN | Real estate | vulnerability | % |
COUNTRY | IMF_FSI FSREPRR_PC_CP_A_PT |
房价收入比，偏离长期均值程度IND.FIN.housing.price_to_income_gap |
FIN | Real estate | vulnerability | % |
COUNTRY, CITY | |
其他金融公司资产，占 GDP 比重IND.FIN.nbfi.ofc_assets.gdp |
FIN | Non-bank financial intermediation | context | % |
COUNTRY | IMF_FSI FSFAG_PT |
保险深度（保费与 GDP 之比）IND.FIN.nbfi.insurance_penetration |
FIN | Non-bank financial intermediation | coping capacity | % |
COUNTRY | WB_WDI GFDD.DI.09 WB_WDI GFDD.DI.10 |
自然巨灾保障缺口IND.FIN.nbfi.nat_cat_protection_gap |
FIN | Non-bank financial intermediation | vulnerability | % |
REGION, COUNTRY | |
银行对碳密集行业的风险暴露IND.FIN.climate_finance.carbon_intensive_exposure |
FIN | Climate-related financial exposure | exposure | % |
COUNTRY | |
面临高物理气候风险的银行贷款IND.FIN.climate_finance.physical_risk_lending |
FIN | Climate-related financial exposure | exposure | % |
COUNTRY | |
贸易开放度（进出口总额，占 GDP 比重）IND.ECO.trade.trade_openness.gdp |
ECO | 贸易 | exposure | % |
COUNTRY | WB_WDI NE.TRD.GNFS.ZS |
国际旅游收入，占出口比重IND.ECO.trade.tourism_receipts.exports |
ECO | 贸易 | vulnerability | % |
COUNTRY | WB_WDI ST.INT.RCPT.XP.ZS |
收到的个人汇款，占 GDP 比重IND.ECO.trade.remittances.gdp |
ECO | 贸易 | exposure | % |
COUNTRY | WB_WDI BX.TRF.PWKR.DT.GD.ZS SDG 17.3.2 |
收到的官方发展援助净额，占 GNI 比重IND.ECO.trade.oda_dependence.gni |
ECO | 贸易 | exposure | % |
COUNTRY | WB_WDI DT.ODA.ODAT.GN.ZS |
出口产品集中度（标准化 HHI）IND.ECO.concentration.export_product_hhi |
ECO | Export and import concentration | vulnerability | 1 |
COUNTRY | |
出口市场集中度（标准化 HHI）IND.ECO.concentration.export_market_hhi |
ECO | Export and import concentration | vulnerability | 1 |
COUNTRY | |
大宗商品出口依赖度IND.ECO.concentration.commodity_export_share |
ECO | Export and import concentration | vulnerability | % |
COUNTRY | WB_WDI TX.VAL.FUEL.ZS.UN WB_WDI TX.VAL.MMTL.ZS.UN WB_WDI TX.VAL.FOOD.ZS.UN WB_WDI TX.VAL.AGRI.ZS.UN |
制成品，占商品出口比重IND.ECO.concentration.manufactures_export_share |
ECO | Export and import concentration | adaptive capacity | % |
COUNTRY | WB_WDI TX.VAL.MANF.ZS.UN |
自然资源租金，占 GDP 比重IND.ECO.concentration.natural_resource_rents.gdp |
ECO | Export and import concentration | vulnerability | % |
COUNTRY | WB_WDI NY.GDP.TOTL.RT.ZS |
经济复杂度指数IND.ECO.concentration.economic_complexity |
ECO | Export and import concentration | adaptive capacity | {score} |
COUNTRY | |
食品进口，占商品进口比重IND.ECO.concentration.food_import_share |
ECO | Export and import concentration | vulnerability | % |
COUNTRY | WB_WDI TM.VAL.FOOD.ZS.UN |
燃料进口，占商品进口比重IND.ECO.concentration.fuel_import_share |
ECO | Export and import concentration | vulnerability | % |
COUNTRY | WB_WDI TM.VAL.FUEL.ZS.UN |
关键矿产净进口依赖度IND.ECO.concentration.critical_minerals_import_reliance |
ECO | Export and import concentration | vulnerability | % |
COUNTRY | |
进口来源集中度（标准化 HHI）IND.ECO.concentration.import_partner_hhi |
ECO | Export and import concentration | vulnerability | 1 |
COUNTRY | |
总出口中的国外增加值占比IND.ECO.supply_chain.gvc_backward_participation |
ECO | Supply-chain exposure | exposure | % |
COUNTRY | |
中间品进口供应方集中度IND.ECO.supply_chain.intermediate_supplier_concentration |
ECO | Supply-chain exposure | vulnerability | % |
COUNTRY | |
受海上咽喉要道影响的海运贸易IND.ECO.supply_chain.chokepoint_exposure |
ECO | Supply-chain exposure | exposure | % |
