The monitors operationalise Legal Entity Identifier data to build a network of legal entities which form Globally Systemically Important Banks.

• LEI
• Ownership

The monitor uses related parties analysis to build a network of open-source intelligence and corporate directorship around Cambridge Analytica.

• Related parties
• AML
• CFT

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 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 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

Monitor and measure the complexity of Global Systemically Important Banks over time.

• LEI
• Ownership

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

Use real-time interbank payments data to draw conclusions and early warning signals about liquidity and solvency of banks.

• Banking
• Payments

Monitor banks’ prudential returns data, including balance sheet information, credit risk and liquidity risk. Enhanced with publicly available LEI2 data.

• Liquidity Risk
• Balance sheets
• Financial stability
• Banking

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

• Markets
• Correlation
• Outliers

The monitor uses related parties analysis to build a network of the ownership strucutre and corporate directorship around Wirecard.

• Related parties
• AML
• CFT