version: 2 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 `NumberIterator` to generate sample transactions 2. Conditional handling of data 3. Real-time graph-based data (from #2) aggregated across multiple levels ingestStreams: - name: generate-finance-data source: type: NumberIterator startOffset: 0 limit: 1 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: - name: adjustValues preEnrichmentTransformation: type: InlineData resultEnrichment: 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 parameter: that destinations: - type: Drop - 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: - name: rollUps preEnrichmentTransformation: type: InlineData resultEnrichment: 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 parameter: that destinations: - type: Drop - pattern: type: Cypher query: |- MATCH (investment:investment)<-[:HOLDS]-(desk:desk)<-[:HAS]-(institution:institution) RETURN DISTINCT id(investment) AS id mode: DistinctId outputs: - name: class2CompositionAlert preEnrichmentTransformation: type: InlineData resultEnrichment: 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 parameter: that destinations: - type: StandardOut - name: class2bCompositionAlert preEnrichmentTransformation: type: InlineData resultEnrichment: 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 parameter: that destinations: - type: StandardOut quickQueries: - predicate: propertyKeys: [] knownValues: {} quickQuery: name: "[Node] Adjacent Nodes" querySuffix: MATCH (n)--(m) RETURN DISTINCT m sort: type: Node - predicate: propertyKeys: [] knownValues: {} quickQuery: name: "[Node] Parent Node" querySuffix: MATCH (n)<-[]-(m) RETURN DISTINCT m sort: type: Node - predicate: propertyKeys: [] knownValues: {} quickQuery: name: "[Node] Refresh" querySuffix: RETURN n sort: type: 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 sort: type: Text - predicate: propertyKeys: [] knownValues: {} quickQuery: name: "[Text] Node Label" querySuffix: RETURN labels(n) sort: type: 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: