Argus
Open-source risk intelligence
Framework for macro-financial risk analysis. Integrates banking supervision, systemic risk, macro indicators, and cross-border flows into a composite score, backed by 1.3 million rows of real regulatory data. Composite scoring backtests against the GFC, Euro Crisis, Taper Tantrum, COVID, and SVB collapse.
What problem this solves
Fragmented risk data
Banking risk, systemic risk, macro indicators, and cross-border flows live in separate silos. Analysts spend more time assembling data than analyzing it. Argus integrates all four into one composite score.
No open tooling
Proprietary platforms dominate macro-financial risk analysis. Methodologies are opaque. Reproducibility is impossible. Every model in Argus is open, documented, and testable.
Supervisory gap
Existing open-source finance tools focus on trading and portfolio analytics. None offer CAMELS-calibrated bank scoring or AML/TBML detection. Argus covers what regulators actually need.
Six analytical layers
Each layer is independently useful. Together they produce a composite risk score that backtests against the major crises of the last two decades.
Banking Supervision
CAMELS-calibrated supervisory scoring (MSPS), distress prediction, CRE/HTM concentration, NIM compression, wholesale funding risk.
Systemic Risk
CoVaR, SRISK, MES, network clearing vectors, G-SIB scoring, fire sale externalities, repo market stress, bank run dynamics.
Macro-Financial
Financial conditions index, credit impulse, BVAR, yield curve dynamics, housing, inflation expectations, fiscal sustainability.
Cross-Border
Trade-based money laundering, AML network analysis, FATF compliance, sanctions screening, capital flow reversals, dedollarization.
Integration
Composite scoring engine, sensitivity analysis, risk attribution, backtesting framework, Granger causality across layers.
Crosscutting
Climate transition risk, cyber risk scoring, geopolitical risk index, fintech disruption, pandemic preparedness.
Real data, no mocks
Every metric is backed by a public, verifiable source. Eleven collectors pull from regulators, central banks, and statistical agencies into a single SQLite warehouse.
Built with
Domain experience, not just code
Each of Argus's four core risk layers maps directly to professional experience. Banking supervision comes from five years at Bangladesh Bank, implementing Basel III compliance and building early-warning systems for banking sector oversight. Cross-border risk comes from three years in the Financial Intelligence Unit, investigating money laundering, trade-based financial crime, and presenting FATF compliance reviews. Macro-financial analysis is informed by a PhD in Economics and ongoing postdoctoral research on trade policy at the University of Tennessee. Systemic risk ties the layers together: the question regulators most need answered is how one institution's failure cascades into the system.
Argus exists because the analytical tools regulators and researchers need should be open, auditable, and reproducible. Every module has tests. Every data point comes from a public, verifiable source.