What if a risk-off wave triggers heavy foreign outflows from Malaysian bonds and equities?
A risk-off wave triggers heavy foreign outflows from Malaysian bonds and equities, spiking MGS yields and the ringgit and forcing BNM and GLC funds to stabilize markets.
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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…
What it would mean
If this plays out, it is a risk-off shock. A risk-off wave triggers heavy foreign outflows from Malaysian bonds and equities, spiking MGS yields and the ringgit and forcing BNM and GLC funds to stabilize markets. The trigger decomposes into signed root‑shocks — EM currencies ▼ · Credit spreads ▲ · Real yields ▲ · Risk appetite ▼ — which propagate through our causal graph to the markets below.