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.
Risk reduction - Predictive diagnosis
Natixis~Natixis stress-tests trading portfolio for risk and regulatory compliance using machine learning
Time series,Structured / Semi-structured
ML Task - Grouping - Anomaly Detection,Machine Learning (ML),Algorithm - K-Means Clustering,Algorithm - K-Nearest Neighbour,ML Task - Prediction - Regression