Analytical Tools

Sensitivity Analysis

Identify which sub-index changes most impact a country's GRS score — an analysis that extends to GRS-z systemic components. The tornado diagram reveals the most sensitive risk drivers, while the stress test shows the full range of possible GRS outcomes under simultaneous perturbation.

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United States

North America
9.5
Low Risk

Sensitivity Ranking

Which sub-index shift of ±10 units most impacts the GRS score?

1
CEI
wt: +0.15
±5.4
Current: 15+10 → GRS 14.9-10 → GRS 11
2
ENV
wt: +0.15
±5
Current: 44+10 → GRS 14.5-10 → GRS 11.5
3
ISI
wt: +0.25
±4.8
Current: 10+10 → GRS 14.3-10 → GRS 11.6
4
ETI
wt: +0.25
±4.8
Current: 6+10 → GRS 14.3-10 → GRS 12.1
5
EVI
wt: +0.2
±4.6
Current: 23+10 → GRS 14.1-10 → GRS 11.9
6
SCI
wt: +0.1
±4.5
Current: 61+10 → GRS 14-10 → GRS 12
7
ACI
wt: -0.15
±2.6
Current: 90+10 → GRS 12.1-10 → GRS 13.8

Tornado Diagram

GRS change from ±10 perturbation on each sub-index. Red bars indicate risk-increasing shifts.

0+2+4+6+8CEIENVISIETIEVISCIACI
  • +10 shift
  • -10 shift

Full Stress Test

What happens if ALL sub-indices shift by ±10 simultaneously in the worst/best direction?

Best Case
4.4
Low
Baseline
9.5
Low
Worst Case
22.1
Moderate
Range: 17.7 points

Key Insight

For United States, the Cascade Exposure Index (CEI) is the most sensitive driver of GRS. A 10-point increase in CEI would shift the GRS by +5.4 points, increasing risk. Policy interventions targeting this sub-index would have the greatest marginal impact on the overall risk profile.