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WP7 - Non-financial risk modelling

This work package will address the influence of alternative, non-financial factors to systemic risk. In particular, we will analyse unstructured data (i.e. textual documents such as news and blog posts) as well as country level data with the goal to extract indicators relevant for systemic risk forecasting. The textual documents analysis will consist of the following tasks: specification and collection of relevant data sources, construction of risk specific vocabularies and sentiment analysis, visualization of large document collections and trends in sentiment evolution, detection and forecasting of complex sentiment and systemic