Examine possible contagion paths through which events can spread throughout large parts of the global financial system.

• CCP
• Clearing
• Disruptions

Investigate clearing network restructuring paths and the systemic risk implication of a failure of one or more clearing members

• CCP
• Clearing
• Disruptions

Monitor the evolution of foreign claims by the primary country of reporting banks to understand banks’ foreign exposures and global financial stability ramifications.

• Banking
• Credit risk
• Contagion

Monitor the global ETF market and its correlation network to gain a systemic view of recent developments and to build stress tests.

• Markets
• Correlation
• Outliers

Monitor the EU sovereign debt market and its correlation network to gain a systemic view of recent developments and to build stress tests.

• Markets
• Correlation
• Outliers

Monitor and identify network based contagion for each currency and show how contagion spreads throughout the network, creating clusters.

• Markets
• Contagion
• Foreign Exchange

Monitor the global FX market and its correlation network to gain a systemic view of recent developments and to build stress tests.

• Markets
• Correlation
• Outliers

Monitor the topology of the global clearing system and related interconnectedness by using publicly available data on clearinghouse memberships.

• CCP
• Clearing
• Disruptions

Explore time series statistics on Covid-19 pandemic, mobility, sentiment analysis and policy responses around the world.

• Covid-19
• Policy response
• Sentiment
• Mobility

Identify the main corridors of global remittances and monitor changes over time.

• Remittance
• Banking

Examine possible contagion paths through which a hypothetical failure of a Globally Systemically Important Bank could spread throughout the entire system.

• CCP
• Clearing
• Disruptions

Monitor emerging credit risks and potential spillovers via three types of contagion channels - firesales, interbank lending and supply chains.

• Corporate loans
• Residential mortgage
• Concentrations
• Financial stability

Examine the inputs into financial consumption expenditures of Italian households and gauge structural dependencies.

• Concentrations
• Dependency
• Systemic risk

Monitor the similarity between US money market funds’ portfolios overtime.

• Markets
• Correlation
• Outliers

Use trophic analysis to understand the interconnectedness, hierarchical structure and flow direction of US supply chains.

• Trophic
• Supply chain
• Interconnectedness

Monitor the global interconnectedness of economic sectors across OECD countries.

• Concentrations
• Dependency