Global Systemic Financial Risk Monitor Global Systemic Financial Risk Monitor Macro-Financial Indicators Risk Parameters Risk Analysis Results Global Macro-Financial Data Global Real GDP Growth Rate (%): Global Average Inflation Rate (%): Global Benchmark Interest Rate (%): Global Equity Market Volatility (e.g., VIX-like Index, points): Global Corporate Credit Spread (Investment Grade, basis points): Global Asset Valuation Index (0-100, 100=highly overvalued): Global Average Bank CET1 Ratio (%): Global Average Bank NPL Ratio (%): Global Financial Leverage Index (0-100, 100=highly leveraged): Risk Factor Weights & Stress Scenario Weighting of Factors (Total should be 100%) GDP Growth Weight (%): Inflation Weight (%): Equity Volatility Weight (%): Credit Spread Weight (%): Asset Valuation Weight (%): Bank CET1 Weight (%): Bank NPL Weight (%): Financial Leverage Weight (%): Systemic Interconnectedness Weight (%): Regulatory Effectiveness Weight (%): Warning: Total weights must add up to 100%. Stress Test Scenario Parameters Hypothetical GDP Drop (%): Hypothetical Equity Market Drop (%): Hypothetical Credit Spread Widening (basis points): Qualitative Factors Systemic Interconnectedness (1-5, 5=Highly Interconnected): Regulatory Effectiveness (1-5, 5=Very Effective): Global Systemic Risk Assessment Results Please enter your data and parameters, then click "Analyze Risk" to see the results. Download Results as PDF Previous Analyze Risk Next OK
