Market Risk IntelligenceAI EARLY WARNING SYSTEM
English
GLOBAL MARKETS · FORWARD-LOOKING INTELLIGENCE

Market stress.
An earlier warning.

MARKET STRESS EARLY WARNING

Will broad financial-market stress emerge within the next 10 trading days?

How it works

🇺🇸 U.S. Market

UNAVAILABLE
10-Day Risk Score
--/ 100

Forward-looking market
stress warning.

CURRENT STRESS · MSI --
MARKET SNAPSHOT
SPY--
VIX--
Credit Spread--
Explore U.S. Market
LOW <30 WATCH 30–<50ELEVATED 50–<70HIGH ≥70

🇰🇷 Korea Market

UNAVAILABLE
10-DAY MARKET STRESS RISK
--/ 100

Forward-looking Korean
market-stress warning.

CURRENT STRESS · MSI --
KOSPI 200 -- VKOSPI -- Credit -- Explore Korea Market

CROSS-MARKET SNAPSHOT

Explore comparison →
MetricU.S.Korea
10D Model Score——
Current SignalUNAVAILABLEUNAVAILABLE
Stress Index / MSI——
EquitySPY · —KOSPI200 · —
VolatilityVIX · —VKOSPI · —
CreditBaa–Treasury · —AA− Corp–Govt 3Y · —
Deployment ModelXGBoostXGBoost
Forecast Horizon10 Trading Days10 Trading Days
Last Observation——
Data StatusUNAVAILABLEUNAVAILABLE

Scores are market-specific model outputs and should not be interpreted as directly comparable probabilities.

CURRENT RISK DRIVERS

Leading SHAP contributions

Stock Market--
Market Volatility--
Credit Conditions--
Net effect of leading factors on model output, not probability changes.

HISTORICAL MARKET STRESS

U.S. · XGBoost 10-Day Risk Score vs SPY

10-Day Risk Score · left axis / 100SPY · right axis USD
Loading historical observations…Real walk-forward out-of-sample data appears here.
Purged walk-forward OOS predictions · Risk Score is not calibrated event probability.

Model Validation

Out-of-sample performance
and historical event analysis.

Methodology

Data, target definition
and modeling approach.

GLOBAL MARKET ASSESSMENT

A complete cross-market assessment is unavailable because one or more current model signals are missing.

U.S. UNAVAILABLE · Score — · MSI —.

Korea UNAVAILABLE · Score — · MSI —. Fixed warning reference: 50 / 100.

Cross-Market View Independent models describe each market against its own definitions. Score differences do not rank relative safety. Observation dates may differ.

Model outputs are decision-support signals, not investment recommendations. Scores are not necessarily calibrated event probabilities.

Market Risk IntelligenceU.S. + Korea market stress early warning · 10 trading days · XGBoost