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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