Methodology

The Systemic Risk Index combines macroeconomic and market-based variables into a synthetic risk signal intended to track financial fragility over time.

Core indicator groups

• Inflation dynamics
• Interest rates and yield curve structure
• Credit spreads
• Market volatility and cross-asset correlation

Interpretation

Higher values indicate tighter financial conditions, stronger market synchronisation, and greater systemic fragility. Lower values indicate more benign financial conditions.

Important note

This methodology page provides a high-level description of the framework. It is intended for educational and informational purposes.