COUNTRY | |
外国直接投资净流入，占 GDP 比重IND.ECO.investment.fdi_inflows.gdp |
ECO | 投资 | coping capacity | % |
COUNTRY | WB_WDI BX.KLT.DINV.WD.GD.ZS |
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) |
GDP 碳强度IND.CLI.emissions.carbon_intensity_gdp |
CLI | Emissions | exposure | kg/[USD] |
COUNTRY | WB_WDI EN.GHG.CO2.RT.GDP.KD SDG 9.4.1 |
Financed emissions of a portfolioIND.CLI.emissions.financed_emissions |
CLI | Emissions | exposure | Mt/a |
PORTFOLIO | IFRS_S2 29(a)(vi) |
化石燃料租金，占 GDP 比重IND.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 |
燃料出口，占商品出口比重IND.CLI.transition.fossil_fuel_exports.share |
CLI | Transition exposure | exposure | % |
COUNTRY | WB_WDI TX.VAL.FUEL.ZS.UN |
显性化石燃料补贴，占 GDP 比重IND.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) |
多危害年均损失，占 GDP 比重IND.HAZ.multi.aal.gdp |
HAZ | Multi-hazard | impact | % |
COUNTRY, ADM1, CITY, PORTFOLIO | |
250 年一遇可能最大损失，占 GDP 比重IND.HAZ.multi.pml_rp250.gdp |
HAZ | Multi-hazard | impact | % |
COUNTRY, ADM1, PORTFOLIO | |
地震年均损失，占 GDP 比重IND.HAZ.seismic.eq_aal.gdp |
HAZ | Seismic and volcanic | impact | % |
COUNTRY, ADM1, CITY, PORTFOLIO | |
河流洪水年均损失，占 GDP 比重IND.HAZ.flood.flood_aal.gdp |
HAZ | Flood | impact | % |
COUNTRY, ADM1, CITY, PORTFOLIO | |
热带气旋年均损失，占 GDP 比重IND.HAZ.storm.tc_aal.gdp |
HAZ | Tropical and severe storms | impact | % |
COUNTRY, ADM1, PORTFOLIO | |
生产资本存量IND.HAZ.exposure.capital_stock |
HAZ | 风险暴露 | context | [USD] |
COUNTRY, ADM1, PORTFOLIO | |
高危害区内产生的 GDP 占比IND.HAZ.exposure.gdp_exposed.share |
HAZ | 风险暴露 | exposure | % |
COUNTRY, ADM1, CITY | |
灾害直接经济损失，占 GDP 比重IND.HAZ.loss.direct_economic_loss.gdp |
HAZ | Losses and impacts | impact | % |
COUNTRY, ADM1 | SENDAI C-1 SDG 1.5.2 |
有记录的灾害损失，占 GDP 比重，30 年平均IND.HAZ.loss.recorded_disaster_damage.gdp |
HAZ | Losses and impacts | impact | % |
COUNTRY | EMDAT Total Damage, Adjusted ('000 US$) |
高度依赖自然的行业 GDP 占比IND.ENV.nature_dependence.nature_dependent_gdp.share |
ENV | Nature dependence | exposure | % |
COUNTRY, PORTFOLIO | |
基线水资源压力得分（子流域）IND.WAT.stress.baseline_water_stress |
WAT | 水资源压力 | hazard | {score} |
COUNTRY, ADM1, CITY, GRID, SITE, PORTFOLIO | |
用水效率IND.WAT.stress.water_use_efficiency |
WAT | 水资源压力 | adaptive capacity | [USD]/m3 |
COUNTRY | SDG 6.4.1 WB_WDI ER.GDP.FWTL.M3.KD |
依赖 GNSS 的活动所产生的 GDP 占比IND.SPC.dependence.gnss_dependent_gdp.share |
SPC | Space-service dependence | exposure | % |
COUNTRY, PORTFOLIO | UNDRR_HIPS_2025 ET0102 |
谷物进口依赖率IND.FOO.availability.cereal_import_dependency |
FOO | Availability | vulnerability | % |
COUNTRY | FAO_FAOSTAT 21035 |
食品进口支出，占商品出口比重IND.FOO.prices.food_import_bill_to_exports |
FOO | Food prices | vulnerability | % |
COUNTRY | FAO_FAOSTAT 21033 |
农林渔业增加值，占 GDP 比重IND.FOO.agriculture.agri_value_added.gdp |
FOO | Agricultural production and dependence | vulnerability | % |
COUNTRY | WB_WDI NV.AGR.TOTL.ZS |
女性劳动力参与率IND.SOC.gender.female_labour_participation |
SOC | Gender | adaptive capacity | % |
COUNTRY | WB_WDI SL.TLF.CACT.FE.ZS |
非正规就业，占总就业比重IND.SOC.protection.informal_employment |
SOC | Social protection | vulnerability | % |
COUNTRY | SDG 8.3.1 ILO SDG_0831_SEX_ECO_RT WB_WDI SL.ISV.IFRM.ZS |
军事支出，占 GDP 比重IND.CON.violence.military_expenditure.gdp |
CON | Organised violence | vulnerability | % |
