SEI
The Systemic Entanglement Index scores coupling — how tightly physical place risk, financial stress, and aggregate behaviour move together. It does not replace the TIA Score (TIM v1.0) and it does not replace HL-IRRI. It never self-executes.
Entanglement is 1 − det(R)
entanglement_gaussian = 1 − det(R).clamp(0, 1)
R is the 3×3 Pearson correlation of the physical, financial, and behavioural series. Independent layers print near 0. Layers that have locked together print near 1. Pairwise mutual information uses a published 5-bin histogram on [0, 1]. A sync event is early-window mean |corr| < 0.3 then late-window mean |corr| > 0.6.
Three layers, aggregate only
HL-IRRI net risk mapped 0–1 (net / 10), or a caller place proxy
Public proxy on 0–1: spreads, drawdown, leverage — not a 4-million-asset twin
Aggregate tone on 0–1. Individual IDs are refused.
A published toy, not a G-SIB graph
direct_loss = physical × 0.25
fire_sale = behavioural × 0.35 × direct_loss × λ
core_shortfall = max(0, direct + fire_sale − 0.12)
metric 2 = ∂total_shortfall / ∂behavioural (ε = 0.01)
Core buffer 0.12, periphery buffer 0.08, contagion 0.6 × core shortfall onto the periphery. λ is 1.15 for the 2008 analogue, 0.85 for Haiti 2010, otherwise 1.0. The number is analysis. Nothing here posts a capital call.
Twenty named trajectories. GNN stays in the lab.
Nearest neighbour is RMSE against a published six-step catalogue — 1929 through the 2023 Türkiye earthquake. Frozen out-of-sample windows for 2008, 2011 Thailand, 2020 COVID, and 2022 energy require entanglement to rise before the marked equity-drop step. That is a fixture protocol, not an SVB anecdote.
Standing we do not claim
- A BIS or FSB mandate
- Self-executing capital or smart-contract legal weight
- A Riskthinking CDT, GRIx, or N-RISK license
- A trained GNN as the issuer
- Individual social-media scores
Compensation is never tied to the SEI level. TIM v1.0 remains the TIA Score issuer. Credibility is conferred by a counterparty putting a number in a contract, plus loss evidence — the same path as the rest of the Bureau.