Creating a Linchpin for Financial Data: The Need for a Legal Entity Identifier

Bottega, John A.; Powell, Linda F.

doi:10.2139/ssrn.1723298

Cited by 1 publication

(1 citation statement)

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“…An LEI is simply a systematically maintained tag or code that uniquely identifies an entity in the system. Bottega and Powell (2010) describe LEIs in detail, noting that they are "a critical component in measuring and monitoring systemic risk", because they enable the construction of the counterparty network graph of linkages and interrelationships in the system. This is the foundation of network analysis, as described in Section B, and allows for efficient and accurate aggregation when searching for concentrated exposures and patterns of activity.…”

Section: Legal Entity Identifier Standardsmentioning

confidence: 99%

A Survey of Systemic Risk Analytics

Bisias

Flood²,

et al. 2012

SSRN Journal

324

249

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The Office of Financial Research (OFR) Working Paper Series allows staff and their co-authors to disseminate preliminary research findings in a format intended to generate discussion and critical comments. Papers in the OFR Working Paper Series are works in progress and subject to revision. We provide a survey of 31 quantitative measures of systemic risk in the economics and finance literature, chosen to span key themes and issues in systemic risk measurement and management. We motivate these measures from the supervisory, research, and data perspectives in the main text, and present concise definitions of each risk measure-including required inputs, expected outputs, and data requirements-in an extensive appendix. To encourage experimentation and innovation among as broad an audience as possible, we have developed open-source Matlab code for most of the analytics surveyed, which can be accessed through the Office of Financial Research (OFR) at http://www.treasury.gov/ofr.

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Section: Legal Entity Identifier Standardsmentioning

confidence: 99%