Protocols
61
monitored assets
FRED Series
103
macro indicators
ESG Coverage
100%
61/61 with ESG data
Anomalies
16
health: elevated
Systemic Risk
1
risk: medium
📊 Macro Context LIVE
Key indicators affecting RWA portfolio risk — sourced from Federal Reserve (FRED) + ECB
2s10s Spread
+22bp
↑ steepening
Protocol Risk Matrix BALANCED
52 tracked protocols · Full table in production dashboard
↑ Existing Protocol Risk Matrix (52 tracked protocols with Score, Grade, TVL, ESG, Compliance, Flags, Evidence) unchanged
Credit Markets 4 endpoints
Overnight & Secured Rates FRED
SOFR4.31%
Fed Funds Effective4.33%
Fed Funds Upper4.50%
Fed Funds Lower4.25%
Credit Spreads & Lending FRED
BAA Spread1.87%
AAA Corporate4.62%
BAA Corporate5.49%
C&I Loan Rate6.31%
Commodity Prices LIVE
Gold, Silver, Oil, Gas, Copper — sourced from FRED
🔶
Copper
$9,142
↑ +0.4%
USD/metric ton
Energy Markets FRED
WTI Crude Oil$71.24/bbl
Brent Crude$74.89/bbl
Natural Gas (HH)$3.42/MMBtu
Gasoline$2.18/gal
Precious & Industrial Metals FRED
Gold$2,886
Silver$32.14
Copper$9,142/mt
Gold/Silver Ratio89.8
Financial Stress & Market Sentiment LOW STRESS
Real-time stress indicators and consumer expectations
St. Louis Stress Index
Below average = low financial stress
CBOE Volatility Index
< 20 = low implied volatility
Consumer Expectations
UMich Consumer Sentiment
Macro → RWA Risk Cross-Impact
How macro conditions influence your RWA portfolio
Positive Signals 🟢
VIX < 20Low volatility, stable for RWA
GDP +2.3%Growth supports asset values
Yield curve normalNo recession signal
Stress Index 1.2Below average stress
Watch Signals 🟡
Core CPI 3.2%Above target, rate risk
Mortgage 6.89%Real estate pressure
Debt/GDP 123%Elevated fiscal risk
BAA Spread 1.87%Credit widening