Data Provenance and Financial Systemic Risk
October 2012
Len Seligman, The MITRE Corporation
Shaun Brady, The MITRE Corporation
Barbara Blaustein, The MITRE Corporation
Paula Mutchler, The MITRE Corporation
Adriane Chapman, The MITRE Corporation
Charles Worrell, The MITRE Corporation
ABSTRACT
We describe the needs for data provenance in a large-scale analytic environment to support financial systemic risk analysis. Government financial regulators need to make sense of the outputs of thousands to tens of thousands of simulation runs invoked by a large analytic staff; automatic capture of data provenance (dataset sources and processing steps) supports analysts without adding to their workloads. We present an architecture for automated provenance capture from both simulations and data transformation tools. Finally, we describe a prototype implementation and next steps.
Additional Search Keywords
data provenance, financial system risk analysis, information product theory and practice, data transformation tools, prototypes, systemic risk analysis, information quality
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