RiskVar monitors financial markets and provides financial risk management analytics, in depth investment risk analysis & historical data.

Financial Risk

Stock Market
PriceLast Price, R=Daily Return %
T = Trend (Avg. Breakout 1M, 3M, 6M, 1Y)
E = Exhaustion Signal (St. Deviation vs 1Y SMA)
1WT = Breakout: Price vs max/min of 1 week
RT = % Return of 1 Week
PR = Percentile of 1 Week % vs Historical Values
1MT = Breakout: Price vs max/min of 1 month
RT = % Return of 1 Month
PR = Percentile of 1 Month % vs Historical Values
3MT = Breakout: Price vs max/min of 3 months
RT = % Return of 3 Months
PR = Percentile of 3 Months % vs Historical Values
6MT = Breakout: Price vs max/min of 6 months
RT = % Return of 6 Months
PR = Percentile of 6 Months % vs Historical Values
1YT = Breakout: Price vs max/min of 1 year
RT = % Return of 1 Year
PR = Percentile of 1 Year % vs Historical Values
1201.34 R 1.4%
T75% E -1.25
T R -3.5%
P 10 E 1.5
T R 10.3%
P 14 E -1.4
T R 3.5%
P 55 E 1.5
T R 3.5%
P 25 E 1.5
T R 3.5%
P 12 E 3.5
5.43 R 1.4%
T-25% E
T R -4.5%
P E
T R -4.5%
P E
T R -4.5%
P E
T R -4.5%
P E
T R -4.5%
P E
1200.34 R -2.4%
T% E
T R -4.5%
P E
T R -4.5%
P E
T R -4.5%
P E
T R -4.5%
P E
T R -4.5%
P E
12.34 R -2.4%
T% E
T R -4.5%
P E
T R -4.5%
P E
T R -4.5%
P E
T R -4.5%
P E
T R -4.5%
P E
12.34 R 0.45%
T% E
T R -4.5%
P E
T R -4.5%
P E
T R -4.5%
P E
T R -4.5%
P E
T R -4.5%
P E
12.34 R 1.34%
T% E
T R -4.5%
P E
T R -4.5%
P E
T R -4.5%
P E
T R -4.5%
P E
T R -4.5%
P E
12.34 R %
T% E
T R 2.5%
P E
T R 2.5%
P E
T R 2.5%
P E
T R 2.5%
P E
T R 2.5%
P E
12.34 R 1.34%
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
12.34 R 1.34%
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
12.34 R 1.34%
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
Global Equity Markets
RiskVar algorithms quantify trends, risk and forward expected returns for financial markets. Equity risk and momentum is presented in this table. Equity risk, momentum and mean reversion is analyzed using breakout, moving averages and other price analysis models combined with Global Financial Risk assessment and related variables like bonds, credit default swaps, commodities and currencies.
Currencies
PriceLast Price, R=Daily Return %
T = Trend (Avg. Breakout 1M, 3M, 6M, 1Y)
E = Exhaustion Signal (St. Deviation vs 1Y SMA)
1WT = Breakout: Price vs max/min of 1 week
RT = % Return of 1 Week
PR = Percentile of 1 Week % vs Historical Values
1MT = Breakout: Price vs max/min of 1 month
RT = % Return of 1 Month
PR = Percentile of 1 Month % vs Historical Values
3MT = Breakout: Price vs max/min of 3 months
RT = % Return of 3 Months
PR = Percentile of 3 Months % vs Historical Values
6MT = Breakout: Price vs max/min of 6 months
RT = % Return of 6 Months
PR = Percentile of 6 Months % vs Historical Values
1YT = Breakout: Price vs max/min of 1 year
RT = % Return of 1 Year
PR = Percentile of 1 Year % vs Historical Values
123.34 R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
1.32 R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
Global Currencies Market View
Currency risk and momentum is presented in this section. Currency Momentum is quantified using breakout models, moving averages and percentile price calculations combined with RiskVar's Financial Risk Model. Currency Risk is quantified by analyzing fx implied volatility, historical volatility combined with sovereign credit default swaps analysis and assessment of Global financial risk using RiskVar's Financial Risk Model.
Bonds
PriceLast Price, R=Daily Return %
T = Trend (Avg. Breakout 1M, 3M, 6M, 1Y)
E = Exhaustion Signal (St. Deviation vs 1Y SMA)
1WT = Breakout: Price vs max/min of 1 week
RT = % Return of 1 Week
PR = Percentile of 1 Week % vs Historical Values
1MT = Breakout: Price vs max/min of 1 month
RT = % Return of 1 Month
PR = Percentile of 1 Month % vs Historical Values
3MT = Breakout: Price vs max/min of 3 months
RT = % Return of 3 Months
PR = Percentile of 3 Months % vs Historical Values
6MT = Breakout: Price vs max/min of 6 months
RT = % Return of 6 Months
PR = Percentile of 6 Months % vs Historical Values
1YT = Breakout: Price vs max/min of 1 year
RT = % Return of 1 Year
PR = Percentile of 1 Year % vs Historical Values
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
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P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
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P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
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P E
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P E
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P E
T R 1.54%
P E
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P E
R %
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T R 1.54%
P E
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P E
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P E
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P E
R %
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P E
T R 1.54%
P E
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P E
T R 1.54%
P E
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R %
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P E
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P E
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P E
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R %
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T R 1.54%
