AI Use Case

Enhance risk modelling and stress testing by discovering interactions in the financial system

Enhance risk modelling and stress testing by discovering interactions in the financial system. This increases model robustness and strengthens it. Transparency may be an issue as the interlocked drivers become harder and harder to explain -although this has potential regulatory issues.

Function

Benefits

Risk reduction - Predictive diagnosis

Case Studies

Natixis~Natixis stress-tests trading portfolio for risk and regulatory compliance using machine learning

Potential Vendors

Industry

Financial Services

Banking

Data Sets

Time series,Structured / Semi-structured

AI Technologies

ML Task - Grouping - Anomaly Detection,Machine Learning (ML),Algorithm - K-Means Clustering,Algorithm - K-Nearest Neighbour,ML Task - Prediction - Regression