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FNA Launches the First Graph Analytics Platform for Finance

FNA Launches the First Graph Analytics Platform for Finance

Users can now try the platform for 30 days at www.fnalab.com

Press Release:

Toronto, ON October 17

Today, FNA is officially launching the first Graph Analytics Platform for Finance. The FNA Platform has over 250 graph and machine learning algorithms that allow users to implement advanced analytics solutions to investigate the interconnectedness of data. FNA empowers business analysts to carry out and automate advanced data science tasks.

 

Graph analytics has become highly important to the challenges facing financial institutions ranging from systemic risks to fraud & AML. It provides new insights by revealing patterns of interconnections in data that have so far been overlooked.

 

The FNA Platform incorporates over ten years of research and has been successfully  implemented for proven solutions at Central Banks and Financial Market Infrastructures to:

 

  • Detect Anomalies in Real-Time

  • Stress-Test Systemic Risk

  • Optimize Liquidity Utilization

FNA is providing free, 30 day access to the platform at www.fnalab.com. Users can follow guided tours of FNA Dashboards and investigate several business scenarios based on historical and real-time data.

 

FNA representatives will be attending Sibos in Toronto, ON, October 16-19. CEO and Founder of FNA, Dr. Kimmo Soramaki, will present with Payments Canada at Sibos about their success with the FNA Platform in modernizing Canada's payment system.

 

FNA will also be at the FIA Expo in Chicago, IL, October 17-19 where they have been selected as a FIA Innovator.

 

About FNA

FNA enables users to map and monitor complex financial systems. With over 250 graph and machine learning algorithms, business analysts can implement and automate advanced analytics solutions to investigate the interconnectedness of data.

 

Over a decade of pioneering research into financial graphs makes the company a leader in its field. FNA’s clients include the world’s largest central banks, infrastructure providers, and leading financial institutions.

 

For more information about FNA, visit www.fna.fi or contact the firm at press@fna.fi +44 20 3286 1111, and follow on Twitter @fnalab. FNA is headquartered in London.

-End-

 

The team at FNA is shining their shoes and packing suits to look on point and anticipate a lot of activity at Sibos in Toronto, Canada the 16-19 of October. FNA is thrilled to have been chosen to the exclusive group in the Fintech Marketplace Discovery Zone and will be in stand #616 as shown in the map below.

Kimmo Soramaki, the Founder and CEO of FNA, will be co-presenting with one of our customers, Payments Canada and discussing the topic of, How to design a better payments system using simulations: Experience from Canada's payment system modernization. 

Conducted by Kimmo Soramaki & hosted by Central Banking Publications and Risk.net

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Kimmo Soramaki of FNA along with the Central Banking Publications and  Risk.net are excited to announce the launch of the first two day public 'hands-on' training course on “Network Theory and Analytics”. This course will take place from the 1st – 2nd November 2017 at the Radisson Blu Edwardian Mercer Street Hotel, London. 

About the course:

The recognition that financial systems can be usefully understood as a complex web of dynamic relations between financial institutions and markets is changing the way central bankers and supervisors work. The key to this new way thinking is network theory.

Register today for Financial Risk and Network Theory 2016 taking place on 13-14 September (next week) at the University of Cambridge.

This year the program is of especially high caliber!

Hope to see you in Cambridge.

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Registration is now open for this year's "Financial Risk and Network Theory" conference, organized jointly by the Journal of Network Theory in Finance and the Centre for Risk Studies at the University of Cambridge.

The conference will bring together a unique mix of policy makers, industry practitioners and academics. The event will host over 30 sessions covering a wide range of applications of network theory in finance. 

Keynote and invited speakers include Dr Tuomas Peltonen from ESRB, Professor Guido Caldarelli, Professor Tomaso Aste, Professor Stefan Thurner, Professor Stefano Battiston, Professor Sheri Markose, Professor Peter Sarlin, Dr Serafin Martinez-Jaramillo from Central Bank of Mexico, Dr Dror Y. Kenett from the OFR, and many more.

More details are available on the Conference Website.

I look forward to seeing you in Cambridge, UK on 13-14 September 2016. Register now!

Financial institutions and markets are highly interconnected, but the literature that maps these interconnections and assesses their impact on financial risks and returns has only recently begun to emerge. The conference “Financial Risk and Network Theory 2016” organized in collaboration with the new Journal of Network Theory in Finance (JNTF), continues the successful conferences in 2014 and 2015 in generating new collaborations in this emerging multidisciplinary field.

The JNTF is an interdisciplinary journal publishing academically rigorous and practitioner-focused research on the application of network theory to finance and related fields. The journal aims to  bring together research carried out in disparate areas within academia, central banks, think tanks, and other research institutions. Its target audience are academics, policymakers, and industry practitioners who share an interest in financial networks.

