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

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

Finance Research Letters, 2020, vol. 37, issue C

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.

Keywords: Clustering; Data visualization; Systemic risk; Business data processing; Information analysis (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319308293

DOI: 10.1016/j.frl.2019.101387

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