Related papers: Visual analytics for networked-guarantee loans ris…
Visual analytics (VA) is a visually assisted exploratory analysis approach in which knowledge discovery is executed interactively between the user and system in a human-centered manner. The purpose of this study is to develop a method for…
Accurate prediction of loan defaults is a central challenge in credit risk management, particularly in modern financial datasets characterised by nonlinear relationships, class imbalance, and evolving borrower behaviour. Traditional…
This paper proposes a web-based visual graph analytics platform for interactive graph mining, visualization, and real-time exploration of networks. GraphVis is fast, intuitive, and flexible, combining interactive visualizations with…
Identifying, analyzing, and evaluating cybersecurity risks are essential to assess the vulnerabilities of modern manufacturing infrastructures and to devise effective decision-making strategies to secure critical manufacturing against…
Financial crises emerge when structural vulnerabilities accumulate across sectors, markets, and investor behavior. Predicting these systemic transitions is challenging because they arise from evolving interactions between market…
Measurement and management of credit concentration risk is critical for banks and relevant for micro-prudential requirements. While several methods exist for measuring credit concentration risk within institutions, the systemic effect of…
Credit default risk arises from complex interactions among borrowers, financial institutions, and transaction-level behaviors. While strong tabular models remain highly competitive in credit scoring, they may fail to explicitly capture…
The global financial crisis in 2007-2009 demonstrated that systemic risk can spread all over the world through a complex web of financial linkages, yet we still lack fundamental knowledge about the evolution of the financial web. In…
Following several episodes of financial market turmoil in recent decades, changes in systemic risk have drawn growing attention. Therefore, we propose surveillance schemes for systemic risk, which allow to detect misspecified systemic risk…
Evaluation of systemic risk in networks of financial institutions in general requires information of inter-institution financial exposures. In the framework of Debt Rank algorithm, we introduce an approximate method of systemic risk…
Recently, there has been a growing interest in network research, especially in these fields of biology, computer science, and sociology. It is natural to address complex financial issues such as the European sovereign debt crisis from the…
The 2023 U.S. banking crisis propagated not through direct financial linkages but through a high-frequency, information-based contagion channel. This paper moves beyond exploration analysis to test the "too-similar-to-fail" hypothesis,…
This paper proposes a visual analytics framework that addresses the complex user interactions required through a command-line interface to run analyses in distributed data analysis systems. The visual analytics framework facilitates the…
Survival analysis has become a standard approach for modelling time to default by time-varying covariates in credit risk. Unlike most existing methods that implicitly assume a stationary data-generating process, in practise, mortgage…
Temporal (or time-evolving) networks are commonly used to model complex systems and the evolution of their components throughout time. Although these networks can be analyzed by different means, visual analytics stands out as an effective…
Injury prevention in sports requires understanding how bio-mechanical risks emerge from movement patterns captured in real-world scenarios. However, identifying and interpreting injury prone events from raw video remains difficult and…
Analytical, free of time consuming Monte Carlo simulations, framework for credit portfolio systematic risk metrics calculations is presented. Techniques are described that allow calculation of portfolio-level systematic risk measures…
The scope of financial systemic risk research encompasses a wide range of interbank channels and effects, including asset correlation shocks, default contagion, illiquidity contagion, and asset fire sales. This paper introduces a financial…
Bank crisis is challenging to define but can be manifested through bank contagion. This study presents a comprehensive framework grounded in nonlinear time series analysis to identify potential early warning signals (EWS) for impending…
Banks in the interbank network can not assess the true risks associated with lending to other banks in the network, unless they have full information on the riskiness of all the other banks. These risks can be estimated by using network…