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Large Scale Data-Driven Financial Risk Modelling

Description

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.

Key Data

Project team

Dr. Nils Andri Bundi, Jonas Heitz, Prof. Dr. Jörg Osterrieder, Prof. Dr. Kurt Stockinger, Martin Wiegand

Project partners

Zanders GmbH / ehemals Fintegral; Ariadne Business Analytics AG

Project status

completed, 02/2017 - 12/2018

Funding partner

CTI

Project budget

309'000 CHF