SRDB info

Systemic Risk Dashboard (SRDB)

The aim of the project and the Systemic Risk Lab is the realization of a platform to make available on regular basis systemic risk measures proposed by literature and developed by SAFE.

The contributed directly to the realization of Systemic Risk Dashboard (SRDB) providing the code for the systemic risk measures and the structure code (reading, cleaning and computation of the data) using parallelization in MATLAB in order to have automatize routines.

The SRDB is regularly updated and upgrades of new measures are already scheduled. The project has been developed by Professor Pelizzon and Michele Costola. The web-application has been realized with the support of the Data Center.

Systemic Financial Risk Platform (SFRP) collaborated with part of the code to the SFRP (Prof. Martin Gotz and Dominik Hirschbuhl).

Financial support

The project financed software licenses for the implementation of SRDB and SFRP platforms.

In particular,

  • Econometrics Toolbox for the calculation purchased with the statistics and the optimization toolbox.
  • Matlab Service Update for the old Matlab license to be used with the Datafeed toolbox.
  • Datafeed Toolbox: necessary for the Reuters Eikon / Datastream API.
  • 2 Matlab licenses to be used in the Systemic Risk Lab.
  • One Bloomberg terminal license.

The licences will be used by the Systemic Risk Lab also after the end of the project (May 31, 2018).