Stoplight system could spot imminent meltdowns – study

Proposed traffic light system sifts through transaction data for signs of trouble

Traffic light risk
Risk.net montage

A traffic light system of risk indicators for financial market infrastructure could use transaction data to detect threats to financial stability in almost real time, according to research due to be published later this year.

Ron Berndsen, chairman of LCH’s risk committee, and Ronald Heijmans, a senior data scientist and policy adviser at De Nederlandsche Bank, argue in their upcoming paper that monthly or quarterly monitoring of market infrastructures such as payment and settlement systems

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: