Cracking the Code for Systemic Risk Data

July 14, 2011 – You can't guard against systemic risk without the right data in hand. And data will be top of mind on Capitol Hill today.

Pulling together that data will be your job. So you'll want to pay attention to the hearing being held today by the House Financial Services Committee on “Oversight of the Office of Financial Research and the Financial Stability Oversight Council.”

Among the speakers:

Dr. Nassim N. Taleb, Distinguished Professor, New York University Polytechnic Institute, author of "The Black Swan"
Dilip Krishna, Vice President of Financial Services, Teradata Corporation, which makes heavy-duty data appliances and creates large-scale data warehouses,
Alan Paller, Director of Research, SANS Institute, a computer security expert, and,
Dr. John Lietchy, Professor of Marketing and Statistics, Director of the Center for the Study of Global Financial Stability, Pennsylvania State University.

To frame thinking, here's a slide show from Financial InterGroup that digs into the devil of the details of how systemic risk data will be collected and helps you crack that code.

This story originally appeared on Securities Technology Monitor.

Tom Steinert-Threlkeld is the editor-in-chief of Securities Technology Monitor.

Filed under:

Business Process Management (BPM)