CBSRM · Systemic risk

Understand the system. Defend the measure.

Open, documented systemic-risk methods for financial-stability, supervisory and research teams. Inspect the methodology, assumptions and input lineage before using a result.

System stress

Composite stress indices and correlated stress: CISS-family measures, STLFSI4 and OFR financial stress.

Capital shortfall

SRISK and LRMES measure conditional capital shortfall under systemic market decline.

Tail dependence

ΔCoVaR and MES examine distress dependence and marginal expected shortfall.

Network contagion

DebtRank explores distress propagation through a defined exposure network.

Macro regimes

Documented recession, labour-market and macro-financial indicators with dated source inputs.

Connectedness

Diebold–Yilmaz spillovers provide a lens on cross-asset shock transmission.

Measurement with a review trail.

Versioned methods, content hashes and audit records help a reviewer trace a number to its inputs. This is a design and methodology approach, not a claim of regulatory certification.

Open the systemic-risk Desk →Public-data explorer Offline research terminal

Choose the right surface

The established systemic Desk is separate from the new microfinance institution service.
Public and synthetic demo data have different provenance; inspect each source label.
Trial, licence, service scope and price are agreed through the appropriate onboarding process.
Financial-stability measurement is not an investment recommendation.