Analytical Tools

Sensitivity Analysis

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

Country

Perturbation (±)

🇺🇸

United States

North America

-2.6

Low Risk

Sensitivity Ranking

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

ISI

wt: +0.25

±2.5

Current: 10+10 → GRS -0.1-10 → GRS -5.1

ETI

wt: +0.25

±2.5

Current: 6+10 → GRS -0.1-10 → GRS -4.1

EVI

wt: +0.2

±2

Current: 23+10 → GRS -0.6-10 → GRS -4.6

CEI

wt: +0.15

±1.5

Current: 15+10 → GRS -1.1-10 → GRS -4.1

ACI

wt: -0.15

±1.5

Current: 90+10 → GRS -4.1-10 → GRS -1.1

Tornado Diagram

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

+10 shift
-10 shift

Full Stress Test

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

Best Case

-11.6

Low

Baseline

-2.6

Low

Worst Case

7.4

Low

Range: 19.0 points

Key Insight

For United States, the Internal Stability Index (ISI) is the most sensitive driver of GRS. A 10-point increase in ISI would shift the GRS by +2.5 points, increasing risk. Policy interventions targeting this sub-index would have the greatest marginal impact on the overall risk profile.