Informatics and Applications

2016, Volume 10, Issue 1, pp 23-33

CO-LENDING SYSTEMIC RISK ANALYSIS OVER HETEROGENEOUS DATA COLLECTIONS

S. A. Stupnikov
D. O. Briukhov
N. A. Skvortsov

Abstract

The paper considers an approach to solving the problem of co-lending systemic risk analysis over heterogeneous data collections in a combined virtual and materialized integration environment. The problem belongs to the data-intensive domain of financial macromodeling. Virtual integration is implemented using the subject mediation technology. Materialized integration is implemented using the Hadoop open-source software framework for distributed storage and processing of large datasets accompanied by the Hive system intended for relational warehousing over Hadoop.

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