Blog Archive
Welcome to the Open Risk Blog Archive
The purpose of our blog is to provide updates on important news and developments around Open Risk and a running commentary on external developments related to our mission.
You can view posted articles either from the front-page by selecting the relevant post category or tag from the right column.
This page serves as an archive, with blog entries grouped chronologically by year.
2024
27 Sep – The Open Risk Manual as Android App
23 Apr – Representing Matrices as JSON Objects: Part 2 - Sparse Matrices
06 Mar – Towards a Faceted Taxonomy of Financial Services
05 Feb – Connecting the Dots, Tensor Representations of Activitypub Networks
2023
14 Nov – Open Risk Academy Course: Tensor Calculations with the Eigen C++ Library
25 Sep – Awesome Sustainable Finance
14 Sep – Climate Dictionary Quiz
21 Jun – Electrifying the Doughnut: Simplified Visions of Sustainable Finance
09 Jun – Equinox 0.7 release focuses on scope 2 (electricity) emissions
09 Mar – Mathematical Representations of Credit Portfolio Data
2022
20 Dec – First public release of the Solstice simulation framework
24 Sep – Open Risk White Paper: Deep Linking Financial and Energy Accounting
30 Jun – How Open Data and Open Source can support Green Public Procurement - Part 4
22 Jun – How Open Data and Open Source can support Green Public Procurement - Part 3
20 Jun – How Open Data and Open Source can support Green Public Procurement - Part 2
15 Jun – How Open Data and Open Source can support Green Public Procurement - Part 1
29 May – EU Datathon 2022 preselection for the Equinox platform
10 May – Equinox 0.4 release focuses on green public procurement functionality
06 Apr – Two New Taxonomies Introduced in the Open Risk Manual
20 Mar – Input-Output Models as Graph Networks
08 Mar – Open Risk Academy Course: Input-Output Models with Python
03 Feb – Exploring Ten Years of FOSDEM talks
13 Jan – Representing Matrices as JSON Objects: Part 1 - General Considerations
2021
21 Dec – Integrating the IPCC Emissions Factors Database Into Equinox
21 Oct – 5000 Members of Sustainable Finance Subreddit
13 Oct – Sustainability Is Not a Point It Is a Surface of Possibilities
07 Oct – Open Risk Hydra GSOC 2021 Credit Risk Project Wrap Up
30 Sep – Offline Availability of Open Risk Manual Content
31 Aug – List of Commonly Conflated Financial Terms
17 Aug – 9 Things They Do Not Tell You About Risk Management
01 Jul – Open Risk Mentoring GSOC 2021 Hydra Nextgen API Project
30 Jun – Connecting the Dots: Concentration, diversity, inequality and sparsity in economic networks
05 Jun – 9 Ways Graphs Show Up in Data Science
22 Apr – Equinox: a Platform for Sustainable Project Finance Risk Management
08 Apr – Towards the Semantic Description of Machine Learning Models
17 Mar – Visual Overview of Built-In Python Data Types
14 Mar – Marking Pi Day 2021 With a Raspberry Pi Docker Image for OpenNPL
23 Feb – An introduction to Semantic Python
17 Feb – Stress Testing of the Future - A view from 2031
06 Feb – Visualization of a Planet in Lockdown
30 Jan – Non-Performing Loan Ontology
28 Jan – What do people talk about at FOSDEM 2021
11 Jan – Taxonomy of Uncertainty
2020
14 Dec – A Global Mobility Index
10 Dec – Is Global Debt Truly Astronomical?
26 Nov – Risk Function Ontology
11 Nov – Monte Carlo Simulation of the US Electoral College
01 Nov – Federated Credit Systems, Part One: Unbundling the Credit Provision Business Model
29 Sep – Logarithmic Sankey Visualization of Credit Migrations
25 Sep – openNPL 0.2 REST API implementation
31 Aug – Back to School With the Open Risk Academy
15 Jul – openNPL now Available in Dockerized Form
09 Jul – 21 Ways to Visualize a Timeseries
02 Jul – openNPL: Open Source NPL Platform - First Release
29 May – Risk Compensation: From Face Masks to Credit, Market and Systemic Risk
19 May – Comparing Google Community Mobility Reports Across Countries
07 May – Exploring Community Mobility Reports Using OpenCPM
07 May – New Open Risk Academy Course: Introduction to GeoJSON
15 Apr – The Game of Life With Macroeconomic Stimulus
31 Mar – New Open Risk Academy Course: Simulation of Credit Contagion
29 Mar – Connecting the Dots: Economic Networks as Property Graphs
04 Mar – Why is Risk so poorly defined?
29 Jan – What do people talk about at FOSDEM 2020
24 Jan – Making Open Risk Data easier
2019
28 Nov – NACE Classification and the EU Sustainable Finance Taxonomy
21 Nov – Risk Model Ontology
18 Nov – Federated Credit Risk Models
08 Nov – A new logo for the Open Risk Manual
27 Oct – An overview of EU Financial Regulation initiatives
16 Oct – Overview of the Julia-Python-R Universe
16 Sep – Data Quality and Exploratory Data Analysis using Python
