Composite risk
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Treasury value forecast
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Forecast moves are model outputs over the stated horizon, not guarantees; the scenario band shows the same ladder under bull and bear yield shocks.
Methodology correction, 2 July 2026: the ladder previously accrued interest on a trading-day basis against a calendar-day tenor and priced bills through a bank-discount identity fed with bond-equivalent yields. Both conventions have been corrected; projected returns published before this date were understated by roughly 0.6 percentage points on the six-month horizon.
Risk domains
Scores run from 0 (benign) to 10 (acute). Coverage shows how many of the domain’s metrics carry a current observation; a domain marked partial is scored from the metrics available rather than hidden. Domains without an implemented engine are listed and say so. Select an implemented domain to see its metrics.
Do the elevated domains move together
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Historical context
The same scoring engines replayed through stored observations from named stress episodes, next to today’s reading. A dash means the store does not hold enough history from that period for the domain — shown honestly rather than estimated.
What is moving risk
These figures are aggregate, public-source risk context for treasury review. They are not a rating, not a prediction of default, and not investment advice.
Data sources: U.S. Federal Reserve Economic Data (FRED, St Louis Fed), World Bank Open Data (licensed CC BY 4.0), ECB Data Portal, and OECD. Figures are transformed and scored by Macrovision; source organisations do not endorse this product. Every published number carries its method version and can be reproduced from the stated inputs. See the methodology changelog for corrections.
