Data Visualization for Risk Aggregation Service

02 July 2013
By Vladimir Timashov, Project Manager

In the middle of June, DataArt announced the start of a partnership with the creator of MongoDB, 10gen. Within this collaboration DataArt developed a new visualization demo app, a risk reporting suite for Open Protocol Enabling Risk Aggregation (OPERA) that allows investors to integrate data sources, aggregate investment exposures, and proactively manage risks. The prototype was presented at SIFMA Tech in New York. In this blog post I’m going to reveal some data visualization details of the app.

The demo showed how risk aggregations for hundreds of thousands of trading positions are processed in seconds. The service allows buy-side firms and financial institutions to utilize real time risk aggregation reporting without implementing an expensive and complicated software architecture setup.

For the first step, the Data Visualization team implemented a simple tree with collapsible vertices. We decided that this kind of visualization is simple enough, yet achieves the goal required by the data analysis, we show the distribution of a hierarchical portfolio data in a clear way. The amount of portfolio funds in each sector is shown by the size of the vertices, as well as the thickness of the edge connecting a vertex with its parent.

We used HTML5 and d3.js for the implementation and Mike Bostock blocks for inspiration. The result is shown in the picture below (Sectors visualization).

We have a backlog of enhancements for the current visualization to apply, and a further two portfolio visualization representations are under development now.

Stay tuned.

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