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FNA Maps | Systemic View of Investments

Systemic View of Investments

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FNA Maps | Systemic View of Investments | maps.fna.fi Reviews

https://maps.fna.fi

Systemic View of Investments

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Weaker USD key to global asset rebound | FNA Maps

https://maps.fna.fi/2016/04/21/weaker-usd-key-to-global-asset-rebound

Systemic View of Investments. April 21, 2016. April 21, 2016. Weaker USD key to global asset rebound. As discussed in USD as a Systemic Pressure Point. A weaker USD has helped catalyze a global asset rebound. A Bloomberg News’s headline today reads: “ Weaker Dollar Sparks Commodities Rally; U.S. Stocks Edge Higher. Fig 1 Cross Asset FNA Correlations -3σ USD predictive stress test. Fig 2 FNA Correlations highlighting CHF/USD negative outlier (95% Confidence Level). Oil Plunge impact on global markets.

2

Oil Plunge impact on global markets | FNA Maps

https://maps.fna.fi/2016/04/18/oil-plunge-impact-on-global-markets

Systemic View of Investments. April 18, 2016. April 18, 2016. Oil Plunge impact on global markets. Oil futures plunged by as much as 6.8% this morning after producers failed to come to an agreement in Doha to limit supplies. Oil’s positive correlation with global equities has been a persistent drag on markets. And indeed Asian equities and global stock futures have started the week in negative territory. Fig 1 shows the predicted impact of a -3σ (8.7%) plunge in oil using the C. With a gain of 1.2%.

3

Market Impact Of Fed Rate Hike Delay | FNA Maps

https://maps.fna.fi/2016/03/21/market-impact-of-fed-rate-hike-delay

Systemic View of Investments. March 21, 2016. March 22, 2016. Market Impact Of Fed Rate Hike Delay. Last week’s driving global market event was Fed Chair Janet Yellen’s March 16 announcement of delayed rate hikes in light of recent market turbulence. This dovish message broadly lifted global asset prices, while USD plunged against major trading partners. Fig. 1 shows a ranking of top cross asset surprises, which span fixed income, foreign currencies and gold. Video: A tipping point for TIPS and USD?

4

Weak US Growth Sparks Global Rally | FNA Maps

https://maps.fna.fi/2016/06/09/weak-us-growth-sparks-global-rally

Systemic View of Investments. June 9, 2016. Weak US Growth Sparks Global Rally. The S&P 500 reached a new 10 month high on Wednesday, in a global rally sparked by last Friday’s disappointing jobs report that showed the US added only 38,000 new jobs, its weakest showing since 2010. Fig 1 Cross asset FNA Correlations 8 June 2016. Below is a short video focusing on key pressure points and market dynamics using FNA’s cross asset dashboard. Another Fed Taper Tantrum? Escalating systemic risk: BREXIT & more.

5

May | 2016 | FNA Maps

https://maps.fna.fi/2016/05

Systemic View of Investments. May 20, 2016. Another Fed Taper Tantrum? Global markets tremors continue to escalate on Wednesday as bonds and rate sensitive sectors plunged after the Fed revealed it was open to June rate hikes. Marketwatch posed the critical question: Could this post-Fed bond selloff be a repeat of ‘taper tantrum’. Which saw 10 year Treasury yields jump 140 basis points in 4 months? Fig 1 Cross asset FNA Correlations map ranking outliers on 18 May. May 18, 2016. May 19, 2016. Be prepared ...

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First Issue of the Journal of Network Theory in Finance is Published | FNA

http://www.fna.fi/content/first-issue-journal-network-theory-finance-published

First Issue of the Journal of Network Theory in Finance is Published. Submitted by Kimmo Soramäki. On Fri, 04/03/2015 - 12:47. The Journal of Network Theory in Finance. The Journal of Network Theory in Finance. On September 23, 2014 a conference entitled Network Theory and Financial Risk. The first paper in the issue, Eccentricity in asset management. Understanding interbank exposures has been a focus of financial stability analysis in recent years. The issues second paper, Emergence of the EU Corpor...

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Applications | FNA

http://www.fna.fi/apps

Market Risk, Liquidity Risk, Operational Risk . FNA Applications take a systemic view to any type of risk. Exact Solutions to Particular Problems. FNA Applications leverage capabilities of the FNA Platform. With over 200 algorithms for network and financial analytics. Apps powered by FNA Platform. A Systemic View of Financial Markets. Visual Insights From Complex Data. Predictive Analytics For Financial Infrastructures. FNA Payment Analytics helps financial market infrastructures and central banks model ...

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Knowledge Center | FNA

http://www.fna.fi/knowledge_center

Register now for Financial Risk and Network Theory 2016. Submitted by Kimmo Soramäki. On Saturday, August 6, 2016 - 13:49. Registration is now open for this years Financial Risk and Network Theory. Conference, organized jointly by the. Journal of Network Theory in Finance. And the Centre for Risk Studies at the University of Cambridge. More details are available on the Conference Website. I look forward to seeing you in Cambridge, UK on 13-14 September 2016. Register now! Submitted by Kimmo Soramäki.

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The FNA Team | FNA

http://www.fna.fi/team

Solving the toughest problems in financial risk. At FNA, you’ll find people with a passion for solving important issues around financial risk and for exploring the complex financial networks that play a continually larger role in the world around us. We are always looking for new employees, partners and collaborators. Please Contact Us. Kimmo Soramäki is the Founder of Financial Network Analytics (FNA) and the founding Editor-in-Chief of the Journal of Network Theory in Finance. By phone 44 20 3239 3903.

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Call for Papers: Financial Risk and Network Theory 2015 | FNA

http://www.fna.fi/content/call-papers-financial-risk-and-network-theory-2015

Call for Papers: Financial Risk and Network Theory 2015. Submitted by Kimmo Soramäki. On Mon, 05/11/2015 - 11:49. Financial institutions and markets are highly interconnected, but the literature that maps these interconnections and assesses their impact on financial risks and returns has only recently begun to emerge. The conference “Financial Risk and Network Theory 2015” organized in collaboration with the Journal of Network Theory in Finance. JNTF), continues the successful inaugural conference. Empir...

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Platform | FNA

http://www.fna.fi/platform

Build network models. Gain insights from a wide array of network algorithms. Create interactive dashboards. The Graph Compute Engine for Finance. The Platform is available as a cloud-based solution with a REST API and as an intranet installation. FNA Platform can tap into your databases or online data sources and automate data analytics for real-time data driven decision making. You can request access to FNA Lab, our online scripting engine for the cloud based FNA Platform at www.fnalab.com. Predictive A...

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About Us | FNA

http://www.fna.fi/about

Dr Kimmo Soramäki on financial cartography. From Cambridge Judge Business School. Financial Network Analytics (FNA) helps financial professionals see a connected picture of risk. FNA’s network algorithms reveal interconnected risks and its cloud-based solutions distill complexity into visual decision-making signals. Over a decade of pioneering research into financial networks makes the company a leader in its field. FNA releases FNA Platform. FNA completes a seed financing round led by DMGT. Financial Ne...

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FNA Maps | Systemic View of Investments

Systemic View of Investments. June 16, 2016. Escalating systemic risk: BREXIT & more. We’ve observed a classic escalation of systemic risk last week, culminating in Friday’s European Equities led plunge, as several Brexit polls showed “Leave” in the lead. While UK is currently at the periphery of the global equity network, contagion spread throughout Europe and global equities as seen in Fig. 1 below. Fig 1 Global Equities FNA Correlations Outlier Ranking 10 Jun 2016. Brexit Systemic Risk Escalation Video.

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