P E
T R 1.54%
P E
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P E
T R 1.54%
P E
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R %
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T R 1.54%
P E
T R 1.54%
P E
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P E
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P E
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R %
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P E
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P E
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R %
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P E
T R 1.54%
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P E
T R 1.54%
P E
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P E
R %
T% E
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P E
T R 1.54%
P E
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P E
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P E
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P E
R %
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T R 1.54%
P E
T R 1.54%
P E
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P E
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P E
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Global Bonds Market View
Bond risk and momentum is presented in this section. Bond Momentum is quantified using breakout models, moving averages and other trend identification models combined with RiskVar's Financial Risk Model. Bond Risk is quantified by combining price trends, mean reversions, historical volatility combined with sovereign credit default swaps analysis and assessment of Global financial risk using RiskVar's Financial Risk Model.
Commodities
PriceLast Price, R=Daily Return %
T = Trend (Avg. Breakout 1M, 3M, 6M, 1Y)
E = Exhaustion Signal (St. Deviation vs 1Y SMA)
1WT = Breakout: Price vs max/min of 1 week
RT = % Return of 1 Week
PR = Percentile of 1 Week % vs Historical Values
1MT = Breakout: Price vs max/min of 1 month
RT = % Return of 1 Month
PR = Percentile of 1 Month % vs Historical Values
3MT = Breakout: Price vs max/min of 3 months
RT = % Return of 3 Months
PR = Percentile of 3 Months % vs Historical Values
6MT = Breakout: Price vs max/min of 6 months
RT = % Return of 6 Months
PR = Percentile of 6 Months % vs Historical Values
1YT = Breakout: Price vs max/min of 1 year
RT = % Return of 1 Year
PR = Percentile of 1 Year % vs Historical Values
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
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P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
Commodities
Commodities risk and momentum is presented in this section. Commodities trends are quantified using breakout models, moving averages and other pattern identification models combined with RiskVar's Financial Risk Model. Commodities Risk is quantified by combining price trends, mean reversions, implied and historical volatility combined with an assessment of Global financial risk using RiskVar's Financial Risk Model.
CDS
PriceLast Price, R=Daily Return %
T = Trend (Avg. Breakout 1M, 3M, 6M, 1Y)
E = Exhaustion Signal (St. Deviation vs 1Y SMA)
1WT = Breakout: Price vs max/min of 1 week
RT = % Return of 1 Week
PR = Percentile of 1 Week % vs Historical Values
1MT = Breakout: Price vs max/min of 1 month
RT = % Return of 1 Month
PR = Percentile of 1 Month % vs Historical Values
3MT = Breakout: Price vs max/min of 3 months
RT = % Return of 3 Months
PR = Percentile of 3 Months % vs Historical Values
6MT = Breakout: Price vs max/min of 6 months
RT = % Return of 6 Months
PR = Percentile of 6 Months % vs Historical Values
1YT = Breakout: Price vs max/min of 1 year
RT = % Return of 1 Year
PR = Percentile of 1 Year % vs Historical Values
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
T R 1.54%
P E
R %
T% E
T R 1.54%
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T R 1.54%
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P E
T R 1.54%
P E
T R 1.54%
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R %
T% E
T R 1.54%
P E
T R 1.54%
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P E
T R 1.54%
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T R 1.54%
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R %
T% E
T R 1.54%
P E
T R 1.54%
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T R 1.54%
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T R 1.54%
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R %
T% E
T R 1.54%
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T R 1.54%
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T R 1.54%
P E
R %
T% E
T R 1.54%
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T R 1.54%
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P E
T R 1.54%
P E
T R 1.54%
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R %
T% E
T R 1.54%
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T R 1.54%
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R %
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R %
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Credit Default Swaps
Sovereign Credit Default Swaps is presented in this section. RiskVar monitors credit default swaps for more than 800 corporations and countries. Credit default swaps are used to quantify credit risk in sectors, corporations and countries. Moreover, RiskVar Financial Risk Model monitors credit default swaps.

