Big Data and Network Analytics
Central Banking Publications and Kimmo Soramäki have designed this two-day training course to provide practitioners with the latest developments and good practice methods to utilise network theory and analytics.
Central Banking Publications and Kimmo Soramäki have designed this two-day training course to provide practitioners with the latest developments and good practice methods to utilise network theory and analytics.
Event Speaker
Kimmo Soramäki, Founder and CEO, Financial Network Analytics and founding Editor-in-Chief, The Journal of Network Theory in Finance
Course Highlights
- Applications of network analytics at central banks, supervisors, financial market infrastructures and beyond
- Stress testing of financial systems and markets through dynamic scenario generation
- Monitoring of network, node and time series; trend analysis; outlier detection; filtering of data; visualisation of systemic risk escalation
- Development of early warning signals through a systematic view of financial markets
- Combining network theory and agent-based modelling to understand and visualise liquidity dynamics and operational risks
- Hands-on use of digital dashboards and data sets
- Network based methods for detecting Financial Crime
Learning Outcomes
By the end of the training course, participants will have gained new knowledge and a more comprehensive understanding of:
- Assessing the impact of macro-shocks on capital markets with correlation analytics
- Mapping and visualising of balance sheet interconnections; their use in forecasting
- Monitoring of interbank interconnections through exposure networks
- Identification of systemically important banks and risk build-up
- The use of payment data to monitor liquidity and solvency of banks
- Mapping the impact of systemic risk on conglomerates
- Visualising market structures in relation to asset ownership networks
- Extensions to use in cybersecurity and AML/Fraud
Who Should Attend
- Central Banks:
- Economic Research and Analysis
- Statistics and Data Management
- Financial Stability and Macro-Prudential Supervision
- Payment Systems and Settlements, FMI Oversight
- Risk Assessment
- Information Technology
- Financial Supervisors and Regulators
- Financial Market Infrastructures, CCPs
- Payment Providers