This page presents RiskVar’s Global Market Risk Model. RiskVaR’s Global Market Risk monitors specific financial markets highly sensitive to different types of risk. The combination of these markets has historically predicted successfully crisis which were initiated from specific countries (Asian Crisis 1997, European Debt Crisis 2010) or Asset classes (US Stock Market Crashes of 1987, 2000, 2008, US Subprime Crisis 2007). Global Risk is an average of the following markets: 1. Global Stock Markets Implied volatility, 2. Government Bonds Credit Default Swaps (CDS) levels, 3. US Investment Grade and High Yield Corporate Bonds levels, 4. Commodities implied volatility, 5. Currencies implied volatility, 6. Systemic Global Banks Credit Default Swaps (CDS) levels, 7. Inter bank Liquidity levels and 8. Emerging Market Debt Levels.