country
SIGMA v5.0 Systemic Risk Score
Phantom Consensus Score
DIVERGING
In stable regime with diverging narrative: institutional actors may be building defensive positions while maintaining pu...
Kairos Temporal Window
31 days remaining
Arbitrage window: 35d
Contagion Coefficient R₀
Sub-critical (contained)
Percolation: ✓ Below threshold
Regime Transition Probabilities
Historical Context
Closest Analog: Taper Tantrum (2013-05)
At 48/100, current risk profile is consistent with Taper Tantrum (2013-05). System shows structural resilience. Monitor for regime accumulation signals.
Taper Tantrum · SIGMA-equiv 48
Tapering began Dec 2013. EM recovered partially. India, Turkey, Brazil hardest hit....
Current Baseline (2026) · SIGMA-equiv 51
Ongoing. Multiple simultaneous tail risks: debt ceiling, EU fiscal rules, China property....
Active Risk Signals
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