Dashboards / Global risk
Global Risk Regime
A percentile-based risk regime view across US equities, volatility, credit, rates, and dollar pressure.
Regime score
55
Neutral: selective exposure
Leadership is selective. Prefer confirmed participation over broad beta.
2026.05.10 21:00 KST
Equity trend
+0.7%
S&P 500 1M, Nasdaq +2.3%
Volatility
19.9
VIX percentile. Lower is more risk-on.
Credit stress
3.32x
HY OAS / IG OAS. Lower means calmer credit.
Yield curve
0.32 pp
10Y-2Y. Higher is less cyclical stress.
Real rate
1.56%
Fed Funds minus CPI YoY. Lower helps growth valuations.
Options sentiment
0.78
Put/call percentile. Lower means lighter hedging demand.
Leverage
-0.4%
FINRA margin debt 3-month change
Dollar pressure
-3.1%
USD/KRW 1M change. Higher is a risk-asset headwind.
Cross-asset tape
Equity trend vs risk pricing
Factor tape
Risk budget factor scores
US breadth
Waiting for data
-
No silent fallback to Korea radar. US radar will appear when available.
US new-high leadership
Waiting for data
-
No silent fallback to Korea radar. US radar will appear when available.
US mega-cap concentration
Waiting for data
-
No silent fallback to Korea radar. US radar will appear when available.
Linked indicators
S&P 500
5,467 pt · 2026-05-08
NASDAQ Composite
16,379 pt · 2026-05-08
KOSPI Index
3,017 pt · 2026-05-08
VIX Index
19.87 pt · 2026-05-08
Credit Risk: HY OAS / IG OAS
3.32 x · 2026-05-08
US 10Y-2Y Spread
0.32 pp · 2026-05-08
US Real Fed Funds
1.56 % · 2025-12-31
Cboe Put/Call Ratio
0.78 x · 2026-05-08
FINRA Margin Debt
1,391 bn USD · 2025-12-31
USD/KRW
1,249 KRW · 2026-05-08
Above 68 with confidence above 80, favor trend and leadership exposure.
Below 38, stay defensive until at least two stress signals improve.
When confidence is low, verify freshness and missing inputs before sizing positions.