Marc Glowka works as an expert for data analysis in the division Strategy, Policy and Oversight in the Directorate General Payments and Settlement Systems at Deutsche Bundesbank. The major part of his work comprises quantitative and qualitative analysis of financial market infrastructures as well as the processing and management of large data sets/the respective data. In addition, he is involved in the ESCB (European System of Central Banks) cooperation by participating in different working groups. He holds an M.Sc. in Finance and Accounting from the FOM University of Applied Sciences in Frankfurt and a diploma in Central Banking from the University of Applied Sciences of the Deutsche Bundesbank.
In this paper, payment profiles for participants are identified by applying clustering techniques to TARGET2 data.
The absence of evidence and the evidence of absence: an algorithmic approach for identifying operational outages in TARGET2
This paper implements an algorithmic approach to identify participants’operational outages based on transaction data.