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Agent-Based Simulation of CBDCs

Agent-Based Simulation of CBDCs: A Research Paper by Amanah Ramadia, 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 […]

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 […]

What is Suptech Analytics?

Author: Will Towning, Central Banks and Academia Programme Manager   What is Suptech Analytics?   Suptech is the application of innovative supervisory technology by central banks and financial authorities. It has traditionally focused on helping authorities collect and manage data more effectively, as well as digitise and automate certain processes. Such early iterations mostly support […]

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 […]

What is CBDC Simulation?

Author: Will Towning, Central Banks and Academia Programme Manager   What is CBDC Simulation?   The growth of Central Bank Digital Currencies (CBDCs), a fiat currency issued by a Central Bank in digital form, is undisputed. Nearly 70 different CBDCs are either under research, in development or in pilot phases across the world today. But […]

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 […]
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