Shock Inference Lab
Russia CBR hikes to 20%, reserves frozen
2022-02-28 · Russia · sanctions · severity 5/5
CBR emergency 1050bp hike; G7 freezes ~$300bn FX reserves; Russia ejected from SWIFT in part.
Pre/post market reaction
| Window | RU 10Y Δ | US 10Y Δ | Spread Δ |
|---|---|---|---|
| 1d | +2.53pp | +0.08pp | +2.45pp |
| 1w | +2.53pp | +0.08pp | +2.45pp |
| 1m | +2.53pp | +0.08pp | +2.45pp |
| 3m | +5.10pp | +0.47pp | +4.63pp |
Yields at monthly resolution; sub-month windows interpolated. pp = percentage points.
Geopolitical risk premium
Localised yield rise with global risk-off tone.
Inference scores
amplifying
confidence: highPost-event stress amplifies beyond pre-event move on a crisis backdrop.
Early warning43/100
Abnormal yield move before the event (90d proxy).
Reaction100/100
Abnormal yield move after the event (1m / 3m).
Constraint51/100
Lead/lag band: reactive.
Amplification100/100
Post-event move beyond pre, on a crisis backdrop.
Confidence100/100
Severity × benchmark coverage × data coverage.
v1 scores use a simple factor model on monthly yields. See docs/METHODOLOGY.md.
AI Inference
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