Central Banks & Macro risk-off · 0–6 months
A what‑if from the future

What if the ECB deploys its crisis tool to defend France?

ECB activating TPI for France while splitting the Council is two-sided: it caps OAT spreads (supportive) but the public rift signals the tail is real — fade the clean -2.7% Nasdaq and focus on OAT-Bund and Bund-curve repricing. Rhymes with the July 2022 TPI launch, which calmed periphery spreads even as hawk-dove tension lingered. Transmission: peripheral sovereigns benefit from the implied backstop; the credibility cost shows in Bunds. Forward angle: deploying TPI for a core like France (vs. Italy) is unprecedented and politically explosive, so the real risk is German legal/political pushback, not US equity beta.

15%
our model probability
over 0–6 months
prediction markets — the market's odds
loading live odds…
Anchored to measured history 15% · 90% range 5–25% · 40 dated precedents behind it — a wider range means thinner evidence

Every number ships with its receipt — the odds, the range, the precedents, and a public grade at Reality Check. The statistical machinery that produces it is proprietary.

The butterfly cascade

How this trigger trickles across markets, left → right — the root shock, its first‑order moves, then the ripple effects. Drag any node; tap a market for its real price history.

Resolution timeline — how this probability is moving

Our model's odds (electric blue) over time vs the market's (Polymarket, amber), from the past toward the 0–6 months horizon. Each dot is a real macro event that nudged the probability — green pushed it up, red pushed it down. Tap a dot for the source. Loading the probability audit trail…

loading the timeline…

What it would mean

If this plays out, it is a risk-off shock. Bond-buying tool activated to cap French spreads, splitting the Governing Council publicly. The trigger decomposes into signed root‑shocks — Credit spreads ▲ · Geopolitical risk ▲ · Risk appetite ▼ — which propagate through our causal graph to the markets below.

Methodology. Probability and impact are anchored to history and scored against what actually happens — wins and losses, in public, at Reality Check. Market odds live from Polymarket & Kalshi. By Vikas Singh, Quantitative Strategist. Updated 2026-08-13.