version: 1
title: Financial Risk Recipe
description: |-
  The financial industry’s current approach to managing mandated operational risk capital 
  requirements, batch processing, often leads to over- or under-allocation of certain 
  classes of funds, operating with tight time constraints, and slow reactions to changing 
  market conditions.

  By responding to market changes in real time, organizations can provide adequate coverage 
  for risk exposure while ensuring their compliance minimally affects their asset allocation.

  The intent of this recipe is to show an example of conditionally adjusting data (investment 
  value) based on a property (investment class) of the manifested nodes prior to aggregating the 
  value at multiple levels.  Further, the adjusted aggregates are used to alert on threshold 
  crossing (percentage of value of specific classes).

  This is accomplished via three technical strategies:

  1. Use of `NumberIteratorIngest` to generate sample transactions
  2. Conditional handling of data
  3. Real-time graph-based data (from #2) aggregated across multiple levels

ingestStreams:
  - type: NumberIteratorIngest
    ingestLimit: 1
    format:
      type: CypherLine
      query: |-
        WITH 0 AS institutionId
        // Generate 10 desks - change the range bound to alter the number of generated desks
        UNWIND range(1, 10) AS deskId
        MATCH (institution), (desk)
        WHERE id(institution) = idFrom('institution', institutionId)
            AND id(desk) = idFrom('desk', institutionId, deskId)

        SET institution:institution

        SET desk:desk,
            desk.deskNumber = deskId

        CREATE (institution)-[:HAS]->(desk)

        WITH *
        // Generate 1000 investments per desk- change the range bound to alter the number of investments generated per desk
        UNWIND range(1, 1000) AS investmentId
        MATCH (investment)
        WHERE id(investment) = idFrom('investment', institutionId, deskId, investmentId)

        SET investment:investment,
            investment.investmentId = toInteger(toString(deskId) + toString(investmentId)),
            investment.type = toInteger(rand() * 10) + 1,
            investment.code = gen.string.from(strId(investment), 25),
            investment.value = gen.float.from(strId(investment)) * 100

        WITH id(investment) AS invId, desk, investment
        CALL { 
              WITH invId
              MATCH (investment:investment) 
              WHERE id(investment) = invId
              SET investment.class = CASE
                WHEN investment.type <= 5 THEN '1'
                WHEN investment.type >= 6 AND investment.type <= 8 THEN '2a'
                WHEN investment.type >= 9 THEN '2b'
              END

              RETURN investment.type AS type
            }

        CREATE (desk)-[:HOLDS]->(investment)

standingQueries:
  - pattern:
      type: Cypher
      query: |-
        MATCH (investment:investment)<-[:HOLDS]-(desk:desk)<-[:HAS]-(institution:institution)
        RETURN DISTINCT id(investment) AS id
      mode: DistinctId
    outputs:
      adjustValues:
        type: CypherQuery
        query: |-
          MATCH (investment:investment)<-[:HOLDS]-(desk:desk)<-[:HAS]-(institution:institution)
          WHERE id(investment) = $that.data.id

          SET investment.adjustedValue = CASE
                WHEN investment.class = '1' THEN investment.value
                WHEN investment.class = '2a' THEN investment.value * .85
                WHEN investment.class = '2b' AND investment.type = 9 THEN investment.value * .75
                WHEN investment.class = '2b' AND investment.type = 10 THEN investment.value * .5
              END

  - pattern:
      type: Cypher
      query: |-
        MATCH (investment:investment)<-[:HOLDS]-(desk:desk)<-[:HAS]-(institution:institution)
        WHERE investment.adjustedValue IS NOT NULL
        RETURN DISTINCT id(investment) AS id
      mode: DistinctId
    outputs:
      rollUps:
        type: CypherQuery
        query: |-
          MATCH (investment)<-[:HOLDS]-(desk:desk)<-[:HAS]-(institution:institution)
          WHERE id(investment) = $that.data.id
            AND investment.adjustedValue IS NOT NULL

