Counterparty Credit Risk Early Warning · Process mining

Priya Raman · Quant & DX Champion P

Counterparty Credit Risk Early Warning

ccr-ews · Middle office
Fuses Bloomberg news sentiment and CDS quotes into a CS01 deterioration signal; a monitor and a risk-officer gate escalate watchlist names.

All apps
Runs 4
23 node executions
Avg node latency 8.0 min
Weighted across nodes
Halt rate 4.4%
1 halts
Failure rate 0.0%
0 failures

Where the time goes

Average latency per node

0625K1.3M1.9M2.5Mcds · 723cdscs01 · 691cs01hitl · 2,434,305hitlmon · 326,769monnews · 730newsout · 153out

Node timings

Every node this app runs, most-executed first

Node Type Runs Avg Max Completed Halt rate
cds
Mcp call 4 723 ms 1.3 s 4 0.0%
cs01
Risk calculation 4 691 ms 952 ms 4 0.0%
hitl
Human in loop 4 40.6 min 44.7 min 3 25.0%
mon
High risk monitor 4 5.4 min 8.9 min 4 0.0%
news
Mcp call 4 730 ms 1.5 s 4 0.0%
out
Output 3 153 ms 241 ms 3 0.0%