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Wednesday, April 6 • 2:00pm - 4:30pm
Wall Street meets FinTech: Interactive Visualization of Simulations of Systemic Financial Market Risk Conditional on Policy Interventions [D2]

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A key issue for regulators and the banking and financial service industries is mitigating  systemic large-scale counterparty risk.  Currently, individual financial institutions and regulators conduct systemic risk exposure analysis using proprietary models and data protocols absent any agreed upon baseline, best practices or public scrutiny. Without industry standards, shared benchmarks, or means to validate results, the impact of alternative policy interventions on the overall risk in the financial system remains uncertain.    The demo will illustrate new open source analytical tools that     1) Develop highly granular trade and counterparty cross-asset class risk simulation;   2) Aggregate at the counterparty level; and  3) Explore systemic linkages and changes under policy intervention scenarios.    Bringing large-scale open source risk models to the public domain will enable a standard-based approach that facilitates research and greater understanding of the impact that policy levers have on the financial system.

Demo/Poster Presenter
avatar for Matthew Weber

Matthew Weber

Vice President UX and Design, Zoomdata
Matthew Weber is an award winning UX designer and executive, who has had his work showcased by Apple and has lectured at NASA. He has a passion for making data easy to use, and is currently VP of UX and Design at Zoomdata, as well as an associate at Columbia University. Matthew is... Read More →
avatar for Scott Sobolewski

Scott Sobolewski

Scott is a finance and risk professional specializing in capital planning, stress testing, and model development at large US banks. He advises financial institutions on risk management and regulatory compliance matters, helping clients accelerate model development and achieve high-value... Read More →
avatar for Sharyn O'Halloran

Sharyn O'Halloran

George Blumenthal Professor of Political Economy and Professor of International Affairs | Chief Academic Officer SPS, School of International and Public Affairs
Sharyn O'Halloran is the George Blumenthal Professor of Political Economy and Professor of International and Public Affairs at Columbia University in New York City A political scientist and economist by training, O’Halloran has written extensively on issues related to the political... Read More →

Demo/Poster Collaborator
avatar for David K. Park

David K. Park

Dean of Strategic Initiatives / Director of Special Projects, Arts and Sciences
David K. Park is Dean of Strategic Initiatives and serves as a senior advisor to the Executive Vice President and Dean of Faculty of the Arts and Sciences at Columbia University. Dr. Park is a member of Columbia University's Institute for Data Sciences and Engineering New Media Center... Read More →

Wednesday April 6, 2016 2:00pm - 4:30pm EDT
Roone Arledge Auditorium Lerner Hall, Columbia University 2920 Broadway, New York, NY 10040

Attendees (3)