Agenda LDN

Agenda LDN

Agenda

 

Building Blocks of Network Analytics 

09:00

Registration and refreshments

09:30

Session 1: Network Analytics - the State of the Art

  • Introduction to Network Theory and overview of the training course
  • Applications of Network Theory in Finance and beyond: Risk Exposure Diagnostics, Market Correlation Detection, Payment Analytics, FMI Design and Oversight
  • Presentation and demonstration of FNA's software featuring a real time graph analytics engine and advanced configurable dashboard for visual investigation of complex data
  • Overview of scenario generation exercises through visual detection of anomalies in market dynamics; reverse as well as forward-looking stress testing

10:30

Coffee break

10:45

Session 2: Using network simulations to understand and design FMIs

  • Modelling FMIs as complex systems with Agent Based Modelling
  • Measuring liquidity efficiency
  • Developing new Liquidity-Saving Mechanisms
  • Hands on use of interactive dashboards in relation to Case Studies of e.g. CLS, LVTS, CHAPS

12:00

Lunch

13:00

Session 3: Diagnostic analytics: Detection and Investigation of Financial Crime

  • Improving fraud detection and AML with network theory
  • "Following the money" in manual investigation of financial crime
  • Identification of DDoS attack patterns through real time detection of anomalies in cyber-networks
  • Hands on use of interactive dashboards in relation to Case Studies

14:00

Coffee break

14:15

Session 4: Monitoring FMIs and their Members for liquidity, solvency and systemic risks

  • Using payment data to measure liquidity and solvency of financial institutions
  • Real-time monitoring and outlier detection 
  • Interconnectedness of CCPs
  • Hands on use of dashboards in relation to Case Studies of e.g. Banco de la República, CLS, Bank of Korea

15:15

Coffee break

15:30

Session 5: Stress Testing FMIs

  • Developing stress scenarios (participant failure, operational issues, etc.)
  • Using Agent Based Simulations to evaluate different stress scenarios 
  • Running Simulations
  • Hands on use of interactive dashboards in relation to Case Studies

16:30

Coffee break

16:45

Session 6: Course conclusion: potential applications for network analytics and next steps

  • Where regulators are (and will be) using network theory – and requiring it
  • Review of key takeaways from earlier sessions   
  • “Tomorrow’s” themes, trends and opportunities

17:30

End of course