Index

_

__init__() (scr_financial.abm.bank_agent.BankAgent method) (scr_financial.abm.decision_models.DefaultDecisionModel method) (scr_financial.abm.decision_models.LearningDecisionModel method) (scr_financial.abm.simulation.BankingSystemSimulation method) (scr_financial.data.collectors.eba_collector.EBACollector method) (scr_financial.data.collectors.ecb_collector.ECBCollector method) (scr_financial.data.collectors.market_collector.MarketDataCollector method) (scr_financial.data.preprocessor.DataPreprocessor method) (scr_financial.ml.predictors.LSTMPredictor method) (scr_financial.ml.predictors.MarketPredictor method) (scr_financial.ml.predictors.NetworkPredictor method) (scr_financial.ml.sentiment_model.LSTMSentimentModel method) (scr_financial.network.builder.FinancialNetworkBuilder method) (scr_financial.network.coarse_graining.SpectralCoarseGraining method)

__repr__() (scr_financial.data.collectors.eba_collector.EBACollector method) (scr_financial.data.collectors.ecb_collector.ECBCollector method) (scr_financial.data.collectors.market_collector.MarketDataCollector method)

A

adjacency_matrix (scr_financial.network.builder.FinancialNetworkBuilder attribute) align_timescales() (scr_financial.data.preprocessor.DataPreprocessor method) analyze_spectral_properties() (in module scr_financial.network.spectral) api_key (dashboard.api.LLMRequest attribute) apply_counterparty_loss() (scr_financial.abm.bank_agent.BankAgent method) apply_external_shock() (scr_financial.abm.simulation.BankingSystemSimulation method)

apply_llm_bank_data() (in module dashboard.simulation_state) apply_shock() (in module dashboard.api) (in module dashboard.simulation_state) apply_shock_and_record() (in module dashboard.simulation_state) assess_liquidity() (scr_financial.abm.bank_agent.BankAgent method) assess_solvency() (scr_financial.abm.bank_agent.BankAgent method)

B

BacktestEngine (class in scr_financial.backtesting.engine) bank_list (dashboard.api.ReloadRequest attribute) BankAgent (class in scr_financial.abm.bank_agent) BankingSystemSimulation (class in scr_financial.abm.simulation) banks (scr_financial.abm.simulation.BankingSystemSimulation attribute)

build_and_export() (in module dashboard.gnn_export) build_daily_graph_snapshots() (in module dashboard.data_api) build_graph_tensors() (in module dashboard.gnn_export) build_scg_vs_basel_comparison() (in module dashboard.prediction) build_simulation_inputs_from_api() (in module dashboard.data_api) build_training_data() (scr_financial.ml.scg_predictor.SCGPredictor method)

C

calculate_lending_capacity() (scr_financial.abm.bank_agent.BankAgent method) calculate_market_sentiment() (scr_financial.abm.simulation.BankingSystemSimulation method) clusters (scr_financial.network.coarse_graining.SpectralCoarseGraining attribute) coarse_grain() (scr_financial.network.coarse_graining.SpectralCoarseGraining method) coarse_grained_adjacency (scr_financial.network.coarse_graining.SpectralCoarseGraining attribute) coarse_grained_laplacian (scr_financial.network.coarse_graining.SpectralCoarseGraining attribute) collect_aggregated_data() (scr_financial.data.collectors.eba_collector.EBACollector method) collect_bis_data() (scr_financial.data.collectors.market_collector.MarketDataCollector method) collect_cds_data() (scr_financial.data.collectors.market_collector.MarketDataCollector method) collect_ciss_data() (scr_financial.data.collectors.ecb_collector.ECBCollector method) collect_equity_data() (scr_financial.data.collectors.market_collector.MarketDataCollector method) collect_funding_stress_data() (scr_financial.data.collectors.market_collector.MarketDataCollector method) collect_gsib_data() (scr_financial.data.collectors.ecb_collector.ECBCollector method) collect_srisk_data() (scr_financial.data.collectors.market_collector.MarketDataCollector method) collect_target2_data() (scr_financial.data.collectors.ecb_collector.ECBCollector method) collect_transparency_data() (scr_financial.data.collectors.eba_collector.EBACollector method) compare_diffusion_dynamics() (scr_financial.network.coarse_graining.SpectralCoarseGraining method) compute_centrality_measures() (scr_financial.network.builder.FinancialNetworkBuilder method) compute_coarse_graining_error() (scr_financial.network.coarse_graining.SpectralCoarseGraining method)