Global Risk Report, Macro & Financial Data

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Get Free Access to Financial Risk Analytics and historical Data of Investment Risk Factors, Macroeconomic Indicators and Financial Data for 120 Countries.

Global Risk Alerts & News

DateMarket
EventTimeframe, Event Type
TypeSignal for specific market
is Bullish or Bearish
SignalSignal for specific market
is Bullish or Bearish
ImpSignal Importance: Low, Medium, High
Depending on Market, Timeframe and Event
2015-01-01
Gabon ImportsMacro variable :
Gabon Gabon Imports
1642.5 (New Record: 1641.5)Indicator: 1642.5 (Last)
Dynamics: MoM -33.13%, QoQ -24.62%, MyM -3.1%, YoY 150.15%
Hist. Percentiles: Price 70.59%, MoM 6.25%, QoQ 7.14%, MyM 18.18%, YoY 20.0%
Bearish Trend: 5 Months, 12 Month Average 1514.46
MacroIndicator: 1642.5 (Last)
Dynamics: MoM -33.13%, QoQ -24.62%, MyM -3.1%, YoY 150.15%
Hist. Percentiles: Price 70.59%, MoM 6.25%, QoQ 7.14%, MyM 18.18%, YoY 20.0%
Bearish Trend: 5 Months, 12 Month Average 1514.46
Low
2016-01-01
Equatorial Guinea Im.Macro variable :
Equatorial Guinea Equatorial Guinea Imports
1238.3 (New Record: 1237.3)Indicator: 1238.3 (Last)
Dynamics: MoM -40.61%, QoQ -56.68%, MyM -34.47%, YoY 114.72%
Hist. Percentiles: Price 66.67%, MoM 11.54%, QoQ 4.17%, MyM 4.76%, YoY 6.67%
Bearish Trend: 10 Months, 12 Month Average 4047.88
MacroIndicator: 1238.3 (Last)
Dynamics: MoM -40.61%, QoQ -56.68%, MyM -34.47%, YoY 114.72%
Hist. Percentiles: Price 66.67%, MoM 11.54%, QoQ 4.17%, MyM 4.76%, YoY 6.67%
Bearish Trend: 10 Months, 12 Month Average 4047.88
Low
2018-06-01
zimbabwe importsMacro variable :
zimbabwe zimbabwe imports
614.593 (New Record: 613.593)Indicator: 614.59 (Last)
Dynamics: MoM 15.44%, QoQ 1.45%, MyM 33.61%, YoY 51.61%
Hist. Percentiles: Price 70.94%, MoM 86.21%, QoQ 49.12%, MyM 89.19%, YoY 92.38%
Bullish Trend: 55 Months, 12 Month Average 513.01
MacroIndicator: 614.59 (Last)
Dynamics: MoM 15.44%, QoQ 1.45%, MyM 33.61%, YoY 51.61%
Hist. Percentiles: Price 70.94%, MoM 86.21%, QoQ 49.12%, MyM 89.19%, YoY 92.38%
Bullish Trend: 55 Months, 12 Month Average 513.01
Low
2018-07-01
zambia importsMacro variable :
zambia zambia imports
8877.0 (New Record: 8876.0)Indicator: 8877.0 (Last)
Dynamics: MoM -12.89%, QoQ 3.04%, MyM -1.23%, YoY 39.09%
Hist. Percentiles: Price 97.33%, MoM 11.29%, QoQ 46.2%, MyM 28.18%, YoY 77.14%
Bearish Trend: 3 Months, 12 Month Average 8384.39
MacroIndicator: 8877.0 (Last)
Dynamics: MoM -12.89%, QoQ 3.04%, MyM -1.23%, YoY 39.09%
Hist. Percentiles: Price 97.33%, MoM 11.29%, QoQ 46.2%, MyM 28.18%, YoY 77.14%
Bearish Trend: 3 Months, 12 Month Average 8384.39
Low
2017-01-01
yemen importsMacro variable :
yemen yemen imports
7176.7 (New Record: 7175.7)Indicator: 7176.7 (Last)
Dynamics: MoM 0.85%, QoQ -54.33%, MyM -31.95%, YoY 49.51%
Hist. Percentiles: Price 67.74%, MoM 43.33%, QoQ 7.14%, MyM 8.0%, YoY 26.32%
Bullish Trend: 2 Months, 12 Month Average 11101.56
MacroIndicator: 7176.7 (Last)
Dynamics: MoM 0.85%, QoQ -54.33%, MyM -31.95%, YoY 49.51%
Hist. Percentiles: Price 67.74%, MoM 43.33%, QoQ 7.14%, MyM 8.0%, YoY 26.32%
Bullish Trend: 2 Months, 12 Month Average 11101.56
Low
2018-09-01
vietnam importsMacro variable :
vietnam vietnam imports
19800.0 (New Record: 19799.0)Indicator: 19800.0 (Last)
Dynamics: MoM -6.97%, QoQ 3.96%, MyM 4.9%, YoY 8.55%
Hist. Percentiles: Price 98.07%, MoM 18.6%, QoQ 49.61%, MyM 42.29%, YoY 30.36%
Bearish Trend: 3 Months, 12 Month Average 19116.25
MacroIndicator: 19800.0 (Last)
Dynamics: MoM -6.97%, QoQ 3.96%, MyM 4.9%, YoY 8.55%
Hist. Percentiles: Price 98.07%, MoM 18.6%, QoQ 49.61%, MyM 42.29%, YoY 30.36%
Bearish Trend: 3 Months, 12 Month Average 19116.25
Low
2015-07-01
venezuela importsMacro variable :
venezuela venezuela imports
9576.0 (New Record: 9575.0)Indicator: 9576.0 (Last)
Dynamics: MoM 9.09%, QoQ -30.01%, MyM 2.2%, YoY -34.83%
Hist. Percentiles: Price 69.47%, MoM 64.89%, QoQ 10.87%, MyM 46.07%, YoY 3.61%
Bullish Trend: 2 Months, 12 Month Average 12082.33
MacroIndicator: 9576.0 (Last)
Dynamics: MoM 9.09%, QoQ -30.01%, MyM 2.2%, YoY -34.83%
Hist. Percentiles: Price 69.47%, MoM 64.89%, QoQ 10.87%, MyM 46.07%, YoY 3.61%
Bullish Trend: 2 Months, 12 Month Average 12082.33
Low
Global Risk Report presents real-time alerts for trend identification, mean reversion, increased risk identification based on RiskVar automated quantitative analysis.

