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Data aggregation and counterparty identification — considerations for systemic risk analysis
Journal of Risk Management in Financial Institutions,
5
(3),
305-313
(2012)
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
The full article is available to subscribers to the journal.
Author's Biography
Dilip Krishna is a Director, Technology Risk at Deloitte & Touche LLP. He formerly held roles as Professional Services Partner for North-East Banking and Director for Risk Management at Teradata Corporation. He has 17 years of experience in technology, risk management and Basel II initiatives in US and Canadian banks, including a role as Chief Architect of the Basel II programme at CIBC, and several implementations of front office systems at major Canadian banks.
Citation
Krishna, Dilip (2012, June 1). Data aggregation and counterparty identification — considerations for systemic risk analysis. In the Journal of Risk Management in Financial Institutions, Volume 5, Issue 3. https://doi.org/10.69554/YPSZ9359.
© Henry Stewart
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Publications LLP