compute_community_structure() (scr_financial.network.builder.FinancialNetworkBuilder method) compute_covar() (in module scr_financial.risk.metrics) compute_delta_covar() (in module scr_financial.risk.metrics) compute_diffusion_distance() (in module scr_financial.network.spectral) compute_diffusion_modes() (in module scr_financial.network.spectral) compute_laplacian() (in module scr_financial.network.spectral) (scr_financial.network.builder.FinancialNetworkBuilder method) compute_mes() (in module scr_financial.risk.metrics) compute_reconstruction_accuracy() (scr_financial.network.coarse_graining.SpectralCoarseGraining method) compute_scg_reconstruction_accuracy() (in module dashboard.prediction) compute_spectral_embedding() (in module scr_financial.network.spectral) compute_srisk() (in module scr_financial.risk.metrics) compute_system_risk_metrics() (in module scr_financial.risk.metrics) compute_var() (in module scr_financial.risk.metrics) connections (scr_financial.abm.bank_agent.BankAgent attribute) construct_network() (scr_financial.network.builder.FinancialNetworkBuilder method) contract_vertices() (scr_financial.network.coarse_graining.SpectralCoarseGraining method) count_parameters() (scr_financial.ml.gnn_predictor.TemporalGNN method) create_coarse_grained_graph() (scr_financial.network.coarse_graining.SpectralCoarseGraining method) custom_params (dashboard.api.ShockRequest attribute)

D

dashboard.api module dashboard.data_api module dashboard.data_loader module dashboard.gnn_export module dashboard.prediction module

dashboard.simulation_state module DataPreprocessor (class in scr_financial.data.preprocessor) decide_borrowing_action() (scr_financial.abm.bank_agent.BankAgent method) (scr_financial.abm.decision_models.DefaultDecisionModel method) decide_lending_action() (scr_financial.abm.bank_agent.BankAgent method) (scr_financial.abm.decision_models.DefaultDecisionModel method) (scr_financial.abm.decision_models.LearningDecisionModel method) (scr_financial.abm.decision_models.StressDecisionModel method) DefaultDecisionModel (class in scr_financial.abm.decision_models) dropout (scr_financial.ml.sentiment_model.LSTMSentimentModel attribute)

E

EBACollector (class in scr_financial.data.collectors.eba_collector) ECBCollector (class in scr_financial.data.collectors.ecb_collector) edge_data (scr_financial.data.preprocessor.DataPreprocessor attribute) eigendecomposition() (in module scr_financial.network.spectral) eigenvalues (scr_financial.network.builder.FinancialNetworkBuilder attribute) eigenvectors (scr_financial.network.builder.FinancialNetworkBuilder attribute)

end_date (dashboard.api.ReloadRequest attribute) evaluate() (scr_financial.backtesting.engine.BacktestEngine method) evolve_ratios() (scr_financial.abm.bank_agent.BankAgent method) extract_features() (scr_financial.ml.gnn_predictor.GNNPredictor static method) (scr_financial.ml.scg_predictor.SCGPredictor static method) extract_graph_snapshot() (scr_financial.ml.gnn_predictor.GNNPredictor static method)

F

fc (scr_financial.ml.predictors.LSTMPredictor attribute) (scr_financial.ml.sentiment_model.LSTMSentimentModel attribute) fetch_all() (in module dashboard.data_api) fetch_bank_market_features() (in module dashboard.data_api) fetch_correlation_adjacency() (in module dashboard.data_api) fetch_sovereign_spreads() (in module dashboard.data_api) fetch_system_indicators() (in module dashboard.data_api) filter_network() (scr_financial.data.preprocessor.DataPreprocessor method) FinancialNetworkBuilder (class in scr_financial.network.builder)

find_spectral_gap() (in module scr_financial.network.spectral) (scr_financial.network.builder.FinancialNetworkBuilder method) fit() (scr_financial.ml.predictors.NetworkPredictor method) forward() (scr_financial.ml.gnn_predictor.GNNEncoder method) (scr_financial.ml.gnn_predictor.TemporalGNN method) (scr_financial.ml.predictors.LSTMPredictor method) (scr_financial.ml.sentiment_model.LSTMSentimentModel method) freeze() (scr_financial.abm.bank_agent.BankAgent method) from_adjacency() (scr_financial.network.coarse_graining.SpectralCoarseGraining class method)

