Profitability and money propagation in communities of bank clients: A visual analytics approach

Luis Berggrun, Juan Salamanca, Javier Díaz, Juan David Ospina

    Research output: Contribution to journalArticlepeer-review

    Abstract

    We analyze financial transactions of corporate bank clients not only at the level of particular customers, but also at the level of communities of customers and a system as a whole. We first build a structure of communities using the Louvain method, which in turn allows us to estimate the profitability of each community. Then, we visualize the community structure and transaction propagation in a custom-made visual analytic platform. The detection and visualization of communities proved to be extremely valuable in the study of money propagation because it revealed a critical structure and the behavior of the clients.

    Original languageEnglish (US)
    Article number101387
    JournalFinance Research Letters
    Volume37
    DOIs
    StatePublished - Nov 2020

    Keywords

    • Business data processing
    • Clustering
    • Data visualization
    • Information analysis
    • Systemic risk

    ASJC Scopus subject areas

    • Finance

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