Date: 13-14 September 2016
Location: Cambridge University, Cambridge, UK, Map

Authors are encouraged to submit both theoretical and applied papers on financial networks. Selected papers presented at the conference will be published in forthcoming issues of the journal. Topics include, but are not limited to, the research areas below:

The third issue of The Journal of Network Theory in Finance (JNTF) again shows the topical nature and wide applicability of network models. The issue features three papers covering topics related to financial stability, group lending and financial markets stress.

The first paper, "Too interconnected to fail: a survey of the interbank networks literature" by Anne-Caroline Hüser, reviews the literature on interbank networks with a focus on theoretical work. A substantial body of this literature has been developed since the financial crisis of 2007-8, and it has become clear that understanding interlinkages among financial institutions is critical for financial stability analysis. This review surveys the literature and identifies gaps in analysis. These gaps include the need to better combine theoretical models with empirical findings on real topologies in order to better understand indirect linkages or channels of contagion that manifest themselves through fire sales or credit risk transfers, and to establish better links to the more established macrofinance literature that is tackling similar problems. The review highlights the advances made in recent years and will be of great interest to policy makers. I would mention one additional gap in current research: It is critical to develop insights into how modeling results can be translated into effective policy decisions if this research is to find wide application.

We are proud to announce the release of FNA Platform 3.0, the enterprise engine for financial network analytics and visual dashboards. The FNA Platform offers a comprehensive end-to-end solution for operationalizing the monitoring of various financial networks ranging from counterparty exposures to interconnected financial markets. Our vision is that the platform provides the central infrastructure for many new applications by FNA and our partners.

FNA Platform 3.0 is built for monitoring and analyzing exposure networks, CDS networks, payment networks, correlation networks, and many other interconnected financial systems.

* Contains over 200 different graph and network metrics with full documentation and tutorials
* Includes specialized algorithms developed in recent research - e.g SinkRank, DebtRank, Core Periphery, etc.
* Can tap to data from various online sources and connect to enterprise databases or data in csv files
* Allows automation of all analytics with scripts, schedulers and via a REST API
* Is available online, as an enterprise software and on a local installation for research purposes
* Offers a wide range of user administration and security features (e.g. SSL)

Contact us for a full demo. 

FNA Applications and consulting work by Financial Network Analytics and our partners are developed using the computational and visualization capabilities of the FNA Platform. A few previews of applications being built using the platform include:

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Registration is now open for this year's "Financial Risk and Network Theory" conference.

Date: 8 September (pre-conference) and 9 September 2015 (main event)

Location: University of Cambridge Judge Business School, Trumpington Street, Cambridge CB2 1AG

The conference is organized jointly by the Journal of Network Theory in Finance and the Centre for Risk Studies at the University of Cambridge. It will bring together a unique mix of policy makers, industry practitioners and academics. The event will host over 30 sessions covering a wide range of applications of network theory in finance. Keynote speakers include Professor Stefano Battiston from University of Zurich, Mark Flood from the Office of Financial Research and Sanjay Sharma from RBC. More details are available on the Conference Website.

I look forward to seeing you in Cambridge. Register now!

Financial Risk and Network Thoery

Financial institutions and markets are highly interconnected, but the literature that maps these interconnections and assesses their impact on financial risks and returns has only recently begun to emerge. The conference “Financial Risk and Network Theory 2015” organized in collaboration with the Journal of Network Theory in Finance (JNTF), continues the successful inaugural conference of 2014 in generating new collaborations in this emerging multidisciplinary field.

The JNTF is an interdisciplinary journal publishing academically rigorous and practitioner-focused research on the application of network theory to finance and related fields. The journal aims to  bring together research carried out in disparate areas within academia, central banks, think tanks, and other research institutions. Its target audience are academics, policymakers, and industry practitioners who share an interest in financial networks.

Conference date: 9 September 2015
Conference location: Cambridge University, Cambridge, UK
Website: http://www.risk.jbs.cam.ac.uk/...

Authors are encouraged to submit both theoretical and applied papers on financial networks. Selected papers presented at the conference will be published in forthcoming issues of the journal. Topics include, but are not limited to, the research areas below:

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Welcome to FNA Knowledge Center

The FNA Knowledge Center is a focal point for resources in Network Theory in Finance. The analysis of financial networks is a new and growing field that enhances our understanding of linkages in financial markets and infrastructures. 

For rigorous and practitioner focused research on the application of network theory in finance, pleaser refer to the Journal of Network Theory in Finance.

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