美国联邦存款保险公司组织数据
美国联邦存款保险公司(FDIC)是一个管理美国金融机构存款的独立美国政府机构. 目前,加盟机构的存款有最高 $250,000 的保险. 在此,对加盟机构的资产、大小分布和地理分散进行了研究.
首先, 加载作为 ResourceObject 的 FDIC 数据实体库.
In[1]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_215.png)
fdic = ResourceData[
ResourceObject[
Association[
"Name" -> "FDIC Institution EntityStore",
"UUID" -> "6f5d37d4-1406-483c-b67c-f58d903d16b1",
"ResourceType" -> "DataResource", "Version" -> "1.0.0",
"Description" -> "A Wolfram Language EntityStore with selected \
data on FDIC insured institutions",
"ContentSize" -> Quantity[0, "Bytes"],
"ContentElements" -> {"EntityStore"}]]]
Out[1]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_149.png)
注册该部分数据库.
In[2]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_216.png)
PrependTo[$EntityStores, fdic];
计算 FDIC 机构数目.
In[3]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_217.png)
Length[ents = EntityList["FDICInstitution"]]
Out[3]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_150.png)
列举实体库中可用的属性.
In[4]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_218.png)
EntityProperties["FDICInstitution"] // Sort // Take[#, 20] &
Out[4]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_151.png)
可视化 FDIC 相关银行的地理位置.
In[5]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_219.png)
GeoListPlot[EntityList["FDICInstitution"], PlotMarkers -> "$"]
Out[5]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_152.png)
在对数-对数图中显示排名分布.
In[6]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_220.png)
ListLogLogPlot[
Reverse@Sort[EntityValue["FDICInstitution", "TotalAssets"]],
AxesLabel -> Automatic, PlotStyle -> PointSize[Medium]]
Out[6]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_153.png)
职员与资产绘图.
In[7]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_221.png)
empVsAssets =
EntityValue[
"FDICInstitution", {"TotalEmployeeNumber", "TotalAssets"}];
In[8]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_222.png)
ListLogLogPlot[empVsAssets, AxesLabel -> Automatic]
Out[8]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_154.png)
标注最大的六个机构.
显示完整的 Wolfram 语言输入
Out[9]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_155.png)
债务与资产绘图.
In[10]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_224.png)
assetsVsLiability =
EntityValue["FDICInstitution", {"TotalAssets", "TotalLiabilities"}];
In[11]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_225.png)
ListLogLogPlot[assetsVsLiability, AxesLabel -> Automatic]
Out[11]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_156.png)
将贷款净额和租赁相对各项存款连同一同拟合绘图.
In[12]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_226.png)
loanVsDeposit =
EntityValue[
"FDICInstitution", {"NetLoansAndLeases", "TotalDeposits"}];
In[13]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_227.png)
nmf = NonlinearModelFit[
Select[QuantityMagnitude /@ loanVsDeposit, Min[#] > 0 &],
c + a x^\[Alpha], {a, \[Alpha], c}, x]
Out[13]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_157.png)
In[14]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_228.png)
Show[ListPlot[loanVsDeposit],
Plot[Evaluate[Normal[nmf]], {x, 0, 10^10}, PlotStyle -> Red,
AxesLabel -> Automatic]]
Out[14]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_158.png)
将等级 1(安全)和等级 2(高风险)资产与总资产相对比.
In[15]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_229.png)
{tierOneCapitalToAssets,
tierTwoCapitalToAssetsCapitalToAssets} = (Divide @@@
EntityValue[
"FDICInstitution", {#, "TotalAssets"}]) & /@ {"TierOneCapital",
"TierTwoRiskBasedCapital"};
In[16]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_230.png)
Histogram[{tierOneCapitalToAssets,
tierTwoCapitalToAssetsCapitalToAssets}, {0, 0.3, 0.01},
ChartLegends -> {"Tier 1", "Tier 2"},
PlotLabel -> "Capital/Assets Ratio"]
Out[16]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_159.png)
提取资产分布作为 "EntityAssociation".
In[17]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_231.png)
dat = EntityValue["FDICInstitution", "TotalAssets",
"EntityAssociation"];
资产分布的绘图.
In[18]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_232.png)
Histogram[dat, "Log", AxesLabel -> Automatic]
Out[18]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_160.png)
显示资产超过 50 到 3000 亿美金的银行地址.
In[19]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_233.png)
GeoListPlot[
Keys[Select[dat,
GreaterThan[Quantity[#, "USDollars"]]]]] & /@ {5*^9, 300*^9}
Out[19]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_161.png)
用图形显示所持资产超过其余 6121 家银行总和的前 10 家银行.
显示完整的 Wolfram 语言输入
Out[20]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_162.png)
找出拥有最高存储的 1% 的银行.
In[21]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_235.png)
dat1 = EntityValue["FDICInstitution", "TotalDeposits",
"EntityAssociation"];
In[22]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_236.png)
{bottom1percent, top1percent} =
Quantile[values = Values[dat1], {0.01, 0.99}]
Out[22]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_163.png)
将其绘制在地图上.
In[23]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_237.png)
GeoListPlot[Keys[Select[dat1, GreaterThan[top1percent]]]]
Out[23]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_164.png)
每个城市的资产分布和本福特(Benford)定律有着显著程度的一致.
显示完整的 Wolfram 语言输入
Out[25]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_165.png)
显示拥有最高财务杠杆的银行.
显示完整的 Wolfram 语言输入
In[27]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_241.png)
dataSet3[TakeLargestBy["FinancialLeverage", 10]]
Out[27]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_166.png)
绘制财务杠杆分布图.
In[28]:=
![Click for copyable input](assets.zh/federal-deposit-insurance-corporation-institutiona/In_242.png)
Histogram[dataSet3[All, "FinancialLeverage"], {0, 20, 0.5},
PlotLabel -> "FDIC banks Financial Leverage distribution"]
Out[28]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_167.png)
通过图形研究资产、长期资产和负债的关系.
显示完整的 Wolfram 语言输入
Out[33]=
![](assets.zh/federal-deposit-insurance-corporation-institutiona/O_168.png)