Tracking China Vulnerability in Real Time Using Big Data: The CVSI Index


We have developed a China Vulnerability Sentiment Index using Big Data

The CVSI index allows us to track the 4 different vulnerability components: SOEs, Shadow Banking, Housing Bubble & FX speculative

Robustness Check: “prior” inclusion of Sentiment Indicators is “Posterior” confirmed through Bayesian Model Averaging (BMA)

No Systematic Bias between English & Chinese Sentiment in Local and foreign media but transitory deviations can affect market sentiment

Additional tools to track Risk in Real Time, with High Granularity and Georeferenced

Fuente: BBVA Research

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