Financial Risk Management

RiskVar Global Financial risk model monitors financial conditions in search of anomalies. During deteriorating market conditions, liquidity channels in the global economy dry up leading to significant financial market downturns and recessions. The model monitors Equity Risk, Liquidity Risk, Bank Risk, Corporate Bond Risk, Emerging Bond Risk, Currency Risk, Country Risk and Commodity Risk.
Market RiskLast1W1M3M6M1Y
Global Market RiskGlobal Market Risk
-0.3-0.040.310.550.09-0.71
US Banks RiskUS Banks Risk
-1.2-0.780.420.632.11-1.56
Euro Banks RiskEuro Banks Risk
0.430.290.921.650.72-1.08
UK Banks RiskUK Banks Risk
1.581.51.622.560.5-1.03
Global Liquidity RiskGlobal Liquidity Risk
-0.93-1.5-0.67-0.630.52-0.36
Corporate Bond RiskCorporate Bond Risk
-1.6-0.140.161.19-0.04-1.24
Emerging Bonds RiskEmerging Bonds Risk
-0.46-0.89-1.57-1.61-0.421.44
Currency RiskCurrency Risk
-0.3-0.411.070.620.02-0.17
Global Equity RiskGlobal Equity Risk
-0.09-0.550.42-0.540.8-1.18
Stock Risk ModelStock Risk Model
0.850.840.890.980.790.84
Insurance Sector RiskInsurance Sector Risk
0.460.750.681.161.19-1.12
Sovereign RiskSovereign Risk
0.04-0.011.051.39-1.1-0.66
Commodity RiskCommodity Risk
-0.02-0.19-0.880.980.22-0.89
Risk Range
LowLow Risk Range: -3 to 0
MediumMedium Risk Range: 0 to 1.5
HighHigh Risk Range: 1.5 to 5
Banking Risk is an average of the Credit Default Swaps Levels of 1. US Systemic Banks Bank of America, Morgan Stanley, Goldman Sachs, Wells Fargo, JP Morgan, Citigroup, 2. European Systemic Banks Deutsche Bank , Banco Bilbao Vizcaya Argentaria, Banco Santander, UBS, Societe Generale, ING Group, Commerzbank, BNP Paribas, Unicredit, 3. UK Systemic Banks Royal Bank of Scotland, Barclays Bank, HSBC, and 4. Systemic Insurance Institutions AIG, AVIVA, AXA, ALLIANZ. The model also monitors Interbank Liquidity represented by the TED spreads (Spread between 3-month Libor Rate of the region versus 3-month T-bill rate) of United States, Europe, Japan and China 3-month Shibor rates.
US Systemic Banks RiskLast1W1M3M6M1Y
Morgan Stanley (MS)Morgan Stanley (MS)
53.9956.2562.7460.7765.557.5
Goldman Sachs (GS)Goldman Sachs (GS)
58.56264.6662.696963
Bank of America (BoA)Bank of America (BoA)
4546.253.1955.985547.5
Wells Fargo (WF)Wells Fargo (WF)
42.544.2553.1952.1658.547
JP Morgan (JPM)JP Morgan (JPM)
38.540.945.5546.4252.547
American ExpressAmerican Express
3435.7536.4740.241.524
Citigroup (CITI)Citigroup (CITI)
5050.7555.155.9956.548
European Systemic Banks RiskLast1W1M3M6M1Y
BBVABBVA
74.997195.2392.365562
SantanderSantander
6560.571.975.244.551.5
UBSUBS
38.253641.8944.663022.5
Deutsche BankDeutsche Bank
129.24124.49141.92147.71120.589.5
Societe GeneraleSociete Generale
45.2544.550.4658.0235.537
INGING
34.53436.1835.62624.5
Commerz BankCommerz Bank
87.4988.2585.2482.8369.566.5
Credit SuisseCredit Suisse
67.016769.5283.316867
Bnp ParibasBnp Paribas
4441.549.0457.073536.5
UNICREDITUNICREDIT
158.99148.01162.4127.917680.5
United Kingdom Systemic Banks RiskLast1W1M3M6M1Y
RBSRBS
97.595.2585.7173.055252
Barclays CapitalBarclays Capital
117.75117117.16114.329583.5
HSBCHSBC
37.53639.0437.982724
Lloyds BankLloyds Bank
52.55151.4249.9140.535.5
Insurance Institutions Systemic RiskLast1W1M3M6M1Y
MGICMGIC
110.77115.91134.75177.64147.886.32
AIGAIG
88.5192.586.1681.3581.5158
MetlifeMetlife
6972.565.6165.0864.554
HartfordHartford
