Breakout Session: Getting Deeper Insights from Risk Data On Demand
Using the use case of risk aggregation, Deenar will demonstrate how a notebook interface can be used to empower users to get deeper insight more quickly. A notebook is an agile and interactive workspace for exploration and visualization so you can learn, work, and collaborate in a single, easy to use environment. You can build a fully integrated platform that performs Calculation, Analytics, Visualisation, Reporting, Query, What-If, Storage, ETL, Streaming and Scheduling all using the notebook platform. The session will demonstrate the calculation and aggregation of different risk measures such as VaR and Expected Shortfall, different risk analysis such as attribution, drill down, scenarios and what if analysis. It will also cover effective visualisations of risk outputs using D3js.