systemic-risk

A framework for financial systemic risk valuation and analysis.

Financial research data services for academics.

Python-first systemic-risk research software for evidence-graded, bitemporal dependency graphs. Import JSON, CSV, GraphML, or NetworkX; run bounded shocks, compare constrained interventions and sensitivity surfaces, and export recomputation-verifiable RiskPacks. Includes 16 scenario-only cases and 11 connector contracts.

FLUXARA-1 independent audit verification pack for peer review. Contains frozen engine outputs, replication scripts, and vBase blockchain temporal proofs (SR 11-7 / Basel IRB aligned).

SOAP - A Sockpuppet Auditing Tool for Very Large Online Platforms

A research-grade lab for stress-testing DeFi protocols using Solidity mini-systems, a Python simulation engine, and a Streamlit dashboard. Simulates price crashes, liquidity shifts, AMM behavior, lending liquidations, and systemic risk dynamics. Designed for DeFi engineers, auditors, and researchers.

A deep exploration of the economic physics governing DeFi crashes, AMM decay, liquidity spirals, and liquidation cascades. This article models decentralized finance as a nonlinear system driven by invariants, thresholds, and feedback loops, revealing why crashes follow predictable laws of motion.

Official implementation of "Predicting Systemic Risk in Financial Systems Using Deep Graph Learning"

This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approach" (by R. Liu and C.S. Pun)

An open-source platform for modeling systemic climate transition risks in financial systems. Developed by CFA Institute RPC & UK CGFI

Some codes used for the numerical examples proposed in https://arxiv.org/abs/1803.00445

Macro-Prudential Early Warning System for Hong Kong. Ingests BIS and HKMA data via REST APIs, computes HP-filtered Credit-to-GDP gaps, property price indexes, and liquidity crossover signals, scores them against YAML-configured thresholds, and outputs a normalised composite risk score with Green/Amber/Orange/Red regime classification.

Source code, data and plots for our paper "Analysis of Large Market Data Using Neural Networks: A Causal Approach"

Institutional Stock Risk Engine & Governance Framework

ASRI: Aggregated Systemic Risk Index for Cryptocurrency Markets — paper + real-time monitoring system | DAI-2509 | Dissensus AI Working Paper

Transparent scenario-based systemic-risk model comparing 23 interacting global threats across civilizational, biospheric, and technological domains, using structured JSON data as its primary input source.

Analysis of diversification breakdown during Bitcoin crash events. Found 89.5% compression in correlation gap between defensive and high-beta equities.

Global Systemic Fragility Observatory 2026 · Markov Model + Monte Carlo · Synthetic Bubble · 10 non-conventional systemic risk indicators · MCSH Framework · semanticfieldscience.org

Provenance-gated analysis of when on-chain Curve flow signals stablecoin stress propagation (ICAIF 2026)

Interactive 3D globe modeling sovereign debt contagion with DebtRank and Eisenberg-Noe on real World Bank/BIS data