Visualize contagions within the financial system

Posted on 05. Oct, 2010 by Jean Jacques Ohana in Weekly Focus

Riskelia has designed an innovative visualization tool representing the diffusion of vulnerabilities within the financial system using the cost of risk as a key indicator:

Banks’ cost of debt is followed through the banks’ CDS, split by regions (Euro, UK, US)
Cash liquidity representing the spread between interbank rates and government short term rates
Equities risk aversion is [...]