A Unified Financial Crime Risk Index: Joint Measurement of Anti Money Laundering & Sanctions Exposure and its implications for Market Risk during Geopolitical ShocksReplication package:

This archive contains everything required to replicate every number, table and figure reported in the paper. 1) Excel: underlying datasets used in the paper + a daily-returns template-FCRI_underlying_data_plus_templates.xlsx This workbook includes: the Sector × Event panel used for regression + figures the event-window metrics files we generated during the analysis robustness sheets (event slopes, leave-one-out ranges, rank correlations, Hi/Lo) 2) MATLAB code: download public daily prices -download_etf_prices_stooq.m This downloads daily OHLCV from Stooq and returns a timetable. 3) MATLAB code: end-to-end run from daily prices → returns → ES → ΔES → regression-fcri_case_study_run_from_prices.m This script: defines sector ETF proxies + FCRI scores defines event dates downloads prices computes returns + ES(5%) pre/post builds the Sector × Event panel runs the pooled regression with event fixed effect data for figure 1 and figure 2. writes outputs to CSV