          UNWIND [["1","adjustedValue1"], ["2a","adjustedValue2a"], ["2b","adjustedValue2b"]] AS stuff

          WITH institution,investment,desk,stuff
          WHERE investment.class = stuff[0]

          CALL float.add(institution,stuff[1],investment.adjustedValue) YIELD result AS institutionAdjustedValueRollupByClass
          CALL float.add(institution,"totalAdjustedValue",investment.adjustedValue) YIELD result AS institutionAdjustedValueRollup

          CALL float.add(desk,stuff[1],investment.adjustedValue) YIELD result AS deskAdjustedValueRollupByClass
          CALL float.add(desk,"totalAdjustedValue",investment.adjustedValue) YIELD result AS deskAdjustedValueRollup

          SET institution.percentAdjustedValue2 = ((institution.adjustedValue2a + institution.adjustedValue2b)/institution.totalAdjustedValue) * 100,
              institution.percentAdjustedValue2b = (institution.adjustedValue2b/institution.totalAdjustedValue) * 100

  - pattern:
      type: Cypher
      query: |-
        MATCH (investment:investment)<-[:HOLDS]-(desk:desk)<-[:HAS]-(institution:institution)
        RETURN DISTINCT id(investment) AS id
      mode: DistinctId
    outputs:
      class2CompositionAlert:
        type: CypherQuery
        query: |-
          MATCH (investment:investment)<-[:HOLDS]-(desk:desk)<-[:HAS]-(institution:institution)
          WHERE id(investment) = $that.data.id
            AND (institution.investments = 2500 OR institution.investments = 5000 OR institution.investments = 10000)
            AND institution.percentAdjustedValue2 > 40

          RETURN institution.percentAdjustedValue2 AS Class_2_Composition
        andThen:
          type: PrintToStandardOut
      class2bCompositionAlert:
        type: CypherQuery
        query: |-
          MATCH (investment:investment)<-[:HOLDS]-(desk:desk)<-[:HAS]-(institution:institution)
          WHERE id(investment) = $that.data.id
            AND (institution.investments = 2500 OR institution.investments = 5000 OR institution.investments = 10000)
            AND institution.percentAdjustedValue2b > 15

          RETURN institution.percentAdjustedValue2b AS Class_2b_Composition
        andThen:
          type: PrintToStandardOut
quickQueries:
  - predicate:
      propertyKeys: []
      knownValues: {}
    quickQuery:
      name: "[Node] Adjacent Nodes"
      querySuffix: MATCH (n)--(m) RETURN DISTINCT m
      queryLanguage: Cypher
      sort: Node
  - predicate:
      propertyKeys: []
      knownValues: {}
    quickQuery:
      name: "[Node] Parent Node"
      querySuffix: MATCH (n)<-[]-(m) RETURN DISTINCT m
      queryLanguage: Cypher
      sort: Node
  - predicate:
      propertyKeys: []
      knownValues: {}
    quickQuery:
      name: "[Node] Refresh"
      querySuffix: RETURN n
      queryLanguage: Cypher
      sort: Node
  - predicate:
      propertyKeys: []
      knownValues: {}
    quickQuery:
      name: "[Text] Local Properties"
      querySuffix: RETURN id(n) AS NODE_ID, labels(n) AS NODE_LABELS, properties(n) AS NODE_PROPERTIES
      queryLanguage: Cypher
      sort: Text
  - predicate:
      propertyKeys: []
      knownValues: {}
    quickQuery:
      name: "[Text] Node Label"
      querySuffix: RETURN labels(n)
      queryLanguage: Cypher
      sort: Text