COUNTRY | WB_WDI MS.MIL.XPND.GD.ZS |
收入动员效率（CPIA）IND.GOV.policy.tax_administration |
GOV | Policy and institutional quality | coping capacity | {score} |
COUNTRY | WB_WDI IQ.CPA.REVN.XQ |
预算执行与核定预算的偏差IND.GOV.policy.budget_execution_deviation |
GOV | Policy and institutional quality | vulnerability | % |
COUNTRY | SDG 16.6.1 |
营商环境得分（B-READY）IND.GOV.business.bready_overall |
GOV | Business environment | coping capacity | {score} |
COUNTRY | |
燃料进口支出，占货物和服务出口比重IND.ENE.security.fuel_import_bill.exports |
ENE | Supply security and import dependence | vulnerability | % |
COUNTRY | WB_WDI TM.VAL.FUEL.ZS.UN |
原油及成品油进口供应方集中度IND.ENE.security.oil_import_concentration |
ENE | Supply security and import dependence | vulnerability | 1 |
COUNTRY | |
天然气进口供应方集中度IND.ENE.security.gas_import_concentration |
ENE | Supply security and import dependence | vulnerability | 1 |
COUNTRY | |
煤炭进口供应方集中度IND.ENE.security.coal_import_concentration |
ENE | Supply security and import dependence | vulnerability | 1 |
COUNTRY | |
关键矿产进口供应方集中度IND.ENE.minerals.critical_mineral_import_concentration |
ENE | Critical minerals | vulnerability | 1 |
COUNTRY | |
关键矿产进口中最大单一供应方占比IND.ENE.minerals.critical_mineral_top_supplier_share |
ENE | Critical minerals | vulnerability | % |
COUNTRY | |
物流绩效IND.INF.transport.logistics_performance |
INF | Transport | coping capacity | {score} |
COUNTRY | WB_WDI LP.LPI.OVRL.XQ |
班轮运输连通性（相对前沿水平）IND.INF.transport.liner_shipping_connectivity |
INF | Transport | coping capacity | % |
COUNTRY | WB_WDI IS.SHP.GCNW.XQ |
基础设施投资缺口，占 GDP 比重IND.INF.utilities.infrastructure_investment_gap.gdp |
INF | Utilities | vulnerability | % |
COUNTRY | |
关键基础设施直接经济损失，占 GDP 比重IND.INF.disruption.critical_infrastructure_loss.gdp |
INF | Service disruption | impact | % |
COUNTRY, ADM1 | SENDAI C-5 |
ICT 服务增加值，占 GDP 比重IND.CYB.dependence.ict_services_share.gdp |
CYB | Digital dependence | exposure | % |
COUNTRY | WB_WDI BX.GSR.CCIS.ZS |
高技术出口，占制成品出口比重IND.TEC.capability.high_tech_exports |
TEC | Technology capability | adaptive capacity | % |
COUNTRY | WB_WDI TX.VAL.TECH.MF.ZS SDG 9.b.1 |
半导体进口供应方集中度IND.TEC.concentration.semiconductor_import_concentration |
TEC | Concentration and dependence | vulnerability | 1 |
COUNTRY | |
已通过灾害风险融资战略IND.CRS.financing.drf_strategy |
CRS | Risk financing and protection gap | coping capacity | {bool} |
COUNTRY | |
参与主权区域风险池IND.CRS.financing.regional_risk_pool_membership |
CRS | Risk financing and protection gap | coping capacity | {bool} |
COUNTRY | |
预先安排的灾害应急信贷，占 GDP 比重IND.CRS.financing.contingent_credit.gdp |
CRS | Risk financing and protection gap | coping capacity | % |
COUNTRY | |
主权巨灾风险转移限额，占 GDP 比重IND.CRS.financing.risk_transfer_cover.gdp |
CRS | Risk financing and protection gap | coping capacity | % |
COUNTRY | |
自然巨灾保险保障缺口IND.CRS.financing.insurance_protection_gap |
CRS | Risk financing and protection gap | vulnerability | % |
COUNTRY | |
非寿险保费，占 GDP 比重IND.CRS.financing.non_life_insurance_penetration |
CRS | Risk financing and protection gap | coping capacity | % |
COUNTRY | |
获得的减少灾害风险国际官方支持，占 GDP 比重IND.CRS.response.international_drr_support.gdp |
CRS | Response capacity | coping capacity | % |
COUNTRY | SENDAI F-1 |
05危害
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
