Currency & Exchange Rate Risk
Switzerland's currency risk assessment produces a SIGMA score of 29.3/100 (STABLE regime), with reserves and current account dynamics within historical norms.
The SIGMA Engine v5.0 derives this score from eight deterministic analytical layers: metabolic lifecycle entropy (β=0.839, biological age 265 months), structural fragility (Minsky phase: hedge), NLP narrative divergence (0.0%), network contagion (R₀=0.770, percolation intact), and predictive signals (CSD=14.0, Hawkes λ=0.1000).
Regime probability distribution as of 2026-10-13: stable 36.4% / accumulation 24.0% / critical 23.1% / collapse 16.5%. The Hurst exponent of 0.571 shows neutral dynamics with no strong directional persistence.
Based on Markov chain transition probability from current STABLE regime. Kairos arbitrage window: 31 days.
Methodology: SIGMA scores are deterministic (identical inputs = identical outputs). Data sources: Federal Reserve FRED, GDELT geopolitical entropy, GLEIF corporate ownership network, Stooq price data. Not financial advice — for informational and research purposes only. Verify predictions: /predictions.