Data aggregation and counterparty identification — considerations for systemic risk analysis

Dilip Krishna
Additional contact information
Dilip Krishna: Deloitte & Touche LLP, USA

Journal of Risk Management in Financial Institutions, 2012, vol. 5, issue 3, 305-313

Abstract: Systemic risk analysis is now a topic of considerable interest the world over. It requires a combined analysis of the large counterparties in the global economy along with the interactions they have with each other. The availability of a comprehensive and quality dataset is important to systemic risk analysis. This paper discusses the kinds of data potentially required for systemic risk analysis and provides insights into the desired components of a systemic risk information solution.

Keywords: systemic risk; information; data; technology; analytics (search for similar items in EconPapers)
JEL-codes: E5 G2 (search for similar items in EconPapers)
Date: 2012
References: Add references at CitEc
Citations:

Downloads: (external link)
https://hstalks.com/article/5065/download/ (application/pdf)
https://hstalks.com/article/5065/ (text/html)
Requires a paid subscription for full access.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:aza:rmfi00:y:2012:v:5:i:3:p:305-313

Access Statistics for this article

More articles in Journal of Risk Management in Financial Institutions from Henry Stewart Publications
Bibliographic data for series maintained by Henry Stewart Talks ().