G

G (scr_financial.network.builder.FinancialNetworkBuilder attribute) generate_evolution_data() (in module dashboard.prediction) get_adjacency_matrix() (scr_financial.abm.simulation.BankingSystemSimulation method) get_bank_metrics() (scr_financial.abm.simulation.BankingSystemSimulation method) get_coarse_grained_data() (in module dashboard.simulation_state) get_config() (in module dashboard.api) (in module dashboard.simulation_state) get_connection_strength() (scr_financial.abm.bank_agent.BankAgent method) get_data_for_timepoint() (scr_financial.data.preprocessor.DataPreprocessor method) get_data_source() (in module dashboard.simulation_state)

get_edge_weight_matrix() (scr_financial.network.builder.FinancialNetworkBuilder method) get_interaction_score() (scr_financial.abm.decision_models.LearningDecisionModel method) get_network_graph_data() (in module dashboard.simulation_state) get_node_attribute_matrix() (scr_financial.network.builder.FinancialNetworkBuilder method) get_simulation() (in module dashboard.simulation_state) get_spectral() (in module dashboard.api) get_spectral_data() (in module dashboard.simulation_state) get_state() (in module dashboard.api) get_system_metrics() (scr_financial.abm.simulation.BankingSystemSimulation method) GNNEncoder (class in scr_financial.ml.gnn_predictor) GNNPredictor (class in scr_financial.ml.gnn_predictor)

H

health() (in module dashboard.api) hidden_dim (scr_financial.ml.predictors.LSTMPredictor attribute) (scr_financial.ml.sentiment_model.LSTMSentimentModel attribute)

history (scr_financial.abm.simulation.BankingSystemSimulation attribute)

I

id (scr_financial.abm.bank_agent.BankAgent attribute)

identify_clusters() (scr_financial.network.coarse_graining.SpectralCoarseGraining method) is_defaulted() (scr_financial.abm.bank_agent.BankAgent method)

L

laplacian (scr_financial.network.builder.FinancialNetworkBuilder attribute) LearningDecisionModel (class in scr_financial.abm.decision_models) list_scenarios() (in module dashboard.api) llm_analysis() (in module dashboard.api) LLMRequest (class in dashboard.api) load_bank_node_data() (scr_financial.data.preprocessor.DataPreprocessor method) load_from_data() (in module dashboard.simulation_state)

load_interbank_exposures() (scr_financial.data.preprocessor.DataPreprocessor method) load_simulation_inputs() (in module dashboard.data_loader) load_snapshots() (scr_financial.backtesting.engine.BacktestEngine method) load_system_indicators() (scr_financial.data.preprocessor.DataPreprocessor method) lstm (scr_financial.ml.predictors.LSTMPredictor attribute) (scr_financial.ml.sentiment_model.LSTMSentimentModel attribute) LSTMPredictor (class in scr_financial.ml.predictors) LSTMSentimentModel (class in scr_financial.ml.sentiment_model)

M

map_node_to_cluster() (scr_financial.network.coarse_graining.SpectralCoarseGraining method) MarketDataCollector (class in scr_financial.data.collectors.market_collector) MarketPredictor (class in scr_financial.ml.predictors) memory (scr_financial.abm.bank_agent.BankAgent attribute) memory_length (scr_financial.abm.bank_agent.BankAgent attribute) method (scr_financial.ml.predictors.NetworkPredictor attribute) model (dashboard.api.LLMRequest attribute) (scr_financial.ml.predictors.MarketPredictor attribute) (scr_financial.ml.predictors.NetworkPredictor attribute) model_config (dashboard.api.LLMRequest attribute) (dashboard.api.ReloadRequest attribute) (dashboard.api.RunRequest attribute) (dashboard.api.ShockRequest attribute) module dashboard.api dashboard.data_api dashboard.data_loader dashboard.gnn_export dashboard.prediction dashboard.simulation_state scr_financial.abm.bank_agent scr_financial.abm.decision_models scr_financial.abm.simulation scr_financial.backtesting.engine scr_financial.data.collectors.eba_collector scr_financial.data.collectors.ecb_collector scr_financial.data.collectors.market_collector scr_financial.data.preprocessor scr_financial.ml.gnn_predictor scr_financial.ml.predictors scr_financial.ml.scg_predictor scr_financial.ml.sentiment_model scr_financial.network.builder scr_financial.network.coarse_graining scr_financial.network.spectral scr_financial.risk.metrics

N

network (scr_financial.abm.simulation.BankingSystemSimulation attribute) NetworkPredictor (class in scr_financial.ml.predictors) node_data (scr_financial.data.preprocessor.DataPreprocessor attribute)

normalize_edge_weights() (scr_financial.data.preprocessor.DataPreprocessor method) num_layers (scr_financial.ml.predictors.LSTMPredictor attribute) (scr_financial.ml.sentiment_model.LSTMSentimentModel attribute)

