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

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

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.

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.

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.

Forensic Semantic Architecture & Biophysical Auditing — The canonical open-core specification of the FASCIA Protocol & M.O.S. (DOI: 10.5281/zenodo.21192234).

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

EconomyOS is an open-source economic intelligence and research platform for point-in-time economic data, causal inference, forecasting, scenario analysis, systemic risk, and economic modeling. Built with TypeScript, Next.js, NestJS, PostgreSQL/TimescaleDB, and Temporal, with provenance, governance, and reproducible research.

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

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