5656.9952.2450.255230
LincolnLincoln
8287.0179.9377.5170.557
PrudentialPrudential
67.57266.0867.9468.5154.5
AegonAegon
6766.574.7673.776365.5
XLITXLIT
2323.7525.0123.942547.5
AvivaAviva
655961.8957.545554
AXAAXA
4443.546.6654.2153.537
Zurich ReZurich Re
333441.8948.483838.5
AllianzAllianz
2727.533.7937.52726
Ally FinancialAlly Financial
136.25140.83133.3147.22142.13129.42
AceAce
2425.2525.0227.2923.519
ChubbChubb
252525.9726.812319.5
Global Liquidity RiskInterbank Liquidity represented by the TED spreads (Spread between 3-month Libor Rate of the region versus 3-month T-bill rate) of United States, Europe and Japan rates.
Last1W1M3M6M1Y
United States TED SpreadUnited States TED Spread
0.20.190.230.420.530.28
Europe TED SpreadEurope TED Spread
0.260.180.260.250.360.37
Japan TED SpreadJapan TED Spread
0.070.060.10.060.120.08
Countries Credit Default Swaps RiskLast1W1M3M6M1Y
United States Credit Default SwapsUnited States Credit Default Swaps
22.0722.1623.4523.2921.6123.6
France Credit Default SwapsFrance Credit Default Swaps
24.6823.9528.1228.3716.0820.28
Germany Credit Default SwapsGermany Credit Default Swaps
7.377.415.3915.099.6811.88
United Kingdom Credit Default SwapsUnited Kingdom Credit Default Swaps
282831.727.291825
Portugal Credit Default SwapsPortugal Credit Default Swaps
91.4989.49103.82100.9569141.99
Italy Credit Default SwapsItaly Credit Default Swaps
260.52217.49247.63210.05101142.5
Spain Credit Default SwapsSpain Credit Default Swaps
67.7463.256868.93972.5
Ireland Credit Default SwapsIreland Credit Default Swaps
36.7533.253635.422132.5
Japan Credit Default SwapsJapan Credit Default Swaps
2324.527.8928.2524.537.75
China Credit Default SwapsChina Credit Default Swaps
5559.564.1869.8760.557.75
Risk Range
LowLow Risk Range: -3 to 0
MediumMedium Risk Range: 0 to 1.5
HighHigh Risk Range: 1.5 to 5
Country Risk is represented from each country's credit default swaps Levels of developed and emerging economies like the United States, France, Germany, UK, Portugal, Italy, Spain, Ireland and Japan. Click here to explore more information related to credit default swaps. Click here to monitor financial and macroeconomic data of countries.
Global Currency RiskLast1W1M3M6M1Y
CADJPY Implied VolatilityCADJPY Implied Volatility
6.526.987.316.747.497.24
AUDJPY Implied VolatilityAUDJPY Implied Volatility
8.317.868.738.387.497.63
NZDJPY Implied VolatilityNZDJPY Implied Volatility
8.117.738.878.558.058.98
USDMXN Implied VolatilityUSDMXN Implied Volatility
11.7811.2214.6713.2910.7910.65
USDTRY Implied VolatilityUSDTRY Implied Volatility
21.2221.9439.324.0913.2211.38
EURHUF Implied VolatilityEURHUF Implied Volatility
4.984.876.46.833.744.22
Risk Range
LowLow Risk Range: -3 to 0
MediumMedium Risk Range: 0 to 1.5
HighHigh Risk Range: 1.5 to 5
Foreign Exchange Risk is respresented by the average of the Implied Volatility of highly sensitive currencies to global growth and the risk environment. When Global Risk rises investors divest from emerging markets and commodity-related economies resulting in increased currency volatility. The implied volatility of the following currencies is monitored by the model: US Dollar vs Canadian Dollar, US Dollar versus Australian Dollar, US Dollar versus New Zealand Dollar, US Dollar versus Mexican Peso, US Dollar versus Turkish Lira, Euro versus Hungarian Forint. Click here to explore more information related to currencies
