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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
Soham De and Louiqa Raschid and Mingchao Shao and Zheng Xu and Elena Zotkina, University of Maryland
The networks described in the paper can be viewed here.
FI clusters [2]
FI clusters based on FC-FC similarity [3]
FI-FC bipartite graph [4]
We used a topic modeling approach to develop a model FI-Comm where a topic is defined over a vocabulary
of FIs and a model Role-FI-Comm where a topic is defined over a vocabulary of Role-FI pairs.
Probabilistic Financial Community Models with Latent Dirichlet Allocation for Financial Supply Chains
Zheng Xu and Louiqa Raschid, University of Maryland
The dataset is available for research.