07 Aug – What constitutes a good risk taxonomy?
28 May – The limits and risks of risk limits
10 Apr – Open Source Securitisation
23 Mar – Visualization of large scale economic data sets
15 Feb – Python versus R Language: A side by side comparison for quantitative risk modeling
13 Feb – ESMA Securitisation Templates are now documented at the Open Risk Manual
2018
27 Nov – Machine learning approaches to synthetic credit data
31 Oct – Stressing Transition Matrices
23 Oct – Release 0.4 of transitionMatrix adds Aalen-Johansen estimators
25 Sep – Comparing IFRS 9 and CECL provision volatility
22 Aug – Version 0.4 of the Concentration Library adds geographic / industrial concentration functionality
11 Aug – NACE Economic Activity Pictograms
22 Jun – Credit Portfolio PnL volatility under IFRS 9 and CECL
28 May – Version 0.2 of the Open Risk API incorporates the standardized EBA portfolio data templates
22 May – Credit Portfolio Management in the IFRS 9 / CECL and Stress Testing Era
13 Feb – IFRS 9 Expected Credit Loss and Risk Capital
09 Feb – A Risk Agnostic Approach to European Safe Bonds (ESBies) Tranching
2017
27 Dec – Release of version 0.3 of the Concentration Library
23 Dec – OpenNPL Database
27 Nov – Data Scientists Have No Future
27 Nov – Four individuals that can look straight into your eyes
27 Nov – Machine Learning Ballyhoo
27 Nov – If programming languages were human languages which one would be which?
14 Nov – Transition Matrix Library First Release
11 Oct – The Zen of IFRS 9 Modeling
04 Apr – Loan Level Templates Using Python
12 Mar – Guiding principles for a viable open source operational risk model
25 Feb – Privacy-at-Risk
22 Feb – How to Stress Test Financial Weapons of Mass Destruction
21 Feb – The Promise of Open Risk Data
20 Feb – Seeking clues for financial stability in quantum physics
18 Feb – If banks were airlines
17 Feb – Lehman, Brexit, De-Regulation and the future of EU fintech
16 Feb – Transparency, Standards, Collaboration and regaining trust in financial services
15 Feb – We are hiring artificially intelligent bankers
14 Feb – Eternal Risk Management One-Liners
12 Feb – Can accounting ever be sexy? From IFRS 9 to Sustainability
10 Feb – Fintech, embrace your inner regulator!
2016
06 Dec – How much digital bank can we fit in a 50 euro bill?
03 Aug – Fintech Risk Events
10 May – Top 10 Risk Manual Articles
10 May – The Atlas of Bad Risk Management
28 Mar – Reducing variation in credit risk-weighted assets
14 Mar – AMA Risk Model
27 Feb – Risk Capital for Non-Performing Loans
18 Feb – Google Summer of Code Ideas List Page
14 Feb – Risk Management Internship on the Cusp of a New Financial Era
31 Jan – Top 10 Reasons why Silicon Valley cannot disrupt Wall Street (yet)
31 Jan – From Big Data, to Linked Data and Linked Models
22 Jan – FX Lending Risk
15 Jan – Risk Forum now operational again! (Update)
13 Jan – Business Model Risk
2015
21 Dec – Wishes for an Open and Linked 2016
16 Dec – Risk Management Skills for the Fintech Era
11 Nov – Seven Heavens of Finance and the Open Risk API
18 Oct – Open Risk proud to be funded by EU FIWARE FINODEX accelerator
21 Sep – What Inka quipus teach us about data management
24 Jun – Unbundling the Banks: A How To Guide
08 Jun – Open Source Risk Data with MongoDB and Python
01 Jun – Open Risk API
03 May – Resources for Concentration Risk
23 Apr – The Zen of Modeling
14 Apr – The four stages of social
08 Apr – The mystery of the collapsed cathedral
01 Apr – The periodic table of risk elements
27 Mar – Revisiting simple concentration indexes
19 Mar – Visualizing the Stress of US Banks
06 Mar – Concentrating on Concentration Risk
22 Feb – Securitisation versus Banking – the Shootout
08 Feb – A mini course on risk management
01 Feb – Change of URL’s to improve readability
28 Jan – Open Risk Commentary on Simple Securitisations
27 Jan – Open Source Risk Modeling Manifesto
2014
18 Dec – Its all about balance these days!
08 Dec – FuriousBanker: The Credit Detox Challenge
16 Nov – Top-Ten Reasons Why Open Source is the Future of Risk Modeling
10 Nov – Credit Detox Series: Step 1, Credit Correlation
01 Oct – Free online courses on credit concentration
19 Sep – Open Risk Overview
19 Sep – Benchmarking and the future use of internal capital models
15 Sep – September 15: Rolling into Public Beta
08 Sep – Academy Demo Course
04 Aug – New Python Module Released
04 Aug – New Course: Sector Concentration Measurement
28 Apr – Limited beta testing now ongoing…
15 Apr – Feeback survey now active
09 Apr – Open Risk open for alpha testing!
02 Apr – ECB AQR Programme Documentation
02 Apr – Pilot Course on Name Concentration
04 Mar – First set of Risk Manual articles released
27 Feb – New Tools for Portfolio Calculations
13 Jan – Hello World!