sampleQueries:
  - name: Last 10 Nodes
    query: CALL recentNodes(10)
  - name: Legend (show one of each node type)
    query: MATCH (n) WHERE labels(n) IS NOT NULL WITH labels(n) AS kind, collect(n) AS legend RETURN legend[0]
  - name: Show distribution of investment node classes (grouped by desk)
    query: MATCH (investment:investment)<-[]-(desk:desk) RETURN desk.deskNumber AS DESK, investment.investmentId AS INVESTMENT, investment.class AS CLASS ORDER BY desk.deskNumber
  - name: Wiretap Standing Query 1
    query: 'CALL standing.wiretap({ name: "STANDING-1"}) YIELD meta, data WHERE meta.isPositiveMatch MATCH (n) WHERE id(n) = data.id RETURN properties(n)'
  - name: Wiretap Standing Query 2
    query: 'CALL standing.wiretap({ name: "STANDING-2"}) YIELD meta, data WHERE meta.isPositiveMatch MATCH (n) WHERE id(n) = data.id RETURN properties(n)'
  - name: Wiretap Standing Query 3
    query: 'CALL standing.wiretap({ name: "STANDING-3"}) YIELD meta, data WHERE meta.isPositiveMatch MATCH (n) WHERE id(n) = data.id RETURN properties(n)'

nodeAppearances:
  - predicate:
      propertyKeys:
        - type
      knownValues:
        type: 1
      dbLabel: investment
    icon: ion-cash
    color: "#85BB65"
    size:
    label:
      type: Property
      key: investmentId
      prefix: "Investment ID: "
  - predicate:
      propertyKeys:
        - type
      knownValues:
        type: 2
      dbLabel: investment
    icon: ion-cash
    color: "#85BB65"
    size:
    label:
      type: Property
      key: investmentId
      prefix: "Investment ID: "
  - predicate:
      propertyKeys:
        - type
      knownValues:
        type: 3
      dbLabel: investment
    icon: ion-cash
    color: "#85BB65"
    size:
    label:
      type: Property
      key: investmentId
      prefix: "Investment ID: "
  - predicate:
      propertyKeys:
        - type
      knownValues:
        type: 4
      dbLabel: investment
    icon: ion-cash
    color: "#85BB65"
    size:
    label:
      type: Property
      key: investmentId
      prefix: "Investment ID: "
  - predicate:
      propertyKeys:
        - type
      knownValues:
        type: 5
      dbLabel: investment
    icon: ion-cash
    color: "#85BB65"
    size:
    label:
      type: Property
      key: investmentId
      prefix: "Investment ID: "
  - predicate:
      propertyKeys:
        - type
      knownValues:
        type: 6
      dbLabel: investment
    icon: ion-android-warning
    color: "#FFAA33"
    size:
    label:
      type: Property
      key: investmentId
      prefix: "Investment ID: "
  - predicate:
      propertyKeys:
        - type
      knownValues:
        type: 7
      dbLabel: investment
    icon: ion-android-warning
    color: "#FFAA33"
    size:
    label:
      type: Property
      key: investmentId
      prefix: "Investment ID: "
  - predicate:
      propertyKeys:
        - type
      knownValues:
        type: 8
      dbLabel: investment
    icon: ion-android-warning
    color: "#FFAA33"
    size:
    label:
      type: Property
      key: investmentId
      prefix: "Investment ID: "
  - predicate:
      propertyKeys:
        - type
      knownValues:
        type: 9
      dbLabel: investment
    icon: ion-android-alert
    color: "#880808"
    size:
    label:
      type: Property
      key: investmentId
      prefix: "Investment ID: "
  - predicate:
      propertyKeys:
        - type
      knownValues:
        type: 10
      dbLabel: investment
    icon: ion-android-alert
    color: "#880808"
    size:
    label:
      type: Property
      key: investmentId
      prefix: "Investment ID: "
  - predicate:
      propertyKeys: []
      knownValues: {}
      dbLabel: desk
    icon: ion-archive
    color: "#aaa9ad"
    size:
    label:
      type: Property
      key: deskNumber
      prefix: "Desk: "
  - predicate:
      propertyKeys: []
      knownValues: {}
      dbLabel: institution
    icon: ion-android-home
    color: "#AA4A44"
    size: