Filters:

CATEGORIES:

All

SECTORS:

All

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 […]

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 […]

Beyond Compliance: Finding anomalies and improving risk in complex financial networks

Author: Brandon Smith November 2020 – February 2021 FNA, a leader in supervisory and regulatory technology (Suptech and Regtech) recently took part in the Financial Conduct Authority’s Digital Sandbox Pilot innovation project. FNA entered this competition under the Fraud and Scams use cases and sought to bring a new approach to fraud or money laundering augmentation […]

Anomaly Detection of Fraudulent Large-Value Payments

This piece was written by Amanah Ramadiah and Riccardo Marcaccioli (Data Scientists at FNA), and Kimmo Soramäki (FNA’s CEO). When Machine Learning Meets Network Science Suppose Alice makes a new payment to Bob. A moment later, Alice makes another new payment to Chuck. Can we know if either of the two transactions are suspicious? The […]

Optimizing Intraday Liquidity: A Global Banker’s Guide

FNA roundtable event summary (9 December 2020) Our Intraday Liquidity Optimization roundtable series kicked off last week with the inaugural event, hosted by FNA’s President, Phillip Straley. We covered a diverse range of topics including: Recent trends in the industry impacting intraday liquidity Developments in the regulation of intraday liquidity The opportunities and difficulties created […]

Taming COVID-19 Crisis through SupTech

This piece was written by Amanah Ramadiah, a Data Scientist at FNA and published in the Jakarta Post 02/11/20.  The Jakpost FinTech Fest webinar hosted by the Jakarta Post last September concludes that FinTech innovation in Indonesia has the full support from Regulators Bank Indonesia and Financial Services Authority (OJK). As we have now observed […]

Liquidity is dead, long live liquidity – a practical guide for intraday liquidity management

“Liquidity is oxygen for a financial system.” – Ruth Porat In a previous article we discussed the precarious position of cash liquidity in the current economic climate. As intraday liquidity represents up to a third of reserves at banks, millions of dollars in annual funding costs are tied to it. In this regard, we highlighted […]

Intraday liquidity maturity in banks

If the FinTech era has elevated any idea to a maxim it may be that we cannot improve what we do not measure. Financial institutions across sectors and jurisdictions have successfully applied advances in analytics technology to capital markets trading and to risk management, and more recently to various aspects of liquidity and cash management. […]

Using simulation to evolve financial systems

Today’s technology to make payments and settle transactions is more adaptable than ever.  Unlike in the 1980s, nothing appears to be hard coded anymore and our ability to configure applications provides us with endless flexibility.  Any of us who have worked in the requirements definition phase of a payment systems’ deployment in Financial Services will […]

Solving for the interconnected risk problem you didn’t know you have

There is a great warning in Against The Gods by Peter Bernstein describing games of chance played by the ancient Greeks and Romans with oblong dice. They attributed  special qualities to certain numbers that came up with greater frequency, not realizing that it was actually the larger surface area on the dice that accounted for […]

Can payments data provide us an up-to-date view of supply chains?

Policy makers and business leaders have developed an urgent interest in understanding  supply chains for business disruption, resilience and planning needs. But, finding good data on supply chains is difficult. Fortunately, there may be one untapped data source that enables us to better understand and reconstruct supply chains – payments data. Traditionally, to analyse supply […]

RELATED PARTY ANALYTICS: How close were you to Ronin Capital?

On Friday March 20th, Ronin Capital two central counterparty clearing houses (CCPs) commenced liquidation of Ronin Capital’s portfolios. This failure was due to the downstream effects of COVID-19 on the markets. FNA Related party analytics identified contagion paths that show that over 200 financial institutions could have been negatively impacted. With no end in sight […]
Older >
Copyright FNA © 2021 | Privacy Policy