連邦預金保険公社の組織データ
連邦預金保険公社(FDIC)は,国内の金融機関の預金に責任を持つ合衆国政府の独立した機関である.現在のところ,加盟機関の預金は25万ドルまで保証されている.ここでは,加盟金融機関の債権,大きさの分布,地理的散らばりを調べる.
まず,FDICデータの実体ストアをResourceObjectとしてロードする.
In[1]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_216.png)
fdic = ResourceData[
ResourceObject[
Association[
"Name" -> "FDIC Institution EntityStore",
"UUID" -> "6f5d37d4-1406-483c-b67c-f58d903d16b1",
"ResourceType" -> "DataResource", "Version" -> "1.0.0",
"Description" -> "A Wolfram Language EntityStore with selected \
data on FDIC insured institutions",
"ContentSize" -> Quantity[0, "Bytes"],
"ContentElements" -> {"EntityStore"}]]]
Out[1]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_150.png)
このセッションのためにストアを登録する.
In[2]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_217.png)
PrependTo[$EntityStores, fdic];
FDICの加盟金融機関数を数える.
In[3]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_218.png)
Length[ents = EntityList["FDICInstitution"]]
Out[3]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_151.png)
実体ストアの使用可能な特性をいくつかリストにする.
In[4]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_219.png)
EntityProperties["FDICInstitution"] // Sort // Take[#, 20] &
Out[4]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_152.png)
FDICの加盟銀行の地理的位置を可視化する.
In[5]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_220.png)
GeoListPlot[EntityList["FDICInstitution"], PlotMarkers -> "$"]
Out[5]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_153.png)
階数分布を両対数プロットで表示する.
In[6]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_221.png)
ListLogLogPlot[
Reverse@Sort[EntityValue["FDICInstitution", "TotalAssets"]],
AxesLabel -> Automatic, PlotStyle -> PointSize[Medium]]
Out[6]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_154.png)
従業員数と資産をプロットする.
In[7]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_222.png)
empVsAssets =
EntityValue[
"FDICInstitution", {"TotalEmployeeNumber", "TotalAssets"}];
In[8]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_223.png)
ListLogLogPlot[empVsAssets, AxesLabel -> Automatic]
Out[8]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_155.png)
規模が最も大きい6つの機関にラベルを付ける.
完全なWolfram言語入力を表示する
Out[9]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_156.png)
負債と資産をプロットする.
In[10]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_225.png)
assetsVsLiability =
EntityValue["FDICInstitution", {"TotalAssets", "TotalLiabilities"}];
In[11]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_226.png)
ListLogLogPlot[assetsVsLiability, AxesLabel -> Automatic]
Out[11]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_157.png)
貸出し総額,借入れ総額,総預金量を適合度とともにプロットする.
In[12]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_227.png)
loanVsDeposit =
EntityValue[
"FDICInstitution", {"NetLoansAndLeases", "TotalDeposits"}];
In[13]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_228.png)
nmf = NonlinearModelFit[
Select[QuantityMagnitude /@ loanVsDeposit, Min[#] > 0 &],
c + a x^\[Alpha], {a, \[Alpha], c}, x]
Out[13]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_158.png)
In[14]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_229.png)
Show[ListPlot[loanVsDeposit],
Plot[Evaluate[Normal[nmf]], {x, 0, 10^10}, PlotStyle -> Red,
AxesLabel -> Automatic]]
Out[14]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_159.png)
中核的自己資本(安全)と補完的自己資本(リスクが大きい)を総資産と比較する.
In[15]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_230.png)
{tierOneCapitalToAssets,
tierTwoCapitalToAssetsCapitalToAssets} = (Divide @@@
EntityValue[
"FDICInstitution", {#, "TotalAssets"}]) & /@ {"TierOneCapital",
"TierTwoRiskBasedCapital"};
In[16]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_231.png)
Histogram[{tierOneCapitalToAssets,
tierTwoCapitalToAssetsCapitalToAssets}, {0, 0.3, 0.01},
ChartLegends -> {"Tier 1", "Tier 2"},
PlotLabel -> "Capital/Assets Ratio"]
Out[16]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_160.png)
資産の分布を"EntityAssociation"として取り出す.
In[17]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_232.png)
dat = EntityValue["FDICInstitution", "TotalAssets",
"EntityAssociation"];
資産の分布をプロットする.
In[18]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_233.png)
Histogram[dat, "Log", AxesLabel -> Automatic]
Out[18]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_161.png)
資産が50億ドルを超える銀行と3000億ドルを超える銀行の位置を表示する.
In[19]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_234.png)
GeoListPlot[
Keys[Select[dat,
GreaterThan[Quantity[#, "USDollars"]]]]] & /@ {5*^9, 300*^9}
Out[19]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_162.png)
上位10行が残りの6121行を合わせたよりも多くの資産を有することをグラフィカルに示す.
完全なWolfram言語入力を表示する
Out[20]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_163.png)
預金量が上位1%の銀行を求める.
In[21]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_236.png)
dat1 = EntityValue["FDICInstitution", "TotalDeposits",
"EntityAssociation"];
In[22]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_237.png)
{bottom1percent, top1percent} =
Quantile[values = Values[dat1], {0.01, 0.99}]
Out[22]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_164.png)
地図上にプロットする.
In[23]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_238.png)
GeoListPlot[Keys[Select[dat1, GreaterThan[top1percent]]]]
Out[23]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_165.png)
都市に対する資産の分布はBenfordの法則と驚くほど一致する.
完全なWolfram言語入力を表示する
Out[25]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_166.png)
財務レバレッジが最高の銀行を示す.
完全なWolfram言語入力を表示する
In[27]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_242.png)
dataSet3[TakeLargestBy["FinancialLeverage", 10]]
Out[27]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_167.png)
財務レバレッジの分布をプロットする.
In[28]:=
![Click for copyable input](assets.ja/federal-deposit-insurance-corporation-institutiona/In_243.png)
Histogram[dataSet3[All, "FinancialLeverage"], {0, 20, 0.5},
PlotLabel -> "FDIC banks Financial Leverage distribution"]
Out[28]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_168.png)
資産,長期資産,債務の関係をグラフィカルに調べる.
完全なWolfram言語入力を表示する
Out[33]=
![](assets.ja/federal-deposit-insurance-corporation-institutiona/O_169.png)