DatFRisMo: Large Scale Data-Driven Financial Risk Modeling

• Unité de recherche: INNOSUISSE
• Numéro de projet: 25349.1 PFES-ES
• Titre du projet anglais: DatFRisMo: Large Scale Data-Driven Financial Risk Modeling

Description succincte (Allemand)

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

Description succincte (Anglais)

DatFRisMo: Large Scale Data-Driven Financial Risk Modeling

Résumé des résultats (Abstract) (Allemand)

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.

Résumé des résultats (Abstract) (Anglais)