DatFRisMo: Large Scale Data-Driven Financial Risk Modeling

• Research unit: INNOSUISSE
• Project number: 25349.1 PFES-ES

Short description (German)

DatFRisMo:Daten-getriebene Modellierung von Finanzrisiken basierend auf sehr grossen Datenvolumen

Short description (English)

DatFRisMo: Large Scale Data-Driven Financial Risk Modeling

Abstract (German)

To meet regulatory requirements financial risk assessment should be done at the level of the individual financial contracts. This requires the use of Big-Data technology. The risk and profitability management software of the main implementation partner Ariadne, which is based on the ACTUS open standard for financial contract modeling, will be extended to offer a scalable, cloud-based solution, and the latest simulation and credit risk modeling methodologies will be added.

Abstract (English)