P

predict() (scr_financial.ml.gnn_predictor.GNNPredictor method) (scr_financial.ml.predictors.MarketPredictor method) (scr_financial.ml.predictors.NetworkPredictor method) (scr_financial.ml.scg_predictor.SCGPredictor method)

predict_network_evolution() (scr_financial.ml.predictors.NetworkPredictor method) predict_sentiment() (in module scr_financial.ml.sentiment_model) prepare_features() (scr_financial.ml.predictors.NetworkPredictor method) prepare_sentiment_data() (in module scr_financial.ml.sentiment_model) prepare_sequences() (scr_financial.ml.predictors.MarketPredictor method)

R

record_state() (scr_financial.abm.simulation.BankingSystemSimulation method) reload_data() (in module dashboard.api) (in module dashboard.simulation_state) ReloadRequest (class in dashboard.api) rescale() (scr_financial.network.coarse_graining.SpectralCoarseGraining method) rescaled_adjacency (scr_financial.network.coarse_graining.SpectralCoarseGraining attribute) reset() (in module dashboard.api) (scr_financial.abm.simulation.BankingSystemSimulation method)

reset_simulation() (in module dashboard.simulation_state) respond_to_shock() (scr_financial.abm.bank_agent.BankAgent method) (scr_financial.abm.decision_models.DefaultDecisionModel method) (scr_financial.abm.decision_models.StressDecisionModel method) run_rolling() (scr_financial.backtesting.engine.BacktestEngine method) run_simulation() (in module dashboard.api) (scr_financial.abm.simulation.BankingSystemSimulation method) run_steps() (in module dashboard.simulation_state) RunRequest (class in dashboard.api)

S

scaler_X (scr_financial.ml.predictors.MarketPredictor attribute) (scr_financial.ml.predictors.NetworkPredictor attribute) scaler_y (scr_financial.ml.predictors.MarketPredictor attribute) (scr_financial.ml.predictors.NetworkPredictor attribute) scenario (dashboard.api.ShockRequest attribute) SCGPredictor (class in scr_financial.ml.scg_predictor) scr_financial.abm.bank_agent module scr_financial.abm.decision_models module scr_financial.abm.simulation module scr_financial.backtesting.engine module scr_financial.data.collectors.eba_collector module scr_financial.data.collectors.ecb_collector module scr_financial.data.collectors.market_collector module scr_financial.data.preprocessor module scr_financial.ml.gnn_predictor module scr_financial.ml.predictors module

scr_financial.ml.scg_predictor module scr_financial.ml.sentiment_model module scr_financial.network.builder module scr_financial.network.coarse_graining module scr_financial.network.spectral module scr_financial.risk.metrics module seq_length (scr_financial.ml.predictors.MarketPredictor attribute) shock_scenario (dashboard.api.RunRequest attribute) ShockRequest (class in dashboard.api) simulate_interbank_lending() (scr_financial.abm.simulation.BankingSystemSimulation method) snapshot_date (dashboard.api.ReloadRequest attribute) spectral_analysis() (scr_financial.network.builder.FinancialNetworkBuilder method) SpectralCoarseGraining (class in scr_financial.network.coarse_graining) start_date (dashboard.api.ReloadRequest attribute) state (scr_financial.abm.bank_agent.BankAgent attribute) steps (dashboard.api.RunRequest attribute) StressDecisionModel (class in scr_financial.abm.decision_models) system_data (scr_financial.data.preprocessor.DataPreprocessor attribute)

T

TemporalGNN (class in scr_financial.ml.gnn_predictor) time (scr_financial.abm.simulation.BankingSystemSimulation attribute) to_dataframe() (scr_financial.backtesting.engine.BacktestEngine method) train() (scr_financial.ml.gnn_predictor.GNNPredictor method) (scr_financial.ml.predictors.MarketPredictor method) (scr_financial.ml.scg_predictor.SCGPredictor method)

train_predictor() (in module dashboard.prediction) train_sentiment_model() (in module scr_financial.ml.sentiment_model)

U

update_connections() (scr_financial.abm.bank_agent.BankAgent method) update_interaction_score() (scr_financial.abm.decision_models.LearningDecisionModel method)

update_network() (scr_financial.abm.simulation.BankingSystemSimulation method) update_state() (scr_financial.abm.bank_agent.BankAgent method)