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The index · Monthly · Live

External Vulnerability Index.

India's exposure to a sudden stop — foreign flows, the rupee, and the external account in one fragility gauge.

Latest reading · Jun 2026
104.9
MoM -7.5%YoY +5.2%
Breadth · pressure points rising
0%
Uncertainty band101112Equal-weight102.4Data coverage80%
CodeGWR-EVI-IN
GeographyIndia
CadenceMonthly
Base100 = mid-2024
VintageJune 2026
The headline index

The 2026 story the supply-side indices missed: FPI pulled ₹2.2 lakh cr and the rupee slid 85→96. The index reads 105 — external vulnerability building 5% over the year. Read it against the Domestic Capital Index to see if local money can absorb the exodus.

8392101110119BASE 100104.9Jul 2024Oct 2024Jan 2025Apr 2025Jul 2025Oct 2025Jan 2026Jun 2026
The 5 pressure points

Latest reads anchor to official 2025 releases (cited per pressure point).

FPI Outflow Intensity
30% wt
−₹2.2 lakh cr
record 2026 exodus ($30.6bn); selling halved each month since the March ₹1.18L cr peak

Net foreign-portfolio selling of Indian equities — the hot-money tide. Higher = heavier exodus.

Source ↗ Business Standard / NSDL, Jun 2026
Rupee Weakness
25% wt
96
rupee slid from 85 to 96 since Jan 2025

The exchange rate — a weaker rupee erodes dollar returns and amplifies the outflow loop. Higher = weaker.

Source ↗ RBI / market, Jun 2026
Reserve Drawdown
15% wt
$700 bn
11 months’ cover, but reserves drew down from a $728bn Feb peak to $681bn before recovering

Reserves spent defending the rupee, vs the Feb-2026 peak. Higher = more firepower burned. Cover itself stays a healthy ~11 months.

Source ↗ RBI WSS / Business Standard, Jun 2026
Current-Account Deficit
15% wt
0.6% GDP
CAD narrowed to 0.6% of GDP in FY26; Q4 swung to a $7.1bn surplus

The external financing need. A wider CAD must be funded by exactly the flows that are leaving. Higher = worse.

Source ↗ RBI Balance of Payments, Jun 2026
US Real-Yield Hurdle
15% wt
elevated
high US real yields keep raising the EM hurdle rate

The pull of US real yields — the higher they sit, the higher the bar for taking emerging-market risk. Higher = stronger pull out.

Source ↗ Gravitywell estimate (US 10y TIPS)
Composite

Smoothed, rebased, winsorised, weighted.

104.9.
How it's built
01
Five external pressure points

Foreign flows, the rupee, reserve buffer, the current account, and the US-yield pull — the channels through which an external shock reaches India.

02
Oriented to danger

Every pillar points the same way: higher = more vulnerable. A rising EVI is a warning, and the colour coding flips to red accordingly.

03
Smoothed, z-scored, capped

3-month average, then standardised over the series (z-score) — the right normalisation for wide-range, near-zero series (FX, FPI, a CAD that flips to surplus) that ratio-rebasing would distort. Higher = more std-devs of vulnerability.

04
The mirror of formation

CFI counts gross FDI coming in; EVI counts the portfolio money going out. Read together they show net foreign conviction.

05
Pair with the domestic base

Vulnerability is only half the picture — read EVI against the Domestic Capital Index to see whether local money can absorb the exodus.

Weights
FPI Outflow Intensity
30%
Rupee Weakness
25%
Reserve Drawdown
15%
Current-Account Deficit
15%
US Real-Yield Hurdle
15%
What we guard against
  • · Flow ≠ stock — monthly FPI flow is volatile; the 3-month average and winsor cap stop a single month from dominating.
  • · Valuation vs vulnerability — outflows can reflect stretched valuations rather than fragility; cross-read with the Valuation lens.
  • · Reserve adequacy is multi-metric — import cover is one lens; short-term-debt and BoP cover are watched alongside.
  • · Rupee two-way — managed depreciation differs from disorderly fall; the index flags the level, the desk note reads the cause.

Data vintage June 2026. Latest reads anchor to Business Standard / NSDL (FPI flows), RBI (rupee, reserves, balance of payments). The US real-yield hurdle is a Gravitywell estimate (US 10y TIPS). Monthly path reconstructed; reconciles to the cited sources. FPI flows are volatile and revise.

Methodology v3.1 (2026-06). Built to the OECD/JRC composite-indicator handbook and disclosed toward the IOSCO Principles for Financial Benchmarks: distance-to-reference normalisation, 3-month smoothing, a flagged contribution cap, weighted aggregation, plus a drop-one-pillar uncertainty band, an equal-weight robustness cross-check, and a data-coverage ratio (all shown above). Known limitation: the 24-month panel is too short for robust seasonal adjustment — India's March fiscal-year-end spikes are not yet removed. Series are point-in-time; published values are not silently restated.

The sudden-stop gauge, monthly.

The External Vulnerability Index tracks foreign flows, the rupee, and the external account every month.

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