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FNA Loan Data Analytics- Interbank Lending Networks

by Riris Silalahi & Amanah Ramadiah    FNA recently partnered with the Bank for International Settlements (BIS) Innovation Hub and the Monetary Authority of Singapore (MAS) to build a prototype of an integrated regulatory loan data and analytics platform that will provide powerful new capabilities to supervisors.  The solution, FNA Loan Data Analytics, combines advanced […]

Improving the Accuracy of Stress Tests – A Look at Reconstruction Methods

Ramadiah, Caccioli & Fricke’s research offers supervisors valuable insights into conducting more accurate stress tests.    FNA’s Amanah Ramadiah and researchers Fabio Caccioli and Daniel Fricke offer supervisors valuable insights into conducting more accurate stress tests in the 2021 paper, ‘Reconstructing and Stress Testing Credit Networks’ which underlines the importance of understanding the consequences when […]

Agent-Based Simulation of CBDCs

Agent-Based Simulation of CBDCs: A Research Paper by Amanah Ramadiah, Marco Galbiati and Kimmo Soramäki Central Bank Digital Currencies (CBDCs) have seized global attention, featuring broadly in central bank strategies.  Today, 87 central banks are currently looking to introduce digital currencies in the near future, however the impacts of CBDCs are still relatively unknown.  Many […]

How should we think of CCPs in a more Interconnected world that demands financial stability?

The research paper, ‘Who Pays? Who Gains? Central Counterparty Resource provision in the post-Pittsburgh World’ presents a conceptual framework exploring whether regulatory changes since the Pittsburg Summit could be a catalyst for clearinghouses and making the financial system more stable.   The 2009 Pittsburgh Summit led to regulatory reforms mandating the clearance of a large […]

Network Sensitivity of Risk

By Amanah Ramadiah, Domenico Di Gangi, D. Ruggiero Lo Sardo, Valentina Macchiati, Tuan Pham Minh, Francesco Pinotti, Mateusz Wilinski, Paolo Barucca and Giulio Cimini.   The paper, ‘Network Sensitivity of Systemic Risk’, explores how propagation dynamics depend on the topological details of an underlying network. It provides detailed understanding of the interplay between systemic risk […]

Reconstructing and Stress Testing Credit Networks

By Amanah Ramadiah, Fabio Caccioli, Daniel Fricke Financial networks are an essential source of systemic risk. Unfortunately, detailed data on (direct and indirect) interactions between individual financial institutions is often unavailable, and the only the total aggregate position is known. To conduct a stress test, one must resort to network reconstruction methods to infer the […]

The impact of COVID-19 on small and medium enterprises

Author: Edoardo Giovannini, Research Analyst Intern, FNA In the context of the coronavirus pandemic (COVID-19), it is important that central banks monitor credit risk with new methods. Understanding how credit risk will move during the next few years is crucial to prevent non-performing-loans (NPL) from negatively affecting the financial system or the real economy. Recently, […]

Trophic Analysis: Applying the Idea of Food Chains to Financial and Economic data

Author: Yijie Zhou, Data Analyst Intern at FNA   The latest dashboard on FNA’s G20 Monitor applies the notion of trophic analysis to financial and economic networks.  With the tool, financial institutions can better understand their position and functionality within the networks and shed light on policy and regulation problems.   In this blog, FNA […]

What is Intraday Liquidity Optimisation?

Author: Will Towning, Central Banks and Academia Programme Manager   What is intraday liquidity?   Intraday liquidity is the funds financial institutions can access during the business day in order to make payments in real time.    Acute liquidity stresses during the Global Financial Crisis (GFC) highlighted the need for banks to improve intraday liquidity […]

Causal Networks and Contagion in Forex

Author: Katerina Rigana, Data Scientist and Research Analyst and G20 Competition Winner  We recently added a new dashboard to FNA’s G20 Monitor platform to show how different currencies interact among each other. The key questions this dashboard aims to answer is how contagion spreads on the Forex Market and what currencies are at highest risk of contagion at […]

Risk.net: Data Science in Economics and Finance for Decision Makers

We are delighted to announce that our FNAtics Adam Csabay, Kimmo Soramäki, and Ivana Ruffini have been invited to contribute to Risk.net’s newest title ‘Data Science in Economics and Finance for Decision Makers’. This in depth guide to the future of data and modelling provides the latest insights on data-science tools and methods. A must-read […]

How to track bank complexity with network analytics?

Author: Jakub Schrimpel, Data Analyst Intern at FNA and G20 Competition runner-up. This is the first article in a series on bank complexity and systemic risk. The author has used FNA’s Supervisory Technology (Suptech) to construct multiple dashboards with the help of LEI data that can aid regulators when evaluating the geographical complexity of a […]
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