April 2 in VMH 4335

REQUIRED READING

OVERVIEW (PPT PRESENTATION).

Next Generation Financial Cyberinfrastructure
L. Raschid
Report of an NSF Workshop.

Additional Reading: 2008 Financial Crisis

Fannie and Freddie Don't Deserve Blame for Bubble
Mark Zandi
http://www.washingtonpost.com/realestate/fannie-and-freddie-dont-deserve-blame-for-bubble/2012/01/23/gIQAn3LZMQ_print.html

Credit default swaps are insurance products. It.s time we regulated them as such.
Barry Ritholtz
Washington Post, March 10 2012
http://www.washingtonpost.com/business/credit-default-swaps-are-insurance-products-its-time-we-regulated-them-as-such/2012/03/05/gIQAAUo83R_print.html

Additional Reading: Network Analysis

Who Runs the World ?
Network Analysis Reveals 'Super Entity' of Global Corporate Control
Michael Ricciardi
http://planetsave.com/2011/08/28/who-runs-the-world-network-analysis-reveals-super-entity-of-global-corporate-control/
The Network of Global Corporate Control.
S. Vitali, J. Glattfelder and S. Battiston.
PLOS ONE
http://www.plosone.org/article/info%3Adoi%2F10.1371%2Fjournal.pone.0025995

Additional Readings: CDO = Chief Data Officer (not collateralized debt obligation)

The Evolving Role of the CDO
Greg MacSweeney; Wall Street & Technology; October 25, 2012.
http://www.wallstreetandtech.com/data-management/the-evolving-role-of-the-cdo/240010004

The Rise of the Chief Digital Officer
A Russell Reynolds Associates Series
http://www.russellreynolds.com/sites/default/files/leadership-and-talent-rise-of-chief-digital-officer.pdf

CDO

April 9 in VMH 1336

Mike Bennett Enterprise Data Management Council

PPT PRESENTATION RECORDING

Aaron Loehrlein University of British Columbia

PPT PRESENTATION RECORDING

Overview of classification theory.

Definition of an ontology.

Transformation from a taxonomy to an ontology.

The Financial Industry Business Ontology FIBO

From business semantics to an operational ontology.

David Newman PPT PRESENTATION RECORDING

Enterprise Architect, Wells Fargo

Demonstration of the "Proof of Concept" using the FIBO.

Using semantic technologies to operationalize the knolwedge captured in ontologies.

Applying formal reasoning to the FIBO and rules for automated classification.

REQUIRED READING

Bennett and Newman presentations.

Additional Reading

The Classification of Financial Products. Loehrlein, A. and Lemieux, V. and Bennett, M. JASIST 2013

April 16 in VMH 4335

REQUIRED READING

Flood presentation.
Presentation from GFMA Creating a Global Legal Entity Identifier (LEI) Standardfrom SIFMA.
LEI/CICI and Operational Risk

Additional Reading

6 Use cases from the NSF FIW 2010 Report.

Paper Monitoring Financial Stability in a Complex World by Mark Flood and Alan Mendelowitz and Bill Nichols.

2012 OFR Annual Report.

LEI Entry on wikipedia.

An article on DOI Digital Object Identifier (DOI®) System by Norman Paskin, in the Encyclopedia of Library and Information Science.

April 23 in VMH 1326

REQUIRED READING

Paper on Extracting, Linking and Integrating Data from Public Sources: A Financial Case Study, (2011),
Douglas Burdick, Mauricio A. Hernandez, Howard Ho, Georgia Koutrika, Rajasekar Krishnamurthy, Lucian Popa, Ioana Stanoi, Shivakumar Vaithyanathan), IEEE Data Engineering Bulletin, 34(3), 60-67.

Paper on Unleashing the Power of Public Data for Financial Risk. Measurement, Regulation, and Governance.
Mauricio Hernandez, Howard Ho, Georgia Koutrika, Rajasekar Krishnamurthy, Lucian Popa, Ioana Stanoi, Shivakumar Vaithyanathan, Sanjiv Das

April 30 in VMH 1326

Potential papers:

The Network of Global Corporate Control. S. Vitali, J. Glattfelder and S. Battiston. PLOS ONE. Paper

The Classification of Financial Products. Loehrlein, A. and Lemieux, V. and Bennett, M. JASIST 2013. Paper

Monitoring Financial Stability in a Complex World by Mark Flood and Alan Mendelowitz and Bill Nichols. Paper