Arthur Keen

Graph evangelist with more than 20 years experience in graph/analytics/AI/semantics applied to intelligence, cyber, financial, logistics, retail and energy solutions. He has taken 3 products from concept to general availability and has 3 graph patents. Leadership roles CTO, chief scientist, and chief software architect. He has a computer science/Industrial engineering Ph.D. and has been invited to speak at Graph Day, NoSQL Now, SemTech, and SXSW. conferences.


Analyzing Time-varying Transitive Risk in Swap Networks using Graphs


Interest rate swaps help companies limit or manage exposure to fluctuations in interest rates. A swap is two-player zero-sum game played over time in which there is a winner and a loser. The interest rate swap market is a vast time-varying graph of companies linked by swap contracts, scheduled swap payments, and controlling interests that can be many layers deep and where large companies can have a significant number of contracts within multiple layers of subsidiaries. Companies can be impacted by the transitive effect of swap events many ‘hops’ away from them in the interest rate swap graph and this could impact their ability to meet their swap payment obligations. This talk describes and demonstrates how one can leverage the Financial Industry Business Ontology (FIBO) and graph algorithms to analyze the transitive effects of payment and risk flows in a swap network over time to understand the collective and time-varying impact to companies in swap networks.