Corporate Debt RiskLast1W1M3M6M1Y
Itraxx Investment GradeItraxx Investment Grade
45.25658.367.359.955.8
AAA Investment Grade Corporate Bond RiskAAA Investment Grade Corporate Bond Risk
0.940.930.991.071.051.33
BAA High Yield Corporate Bond RiskBAA High Yield Corporate Bond Risk
1.851.861.881.991.862.06
Risk Range
LowLow Risk Range: -3 to 0
MediumMedium Risk Range: 0 to 1.5
HighHigh Risk Range: 1.5 to 5
Corporate Risk is represented by the levels between the US 10-year treasury yield and the yields of AAA Investment Grade, BAA and CCC high yield US corporate bonds.
Stocks RiskLast1W1M3M6M1Y
VIXVIX
12.0512.8913.9112.6421.499.19
VXVVXV
14.8415.1515.9214.7121.212.18
VSTOXXVSTOXX
15.4812.8517.2914.616.3213.39
US Stock RiskVar ModelUS Stock RiskVar Model
0.850.840.890.980.790.84
US Stock/Bond ModelUS Stock/Bond Model
Risk Range
LowLow Risk Range: -3 to 0
MediumMedium Risk Range: 0 to 1.5
HighHigh Risk Range: 1.5 to 5
Global Stock Risk is an average of the implied volatilities of the United States (VIX, VXV), Europe (VSTOXX, VFTSE, VDAX, VCAC), Asian Markets (VXJ, VXFXI, VHSI, VINDIA) and the implied volatily curve shape of the US Stock Market (1-month vs 3-month VXV volatility indexes). Supplementary indicators not related to the Market Risk Radar but used to provide a complete view of the Stock Market Risk environment are Stock Sectors Indicator levels between defensive and cyclical sectors of the US Stock Market (XLY/XLP, DJTA/DJUA, DJTA/DJIA, IWM/SPY, SPY/VIX, SPY/SH), Market Breadth Indicators of US Stock Market Breadth (Number of stocks in NYSE, S&P 500, Nasdaq above their 50-day, 150-day, 200-day Moving Averages) and Intermarket Indicators of US stocks Intermarket relationships (SPY/AGG, IWM/AGG, SPY/VIX).Click here to explore more information related to stocks risk and performance.
Emerging Market Debt RiskLast1W1M3M6M1Y
JP Morgan Emerging Market Bonds RiskJP Morgan Emerging Market Bonds Risk
108.08107.25106.42107.33111.89113.14
Risk Range
LowLow Risk Range: -3 to 0
MediumMedium Risk Range: 0 to 1.5
HighHigh Risk Range: 1.5 to 5
Emerging market debt is considered a leading indicator in determining global market risk levels. During elevated global market risk periods, investors divest from emerging market debt causing severe disruptions in global market liquidity and hence elevated global market risk.
Commodities RiskLast1W1M3M6M1Y
Oil Implied volatilityOil Implied volatility
26.4526.1524.8928.7726.8927.72
Risk Range
LowLow Risk Range: -3 to 0
MediumMedium Risk Range: 0 to 1.5
HighHigh Risk Range: 1.5 to 5
Commodities Risk is represented by the Implied Volatility of Crude Oil (OVX). Supplementary indicators used to provide a complete view of the Commodities Market Risk environment are the implied volatility of gold (GVX), commodities indexes represented by the CRB Index, CRB Industrials, CRB Metals, Baltic Dry Index and Dirty Tanker Index, metals price levels describing the global economic activity like Copper, Nickel, Tin, Zinc, Lead, Aluminium, precious metals represented by Gold, Silver, Platinum, Palladium, energy represented by Crude Oil, Natural Gas, Gasoline, grains represented by Wheat, Soybeans, Soybeans Meal, Soybean Oil, Rice and softs represented by Sugar, Coffee, Lumber, Cocoa and Cotton. Click here to explore more information related to commodities risk and performance.

