Model card
- Purpose
- Give treasury teams and policymakers a single, regularly updated read on FX market conditions.
- Inputs
- Exchange-rate movements
- Market turnover
- Central-bank intervention
- Bid–offer spreads where available
- Method
- Standardized components combined into a weighted composite, with weights set from historical episodes of market stress.
- Outputs
- Composite pressure reading
- Component breakdown
- Historical comparison
- Validation
- Being tested against documented historical episodes of FX stress.
- Limitations
- Spread data is incomplete for some periods.
- Component weights will be revisited as the history grows.
Version history
- v0.2September 2026Weighting scheme and historical series.
- v0.1June 2026Component selection.