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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 […]

Synthetic Data is as “real” as historical data!

By Dave Sissens and Phillip Straley It’s ironic that analytics professionals often work in situations with limited data availability, poor data quality, or both. In many cases, large amounts of granular data is available but legal or security concerns make it difficult to access in a timely or secure manner. The current COVID-19 situation, with much […]

Mapping Supply Chains: How do I start and where do I get the data from?

The coronavirus pandemic is going to have potentially devastating and lasting impacts on the world’s economy. The main interest is now on assessing and mitigating these impacts. To be able to do that we need to realise that today’s world economy is amazingly complex. A shock hitting one sector in the economy can quickly propagate […]

Identifying and Managing Systemic Risk in Clearing During Uncertain Times

COVID-19 is having a remarkable impact on the global financial markets. In the last few days major indexes, such as S&P 500, reported unprecedented downward swings while market volatility ramped up. With even more turbulent times ahead, central clearing counterparties (CCPs) must prepare for potential failures of their participating clearing members (CMs), and potential downstream […]

A Systematic View of the Panicked Global Markets

Panic shook the financial markets this week. In times of crisis, it is often difficult to gain a systematic view and to “see the forest from the trees”, when there is an overflow of information and endless articles on individual companies, markets or asset classes. We also learned in the financial crisis that everything is […]

Visit our stand at Sibos to find out how our customers use the FNA Platform

At Sibos this year we’ll be showcasing some of the latest use cases of the FNA Platform. Each day, we’ll be holding two sessions at our stand to show how our technology can help FMIs, Regulators and institutions. A full list is below, including timings so if you’d like to come along, please feel free […]

Join us for an industry panel discussion on “Managing Risk in an Evolving Clearing & Settlement Landscape” at SIBOS, London

Topic:  “Managing Risk in an Evolving Clearing & Settlement Landscape” Time: Wed, 25 Sept, 9:00am Where: Discover Stage Panellists: Suzanne Sprague, Chicago Mercantile Exchange (CME), Managing Director, Credit & Liquidity Risk, Risk Policy, & Banking Kimmo Soramäki, FNA, Founder & CEO Richard Pattinson, Former Chairman, CHAPS, Former Group Treasurer, Barclays Moderator: Phillip Straley, FNA, President […]

Come see our talk “It’s all about data – using advanced analytics as an investigative tool” at Sibos, London

Talk: It’s all about data – using advanced analytics as an investigative tool By  Nam-Luc Tran (SWIFT) and Kimmo Soramaki (FNA) Mon, Sep 23 at 15:00 – 15:45 SWIFT Room 1, Sibos at ExCeL London Link to Sibos program Five years ago FNA’s Chief Scientist Samantha Cook and I were the first external researchers to […]

FNA CEO, Kimmo Soramäki, to lead Central Bank Network Analytics training course in Singapore – 2nd and 3rd Sept

FNA CEO, Kimmo Soramäki, will be leading the Central Banking training “Network Analytics, Big Data and Machine Learning in RegTech and SupTech” in Singapore on the 2nd and 3rd September. Taking place immediately before the Central Banking FinTech & RegTech Global Summit, Central Banking and Kimmo Soramäki have designed this two-day training course to provide practitioners with […]

Nature Magazine publishes FNA research on network analysis

The increasing availability of data demands for techniques to filter information in large complex networks of interactions. A number of approaches have been proposed to extract network backbones by assessing the statistical significance of links against null hypotheses of random interaction. Yet, it is well known that the growth of most real-world networks is non-random, […]

Journal of Network Theory in Finance: A network-based method for visual identification of systemic risks

Journal of Network Theory in Finance A network-based method for visual identification of systemic risks Samantha Cook, Kimmo Soramäki and Alan Laubsch “Financial markets provide vast numbers of signals about the performance of companies, banks, assets and economies. These signals can be used by risk managers and regulators to better understand economic dependencies, correlations and phase transitions. In […]
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