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.
United States
North AmericaSensitivity Ranking
Which sub-index shift of ±10 units most impacts the GRS score?
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?
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.
