Journal Of Network Theory In Finance

Risk.net

Dynamic visualization of large financial networks

Ronald Heijmans, Richard Heuver, Clement Levallois and Iman van Lelyveld

  • The authors present animated visualizations of transaction flows in the Dutch TARGET2 payment system.
  • The technique demonstrates the practical feasibility of dynamic node-link visualizations to support data exploration and network monitoring for large-scale financial networks.

ABSTRACT

This paper shows how large data sets can be visualized in a dynamic way to support data exploration, highlight econometric results or provide early warning information. We use payments and unsecured money market transaction data from the Dutch part of the Eurosystem's large value payment system, TARGET2, to showcase how video animations facilitate analysis at three different levels. First, animation shows how the market macrostructure develops. Second, it enables us to follow individual banks that are of interest. Finally, it facilitates a comparison of the same market at different times, and of different markets (such as countries) at the same time.

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