RiskVar Research & Newsfeed

DateNews
2018-08-22
UK Financial Ombudsman Reports Notable U...UK Financial Ombudsman Reports Notable Uptick in Scam Complaints in Q1
2018-08-19
Low Volume on US Crypto Exchanges as SEC...Low Volume on US Crypto Exchanges as SEC Bitcoin ETF Decision Nears

Click Here to read and search RiskVar market risk research archive.

Country Risk

CountryStocksBondsFXCDSPMINPMICPI
United States1 %6% %11 %16 %21 %26 %31 %
United Kingdom %% % % % % % %
France %% % % % % % %
Germany %% % % % % % %
Spain %% % % % % % %
Canada2 %7% %12 %17 %22 %27 %32 %
Mexico %% % % % % % %
Brazil %% % % % % % %
India %% % % % % % %
Russia %% % % % % % %
China4 %910% %14 %19 %24 %29 %34 %
Indonesia %% % % % % % %
Australia %% % % % % % %
Japan5 %10% %16 %20 %25 %30 %35 %
South Korea %% % % % % % %
Italy %% % % % % % %
Netherlands %% % % % % % %
Saudi Arabia %% % % % % % %
Switzerland %% % % % % % %
Turkey %% % % % % % %
Euro Area3 %8% %13 %18 %23 %28 %33 %