| 类别 | 领域 | 危害 | Count |
|---|---|---|---|
| Supply-chain and flow disruption | 系统性与复合事件 | Supply-chain disruption, Chokepoint blockage, Port or hub closure, Fuel and energy supply shock, Food supply-chain breakdown, Trade restriction or embargo, Single-source supplier failure, Cold-chain failure … | 17 |
| Cascading failure | 系统性与复合事件 | Interdependent infrastructure cascade, Blackout-driven service cascade, Water-energy-food cascade, Financial contagion, Health-system overload, Emergency-response overload, Digital dependency cascade, Lifeline restoration deadlock … | 10 |
| Compound and multi-hazard events | 系统性与复合事件 | Compound flooding, Concurrent heat and drought, Simultaneous multi-region crop failure, Cold-wave energy crunch, Heat-driven grid stress, Natech event, Successive hazards, Disaster during an epidemic … | 9 |
| Structural fragility of interconnected systems | 系统性与复合事件 | Critical single point of failure, Critical service provider concentration, Common-mode failure, Technology monoculture, Lean inventory fragility, Geographic clustering of critical production, Unmapped critical dependency, Tightly coupled automated systems … | 11 |
| Organised and collective violence | 社会、冲突与经济 | Interstate war, Internal armed conflict, Civil unrest, Terrorist attack, Communal and targeted violence | 5 |
| Conflict-induced harm | 社会、冲突与经济 | Explosive remnants and landmines, Conflict-related environmental damage, Attacks on critical infrastructure, Siege and humanitarian access denial | 4 |
| Humanitarian crises | 社会、冲突与经济 | Mass displacement, Acute food crisis, Famine, Water and resource conflict, Chronic malnutrition, Education disruption | 6 |
| Crowd and collective behaviour | 社会、冲突与经济 | Crowd crush, Panic buying and hoarding, Self-harm and suicide cluster | 3 |
| Economic shocks and governance failure | 社会、冲突与经济 | Financial market and banking shock, Sovereign debt crisis, Currency crisis, Commodity price shock, Governance breakdown, Hyperinflation, Housing affordability and insecurity crisis, Energy poverty | 8 |
| Geopolitical confrontation and strategic weapons | 社会、冲突与经济 | Great-power war, Nuclear war, Nuclear winter, Nuclear escalation crisis, Accidental or unauthorised nuclear launch, Nuclear weapons proliferation, High-altitude electromagnetic pulse, Military threat to a nuclear facility … | 15 |
| Governance and institutional failure | 社会、冲突与经济 | Coup d’etat, Democratic backsliding, Authoritarian lock-in, Institutional capture, Grand corruption shock, Rule-of-law breakdown, Mass surveillance, Repression of civic space … | 18 |
| Financial-system fragility | 社会、冲突与经济 | Asset-bubble collapse, Property-market crash, Credit crunch, Non-bank financial run, Central counterparty or settlement failure, Government bond market dysfunction, Corporate default wave, Digital-asset collapse … | 12 |
| Macroeconomic and fiscal shocks | 社会、冲突与经济 | Inflation shock, Stagflation, Deflationary spiral, Interest-rate shock, Capital-flow sudden stop, Severe national recession, Global recession, Local-government fiscal crisis … | 12 |
| Labour and technology transition | 社会、冲突与经济 | Automation-driven job displacement, Skills mismatch, Mass unemployment surge, Critical labour shortage, Regional industrial decline, Large-scale labour strike, Informal and precarious work shock | 7 |
