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BigData analysis of financial interconnectedness: the new challenge to prevent contagion - BigDataFinance
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Title | BigData analysis of financial interconnectedness: the new challenge to prevent contagion - BigDataFinance | ||||||||||||||||||||||||||||||||||||
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Keywords cloud | financial intrafinancial distress data markets interactions contagion banks’ interconnectedness crisis Financial Data global individual models system BigDataFinance Finance disease exposures | ||||||||||||||||||||||||||||||||||||
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BigData wringer of financial interconnectedness: the new rencontre to prevent spoliation - BigDataFinance Skip to content Menu Home People Projects Research Publications Beneficiaries & Partners Events BigDataFinancePrimingTraining Event on Textual Data in Finance Data Science in Finance High-Frequency Data Econometrics Winter School on Complex networks in finance Blog Contact Blog BigData wringer of financial interconnectedness: the new rencontre to prevent spoliation 15.01.2018 The pursuit blog vendible is based on the opening statements delivered by Chiara Perillo at the panel discussion on “New Conditions for Monetary and Fiscal Policy” with Martin F. Hellwig, Edward C. Prescott, Peter A. Diamond, Christopher A. Sims, 6th Lindau Nobel Laureate Meeting on Economic Sciences, Lindau, August 2017. The last decades have witnessed the increase of financial interactions among the variegated actors operating in the global economy, through variegated financial instruments (e.g., loans and deposits, bonds, probity shares and derivatives). However, a large part of these interactions is intra-financial, which ways that a large fraction of banks’ financial contracts has as a counterparty flipside wall or, increasingly in general, flipside financial institution (such as an investment fund, an insurance corporation or a pension fund). For example, equal to a recent report by Allahrakha, Glasserman and Young (2015), in 2013, a significant part of US banks’ resources was intra-financial. In particular, they unscientific that intra-financial over-the-counter (OTC) derivatives were equal to the 48% of banks’ intra-financial assets, followed by intra-financial deposits and loans equal to the 25% of banks’ intra-financial assets. In the light of this, I asked myself: is the financial sector undertaking its role of intermediary? Checking the data, unquestionably the wordplay is yes, the financial system is undertaking its role of intermediary, but mainly with itself. In this regard, Allen and Santomero, in a paper of 1998, once realized that markets were evolving in such a way that they were rhadamanthine mainly markets for intermediaries rather than individual and firms, so basically today markets are in such a way that “intermediaries intermediate with intermediaries”. In principle, this intra-financial interconnectedness, and interconnectedness in general, allows for a increasingly diversified structure, which may lead to the increase of individual profitability and the reduction of the risk of the individual entity. On the other hand, the global financial slipperiness has shown that these intra-financial linkages represent a mechanism for the propagation of financial distress.Increasinglyspecifically, they favor and speed up the propagation of distress and they may lead to the unfurling of small shocks. In this regard, an interesting illustration has been proposed by Haldane in a speech in 2009, and this illustration was between the spread of a contagious disease and the spread of financial distress. If an individual is unauthentic by a contagious disease it is not a really good thing if he has multiple interactions with variegated people, considering these interactions indulge for the spoliation of the disease. In the same line, if a wall under financial distress is strongly interconnected with variegated actors operating in the financial system, these interconnections indulge for the spoliation of its distress wideness the financial system. So, this is the main idea why intra-financial interconnectedness is nowadays recognized as one of the key elements which unsalaried to the spread of the last global financial crisis. Since the financial crisis, much work has been washed-up both from the point of view of methods and models and macro-prudential regulation. In fact, during the last decades it has wilt well-spoken that the financial system should be regarded as a financial network and, in the last decade, variegated financial spoliation models have been ripened shedding light on the potential effects of financial interlinkages. From a macro-prudential perspective, a considerable effort has been washed-up as well. For example, now, equal to Basel III, specific wanted requirements are set for the financial institutions considered systemically important at the global level. Moreover, Basel III imposes to financial institutions the disclosure of their financial exposures, which is an important step superiority in terms of transparency. On the understructure of this data, institutions like the European CentralWall(ECB) and the European Systemic Risk Board (ESRB) are putting together large data infrastructure in an struggle to map the financial exposures of the variegated actors of the economy at a very granular level. This is going to be a slow process, but extremely important to modernize monitoring and supervision. Moreover, this Big Data on financial exposures represents an interesting rencontre for the wonk world to understand how to treat this big value of new data and how to worth for them in the macroeconomic models. REFERENCES M. Allahrakha, P. Glasserman, H. P. Young, et al., “Systemic importance indicators for 33 US wall holding companies: an overview of recent data.” Office of Financial Research, 2015. F. Allen and A. M. Santomero, “What do financial intermediaries do?” Journal ofFinancial& Finance, vol. 25, no. 2, pp. 271–294, 2001. A. G. Haldane, “Rethinking of Financial Network”. Speech delivered at the Financial Student Association, Amsterdam, vol. 28, 2015. Chiara Perillo is based at University of Zurich 2016-2019, and her research project is Systemic Risk and Financial Networks (WP2) Volatility seasonality of Bitcoin prices.. “Learning properties of Bitcoin and other cryptocurrencies and c.. 21.06.2018 Read increasingly BigDataFinance protagonist at the 6th Li.. ESR Chiara Perillo from University of Zurich shared the stage with Nob.. 08.03.2018 Read increasingly Popular tags algorithms deject priming corporate ownership data econometric models ESR extracted knowledge finance financial slipperiness financial markets financial volatility job recruitment research risk management self-data velocity volatility volume Copyright BigDataFinance 2017 | All rights reserved | Login WordPress Download Manager - Best Download Management Plugin Close