ST-GAT applies spatial-temporal graph attention networks to reconstructed interbank graphs from FDIC Call Reports, achieving 0.939 AUPRC for bank distress prediction with explainable feature importance.
Yet the Federal Reserve's 2022 annual stress test, conducted just nine months before SVB's collapse, found the bank well capitalized under its severely adverse scenario
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Explainable Graph Neural Networks for Interbank Contagion Surveillance: A Regulatory-Aligned Framework for the U.S. Banking Sector
ST-GAT applies spatial-temporal graph attention networks to reconstructed interbank graphs from FDIC Call Reports, achieving 0.939 AUPRC for bank distress prediction with explainable feature importance.