Systemic Risk Analytics

FNA Systemic Risk Analytics

FNA Systemic Risk Analytics helps financial institutions explore any complex financial data for identifying and managing systemic risks and making better, data driven decisions. Combining advanced network theory with interactive visualizations FNA Systemic Risk Analytics gives its users the analytical power to identify signal from noise.
 
The applied methodologies are based on leading research in network theory in finance by the firm and its collaborations with top universities. The FNA Dashboards make these advanced analytics readily accessible through a well-thought user interface.

 

Key Features

  • Create interactive network maps from public or internal data sources
  • Benefit from hundreds of network algorithms available in the FNA Platform for identifying important nodes, detecting communities, and much more
  • Build intuition with fast interactive data exploration powered by algorithms that filter signal from noise
  • Communicate risks with a new visual language understood by quantitative analysts and senior management alike
  • Automate the analysis for real-time monitoring

For Who?

  • Central Banks
  • Financial Market Infrastructures
  • Asset Managers and Hedge Funds
  • Banks

Use Case

Maps of Crossholdings between Financial Institutions

Help traders define trading strategies

This visualization shows relationships between major equity holdings on American financial market. We can see what each company holds and also who has major stakes in it. In this network one can really see the importance of asset managers, and how they link to the banking sector. The node size corresponds to the stock value and the edge thickness represents the number of held stocks. We have applied a clustering algorithm to show most closely related companies in the same color. The panel on the right allows the user to choose what properties correspond to node and edges sizes. It also has filters that can be applied in order to show only the most important network elements.

Maps on overlapping investment portfolios

Help tackle risk of fire sales

Analytics on overlapping investment portfolios helps asset managers identify investors investing in same assets, to identify vulnerable assets and to model the impact of fire sales on a particular investment portfolio. It helps answer questions such as: Who is my portfolio overlapping with? Which assets that I invest in are most vulnerable? How would a fire sale impact my portfolio? The data is based on SEC 13F filings of asset holdings by institutional asset managers with presence in the US and with over $100M investments, and is updated quarterly.
 

Early Warning

US Housing Bubble & Crisis

The FNA Platform can tap to time series data and identify correlation clusters and outliers for early warning. This use case about the US Housing Bubble and Crisis was featured in Wall Street Journal article 'New Tools Give Better Picture, Literally, of Financial-System Risk'.

Recommendations...

The FNA Platform is unique in the marketplace to allow us to design, stress test and monitor a complex system such as our upcoming Lynx interbank payment system
Neville Arjani
Principal, Payments Canada

Download Brochure

Download a pdf brochure of FNA Systemic Risk Analytics for more information.
Download

Schedule A Live Demo

FNA Systemic Risk Analytics

We provide eligible institutions a free live demo on the capabilities of FNA Lab and applications. Please fill in the details to schedule a demo.