Table 7: Varying CountryRank.

CountryRankQuantileLoss
standard model
Loss
contagion model
Contagion impact

Unstressed99%1,115,1531,162,32947,1764%
99.50%1,443,5793,003,9491,560,370108%
99.90%2,258,8574,968,3932,709,536120%
99.99%3,543,4415,713,4862,170,04561%

Stressed by 5%99%1,115,1531,162,32947,1764%
99.50%1,443,5793,196,9581,753,379121%
99.90%2,258,8575,056,6342,797,777124%
99.99%3,543,4415,713,4952,170,05461%

Stressed by 10%99%1,115,1531,162,32947,1764%
99.50%1,443,5793,389,3981,945,818135%
99.90%2,258,8575,296,2493,037,392134%
99.99%3,543,4415,801,7272,258,28664%