Systemic Risk Application Hub

Systemic Risk Application Hub

Collection of web-based market intelligence software applications which serve as interactive analytical frameworks supporting risk-based supervision.


Key features

  • providing quick access to available market information on companies
  • identifying, monitoring and assessing market developments of companies and entire sector
  • performing intelligent financial analysis of a company and entire sector
  • performing in-depth peer group analysis
  • providing users with advanced risk analytics
  • analyzing statistical linkages among different companies (network analysis)

For who?

  • Financial Market Infrastructures (FMIs)
  • Central Banks and Regulators
  • Hedge Funds
  • Pension Funds
  • Asset and Wealth Managers
  • Banks
  • Insurers

Apps powered by Perm State University

Banking Risks Portal

Portal gives view about systemic stability of world banking sector. It tries to analyze global systemically important banks (G-SIBs) in context of systemic risks. The technical part of portal is powered by Prognoz Platform and methodological aspects performed by Perm State University staff with international collaboration.


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Correlation Analysis

  • Dynamic correlation of equity returns over specified rolling window
  • Visualization using interactive network chart
  • Quick identification of most interlinked companies

Market monitors

Quick-and-easy way to track common market trends that might affect the risk profile of firms.

Company profile

Provides users with a one-page basic information about an entity.

Insurance Risks Portal

This Portal largely focused on the insurance sector due to greater availability of capital market information on Class 4 and 3B insurers, many of whom are publicly listed. All data and information contained in the current version of the MMS are obtained from publicly available accounting data and market information. The technical part of portal is powered by Prognoz Platform and methodological aspects performed by Perm State University staff with international collaboration.


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Correlation Analysis

  • Dynamic correlation of equity returns over specified rolling window
  • Visualization using interactive network chart
  • Quick identification of most interlinked companies

Company profile

Provides users with a one-page basic information about an entity.

Market monitors

Quick-and-easy way to track common market trends that might affect the risk profile of firms.

Apps powered by FNA Platform

FNA HeavyTails

A Systemic View of Financial Markets


FNA HeavyTails helps risk managers identify and communicate emerging risks and design adaptive stress tests. FNA combines advanced network theory and interactive data visualizations to detect hidden patterns in complex data.


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FNA NetworkMaps

Visual Insights From Complex Data


FNA NetworkMaps helps financial institutions explore any complex financial data for managing risks, identifying new opportunities and making better, data driven decisions.


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FNA TradeMaps

Mapping Trade Networks


FNA TradeMaps visualizes U.S. industry-level trade data. The interactive dashboard allows user to explore this complex dataset to explore supply chains and find highly interlinked sectors of the economy. Trade data are based on detailed annual input-output data.


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FNA PaymentSimulator

Predictive Analytics For Financial Infrastructures


FNA PaymentSimulator helps financial market infrastructures and central banks model liquidity and operational risks, evaluate alternative system designs and carry out stress tests.


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CrisisMetrics by Infolytika


CrisisMetrics lets you visually explore global networks of banking sector interlinkages based on the quarterly BIS International Banking Statistics with exposures from 26 to more than 200 economies ranging back to the 1990s.


Take a look

Explore exposures interactively

Large cross-country networks can be manipulated over time using various attributes, such as country coverage and exposure strength. Selecting economies gives focused portfolio views to assess specific economies' financial links.

Exposure types

We measure three types of lending activities: foreign claims on immediate borrower and ultimate risk basis, and exposures on ultimate risk basis. Ultimate risk captures risk transfers when the residence of the immediate risk and ultimate obligor differs. Beyond foreign claims, the broader definition of exposures covers also off-balance sheet items.

Purpose of use

CrisisMetrics provides means to supervisors for monitoring spillover risks for banking sectors, and to investors and banks for overall risk management. Transmission channels range from imported banking distress to banks' sovereign debt risk exposures.