The Global Financial Crisis of 2007-2008 did not only cause the biggest loss in output post World War II, its far-reaching ripple effects also revealed that interdependencies between individual players in financial systems were much higher than previously assumed. This led policy makers to push the reset button for much of macroeconomic research. The analysis of financial systems and the development of empirical approaches became top of the agenda. One of these new empirical approaches was interactive data visualisation. In my research, I review the state of financial systems visualisation, identify gaps, and set out design principles. I introduce three applications, showing how interactive data visualisation can help to analyse Interbank Networks, unconventional monetary policy and the secular rise of non-bank finance.