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Dimension 04

Macro Stress

Not an external threat — a measure of shock absorption. The same sanction, tariff or rule change lands harder on a country with thin buffers than on one with deep ones.

United States carries strong buffers (78/100 absorption capacity), which multiplies incoming pressure by roughly 1.22×. The fastest-moving input, sovereign CDS, prints at 18bp today.
Macro stress — shock absorption

United States

22/100
Low↑ +1 (7d)

United States scores 22 of 100 on macro stress it carries, ranking 190 of 192 countries we track. Debt sits at 122% of GDP against the IMF’s 60% elevated and 80% high lines, the composite PMI prints 52.1 (expansion), and the currency is above its five-year trend by 1.2%.

Risk faced — how much outside pressure this economy can absorb before it transmits. Free view: today’s four sub-indicators with thresholds, full methodology and the world ranking. History, the amplifier view and alerting are Pro.
Sovereign CDS spread — lead indicator
United States · what the market charges to insure this government’s debt
DailyHigh confidence
18bp5yContained
Below threshold · 120bp elevated · 300bp+ distressed

What the market charges to insure this government's debt against default. The fastest-moving number on this page — it reprices daily and usually turns before the official statistics do.

Market CDS composite · daily · 25% of the macro score · normalised 2/100
Government debt / GDPSemi-annualMedium confidence
122%gross general government debt
Above threshold · IMF stress lines: 60% elevated · 80%+ high

How much borrowing already sits on the sovereign balance sheet. It decides whether a government can spend its way through a shock or has to tighten into one.

IMF World Economic Outlook · semi-annual · 40% of the score · normalised 46/100
PMI composite (inverted)MonthlyHigh confidence
52.1composite output index
Below threshold · Below 50 = contraction · above 50 = expansion

A survey of purchasing managers, scaled around 50. Below 50 the economy is contracting, so demand is shrinking exactly when external pressure lands.

S&P Global / national PMI · monthly · 15% of the score · normalised 37/100
REER deviation from 5-year trendDailyMedium confidence
+1.2%real effective exchange rate vs 5y mean
Below threshold · ±4% stretched · ±8%+ disorderly

Where the trade-weighted currency sits against its own five-year average. A sharp deviation either imports inflation or destroys competitiveness — and it is what turns a foreign receivable into a loss.

BIS REER basket, daily FX proxy · 20% of the score · normalised 3/100
The amplifier: buffers against the other three dimensions
United States · same pressure, different outcome depending on shock absorption
PRO
Shock absorptionStrong buffers78/100
Amplification factor1.22×applied to incoming pressure
Statecraft pressure
1822+4
Policy velocity
7288+16
Trade & supply
2834+6

United States runs 72/100 on policy velocity with strong buffers underneath it. On a like-for-like basis that pressure behaves like 88/100 here. The uplift is modest because the balance sheet can take the hit — the same shock elsewhere would land far harder. This is the financial-accelerator effect: buffers, not the shock, decide the outcome.

Pro runs the amplifier live across every country and dimension, with the scenario view: what a 100bp CDS widening or a two-notch downgrade does to each exposure.
What the amplifier looks like in practice
Historical cases where thin buffers turned pressure into a spiral
PRO
Japan, 2013–14 — deep buffers absorb the hit2013–14

Debt above 230% of GDP but domestically held and cheaply funded: a large fiscal and monetary shock passed through without a spread event. Level of debt matters less than who holds it and at what rate.

Pro adds the full case library with matched comparables — which past episode this country's current buffer profile most resembles, and what happened next.
Sub-indicator history
United States · CDS path and REER trajectory
PRO
16.7bp17.5bp18.4bpAprMayJunJul
REER vs 5-year trend, last 60 days+1.2%

Free shows the last four months of CDS and the 60-day currency deviation. The CDS path is the one to watch between official releases — it moves daily while the debt figure waits for the next WEO.

Pro opens full history on all four inputs: CDS back to 2015, REER beyond 60 days, Debt/GDP by WEO vintage and PMI by component.
What this costs you
Currency and financing exposure mapped to your own book
PRO
Illustrative exposure$1.0mreceivable in local currency
REER move applied+$12,000at +1.2% vs trend

If you are owed money, hold assets or carry local debt in United States, the currency line above is not an abstract score — it is a translation gain or loss that lands in your accounts this quarter.

Pro maps your receivables, intercompany loans and local debt against the live REER and CDS path, then prices the P&L effect per entity.
Sector sensitivity to currency and rate stress
Who feels a macro shock first in this market
PRO
Import-heavy retail & distribution
82FX pass-through
Leveraged industrials
74Refinancing cost
Banks & insurers
68Sovereign holdings
Construction & real estate
61Rate sensitivity
Domestic services
34Demand only
Exporters (hard-currency revenue)
18Benefits from weak FX

Import-heavy and leveraged businesses take macro stress straight to margin. Exporters earning hard currency can gain from the same move — the country score alone will not tell you which side you are on.

Pro breaks sensitivity down by sector and revenue mix for this specific market, using local input costs and FX-denominated debt shares.
Macro events
United States · last 14 days
28 Marsignal
Fed: PCE inflation 2.8% — above target for 3rd consecutive month
Alert when CDS crosses your threshold, or when Debt/GDP crosses 60% / 80% on a new WEO releasePRO
Macro stress worldwide
192 countries scored · read-only
CountryScore
Iran100
Lebanon100
Sudan100
Syria100
Yemen100
Central African Rep.100
Eritrea100
Somalia100
Full peer table beyond the top 8, with buffer-adjusted rankingPRO
What goes into the macro stress score
Every input, weight, source, refresh cadence and confidence level — published in full
CDS

What the market charges to insure this government's debt against default. The fastest-moving number on this page — it reprices daily and usually turns before the official statistics do.

  • Weight25%
  • Today18bp
  • CadenceDaily
  • ConfidenceHigh
Market CDS composite · daily
Debt/GDP

How much borrowing already sits on the sovereign balance sheet. It decides whether a government can spend its way through a shock or has to tighten into one.

  • Weight40%
  • Today122%
  • CadenceSemi-annual
  • ConfidenceMedium
IMF World Economic Outlook · semi-annual
PMI

A survey of purchasing managers, scaled around 50. Below 50 the economy is contracting, so demand is shrinking exactly when external pressure lands.

  • Weight15%
  • Today52.1
  • CadenceMonthly
  • ConfidenceHigh
S&P Global / national PMI · monthly
REER

Where the trade-weighted currency sits against its own five-year average. A sharp deviation either imports inflation or destroys competitiveness — and it is what turns a foreign receivable into a loss.

  • Weight20%
  • Today+1.2%
  • CadenceDaily
  • ConfidenceMedium
BIS REER basket, daily FX proxy

Score = 0.40·Debt/GDP + 0.25·CDS + 0.20·REER deviation + 0.15·PMI (inverted), each input normalised 0–100. Confidence is stated per input rather than blended: the CDS print is market-priced today, while the debt figure moves on the IMF’s semi-annual cycle — trust them on different horizons.

Pressure is only half the story. Buffers decide the outcome.

Pro adds the cross-dimension amplifier, full sub-indicator history, comparable-crisis matching, your own receivables overlay and CDS threshold alerting.