| Population structure and movement | 社会、冲突与经济 | Rapid population ageing, Ultra-low fertility, Depopulation, Youth bulge with unemployment, Rapid unplanned urbanisation, Protracted displacement, Dangerous irregular migration, Climate-driven migration and relocation … | 12 |
| Social cohesion and atrocity risk | 社会、冲突与经济 | Societal polarisation, Collapse of institutional trust, Inequality shock, Hate-crime wave, Incitement and dehumanising propaganda, Systematic persecution of a group, Genocide, Violent radicalisation … | 9 |
| Organised crime and illicit economies | 社会、冲突与经济 | Transnational organised crime, Criminal governance of territory, Human trafficking, Migrant smuggling, Drug trafficking, Illicit arms trafficking, Illicit financial flows, Maritime piracy and armed robbery at sea … | 12 |
| Cultural heritage loss | 社会、冲突与经济 | Deliberate destruction of cultural heritage, Looting and trafficking of cultural property, Climate and natural-hazard damage to heritage, Language extinction, Loss of traditional and Indigenous knowledge, Loss of archives and records, Overtourism degradation | 7 |
06耦合
How shocks cascade across systems
FIG 5 · Expected direct couplings between systems (row affects column)
| WAT | ENE | FOO | HLT | BIO | FIN | TRD | INF | DIG | SEC | |
|---|---|---|---|---|---|---|---|---|---|---|
| 水 |
Weak expected couplingModerate expected couplingStrong expected coupling
FIG 6 · Simulator: how a shock cascades across systems
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07方法
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.
57 methods
金融风险
Probability of Default · Loss Given Default · Exposure at Default · Expected Credit Loss · Unexpected Credit Loss · Credit Migration · Structural Credit Merton …
21 methods
网络、依存关系与系统性风险
Dependency Graph · Centrality · Critical Node · Cascading Failure · Contagion · Percolation · Interdependency …
08Users
Who uses it
Regulators, supervisors and central banks
Design supervisory scenarios. Read systemic coupling. Replicate methods.
Banks, asset managers and sovereign investors
Read sovereign and systemic context. Run climate pathway packs. Build portfolio postures.
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.
09报告
Nexus Reports
- Edition code
SR-08- Edition status
- 计划中
- 主题
- Set by Nexus Reports at commissioning
10引用
引用与再利用
GCRI Canada (2026). The Global Risks Index (NXS-GRX): Financial contagion and systemic finance series (GRX-SER-SR-08), Baseline Edition 2026. Preparatory working draft. https://risksindex.com/series/sr-08/ UNI NXS-GRX-AR-000081.
- Series key
grix:SER.SR-08:{ISO3}:{YEAR}:A- Domain keys
nis:IDX.FIN.capital.financial_stability_risk:{ISO3}:{YEAR}:A
状态
The Global Risks Index 的方法、结构和定义为预备性工作草案（2026），供审阅和评论，不供实施。在从受治理的证据截取中发布版本之前，不会出现任何数值；届时数值将附有区间、类别、来源及其更正途径。模拟器以您选择的数字运行已发布的方法，绝不显示 NXS-GRX 数值。
NXS-GRX 不是什么
NXS-GRX 是研究和风险分析信息。它不是信用评级或 ESG 评级，不使用任何评级尺度；它不是金融工具的基准，不是官方统计，不是紧急警报或官方分类，也不是建议。不得用于评估自然人。风险等级是已发布尺度上的区间，绝不是对国家或个人的排名。
机构与来源
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.
每个数值均附有其来源的署名，这些来源保留各自的许可。外部名称仅为互操作性而引用。Nexus 撰写的文本拟在发布时采用 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.