ResMBS
Jump to navigation
Jump to search
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 Soham De and Louiqa Raschid and Mingchao Shao and Zheng Xu and Elena Zotkina, University of Maryland [1]