MODULE 08
Risk Explosion Curve
Analyzes how portfolio volatility explodes as systemic stress (α) increases from 0 (normal) to 1 (perfect correlation crisis).
Systemic Risk Expansion
Drag to explore stress regimes
Spectral Analysis
Principal Eigenvalue (λ_max)
4.89
Spectral Risk Ratio
37.6%
Current Risk Regime
● ELEVATED
Effective Avg Correlation
0.51
Portfolio Vol (σ_p)
0.00%
Diversification Ratio
1.00
Vol Increase vs Base
+0.0%
Stability Assessment
β = 0.050 / threshold = 1.000