ResMBS
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resMBS is a graph / dataset that has been extracted from the contents of financial prospecti for US residential mortgage backed securities filed with the SEC. These securities were first created in 2002. They reached a peak in 2006 and then started to decline in 2007 and came to an abrupt end in 2008. We extracted the "financial supply chain" comprising "financial institutions" (FI) and the role (Role) that they play on a financial contract (FC).
The following paper provides an overview of how the dataset was created and some preliminary clustering analysis on the graph. resMBS: Constructing a Financial Supply Chain from Prospecti
Doug Burdick IBM drburdic@us.ibm.com Soham De University of Maryland sohamde@cs.umd.edu Louiqa Raschid University of Maryland louiqa@umiacs.umd.edu Mingchao Shao University of Maryland shao@cs.umd.edu Zheng Xu University of Maryland xuzh@cs.umd.edu Elena Zotkina University of Maryland ezotkina@umiacs.umd.edu
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