Agenda

Agenda

Agenda

Building Blocks of Network Analytics

09:0009:30

Registration & Coffee

09:00 - 09:30

09:3011:00

Network Analytics: The State of the Art

09:30 - 11:00

  • 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

11:0011:30

Morning Break

11:00 - 11:30

11:3013:00

Exposure Networks and Stress Testing

11:30 - 13:00

  • Focus on the practical application of network analytics in measuring, mapping and modelling of financial exposures

  • Network analysis of trade repository data and identification of systemically important financial institutions

  • Understanding complex instruments that may hide substantial risks - as highlighted by the agent-based models in the Financial Crisis

  • Hands-on use of interactive dashboards in relation to Case Studies of e.g. CBMX index, Bank for International Settlement's bank's country risk exposure

13:0014:00

Lunch

13:00 - 14:00

14:0015:30

Correlation Maps: A Systemic View of Financial Markets

14:00 - 15:30

  • Presentation of advanced correlation maps visualising interconnectivity of markets

  • Focus on Value at Risk analytics and outlier detection

  • Development of early warning signals through monitoring of interconnected market dynamics and visual

  • Statistical identification of hidden patterns in complex data

  • Hands-on use of dashboards for Case Studies (e.g. US Housing Bubble and Crisis)

15:3016:00

Afternoon Break

15:30 - 16:00

16:0017:00

Stress Testing Correlation Networks

16:00 - 17:00

  • Focus on financial markets as a complex system with numerous measurable interdependencies

  • Production of 'what if' scenarios to predict movements of markets under stress

  • Stress testing correlation structures

  • Hands-on use of interactive dashboards in relation to Case Studies (e.g. Brexit Referendum and US Presidential Election)

17:0017:01

End of Day 1

17:00 - 17:01

Practical Applications: Understanding, Visualising and Managing Risks

09:0009:30

Coffee Reception

09:00 - 09:30

09:3011:00

Using Network Simulations to Design FMIs

09:30 - 11:00

  • 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 (e.g. CLS, LVTS, CHAPS)

11:0011:30

Morning Break

11:00 - 11:30

11:3013:00

Monitoring and Stress Testing FMIs and their Members for Liquidity, Solvency and Systemic Risk

11:30 - 13:00

  • Using payment data to measure liquidity and solvency of financial institutions

  • Real-time monitoring and outlier detection

  • Developing stress scenarios (participant failure, operational issues, etc.)

  • Using Agent-Based Simulations to evaluate different stress scenarios

  • Running simulations

  • Hands-on creation and analysis of transaction networks (e.g. from Trade repository or payments data)

13:0014:00

Lunch

13:00 - 14:00

14:0015:30

Diagnostic Analytics: Detection and Investigation of Financial Crime and Cyber Attacks

14:00 - 15:30

  • Improving fraud detection and AML with network theory

  • "Following the money" and automating the manual investigation of financial crime

  • Identification of DDoS attack patterns through real-time detection of anomalies in cyber networks

  • Cyber attacks and technological and infrastructure interdependencies

  • Hands-on use of interactive dashboards in relation to Case Studies

  • Hands-on creation and analysis of related party networks

15:3016:00

Afternoon Break

15:30 - 16:00

16:0017:00

Course Conclusion: Next Steps for Network Analytics

16:00 - 17:00

  • 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

17:0017:01

End of Course

17:00 - 17:01