Details about Mark D. Flood

Access statistics for papers by Mark D. Flood.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pfl126

Working Papers

2018

1. An Ontology of Ownership and Control Relations of Bank Holding Companies
   Staff Discussion Papers, Office of Financial Research, US Department of the Treasury View citations (1)

2017

2. The Complexity of Bank Holding Companies: A New Measurement Approach
   Working Papers, Office of Financial Research, US Department of the Treasury View citations (4)
3. The Complexity of Bank Holding Companies: A Topological Approach
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
   See also Journal Article The Complexity of Bank Holding Companies: A Topological Approach, Journal of Banking & Finance, Elsevier (2020) View citations (7) (2020)

2016

4. Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios
   Working Papers, Office of Financial Research, US Department of the Treasury View citations (5)

2015

5. Clustering Techniques and Their Effect on Portfolio Formation and Risk Analysis
   Staff Discussion Papers, Office of Financial Research, US Department of the Treasury View citations (7)
6. Contract as Automaton: The Computational Representation of Financial Agreements
   Working Papers, Office of Financial Research, US Department of the Treasury View citations (1)
7. Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures
   Working Papers, Office of Financial Research, US Department of the Treasury View citations (7)
8. Measuring the Unmeasurable: An Application of Uncertainty Quantification to Financial Portfolios
   Working Papers, Office of Financial Research, US Department of the Treasury
9. Systemwide Commonalities in Market Liquidity
   Working Papers, Office of Financial Research, US Department of the Treasury View citations (2)

2014

10. A Flexible and Extensible Contract Aggregation Framework for Financial Data Stream Analytics
    Staff Discussion Papers, Office of Financial Research, US Department of the Treasury
11. The Application of Visual Analytics to Financial Stability Monitoring
    Working Papers, Office of Financial Research, US Department of the Treasury View citations (8)
    See also Journal Article The application of visual analytics to financial stability monitoring, Journal of Financial Stability, Elsevier (2016) View citations (13) (2016)

2013

12. Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality
    Working Papers, Office of Financial Research, US Department of the Treasury View citations (4)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2013) View citations (5)
13. Stress Scenario Selection by Empirical Likelihood
    Working Papers, Office of Financial Research, US Department of the Treasury View citations (8)
14. Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future
    Working Papers, Office of Financial Research, US Department of the Treasury View citations (7)
    See also Journal Article Stress tests to promote financial stability: Assessing progress and looking to the future, Journal of Risk Management in Financial Institutions, Henry Stewart Publications (2013) View citations (2) (2013)
15. Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty
    Working Papers, Office of Financial Research, US Department of the Treasury View citations (9)
    See also Journal Article Systematic scenario selection: stress testing and the nature of uncertainty, Quantitative Finance, Taylor & Francis Journals (2015) View citations (23) (2015)
16. The History of Cyclical Macroprudential Policy in the United States
    Working Papers, Office of Financial Research, US Department of the Treasury View citations (2)

2012

17. A Survey of Systemic Risk Analytics
    Working Papers, Office of Financial Research, US Department of the Treasury View citations (436)
    See also Journal Article A Survey of Systemic Risk Analytics, Annual Review of Financial Economics, Annual Reviews (2012) View citations (446) (2012)
18. Search Costs: The Neglected Spread Component
    Research Program in Finance, Working Paper Series, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley View citations (5)
    Also in Research Program in Finance Working Papers, University of California at Berkeley (1998) View citations (8)

2002

19. Dividing the Pie
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (3)

1993

20. Market structure and inefficiency in the foreign exchange market
    Working Papers, Federal Reserve Bank of St. Louis View citations (4)
    See also Journal Article Market structure and inefficiency in the foreign exchange market, Journal of International Money and Finance, Elsevier (1994) View citations (34) (1994)

Journal Articles

2020

1. The Complexity of Bank Holding Companies: A Topological Approach
   Journal of Banking & Finance, 2020, 118, (C) View citations (7)
   See also Working Paper The Complexity of Bank Holding Companies: A Topological Approach, NBER Working Papers (2017) View citations (6) (2017)

2017

2. Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios
   Quantitative Finance, 2017, 17, (10), 1491-1507

2016

3. Big data challenges and opportunities in financial stability monitoring
   Financial Stability Review, 2016, (20), 129-142 View citations (4)
4. The application of visual analytics to financial stability monitoring
   Journal of Financial Stability, 2016, 27, (C), 180-197 View citations (13)
   See also Working Paper The Application of Visual Analytics to Financial Stability Monitoring, Working Papers (2014) View citations (8) (2014)

2015

5. Systematic scenario selection: stress testing and the nature of uncertainty
   Quantitative Finance, 2015, 15, (1), 43-59 View citations (23)
   See also Working Paper Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty, Working Papers (2013) View citations (9) (2013)

2013

6. Stress tests to promote financial stability: Assessing progress and looking to the future
   Journal of Risk Management in Financial Institutions, 2013, 7, (1), 16-25 View citations (2)
   See also Working Paper Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future, Working Papers (2013) View citations (7) (2013)

2012

7. A Survey of Systemic Risk Analytics
   Annual Review of Financial Economics, 2012, 4, (1), 255-296 View citations (446)
   See also Working Paper A Survey of Systemic Risk Analytics, Working Papers (2012) View citations (436) (2012)

2009

8. Embracing change: financial informatics and risk analytics
   Quantitative Finance, 2009, 9, (3), 243-256

1999

9. Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets
   The Review of Financial Studies, 1999, 12, (1), 37-59 View citations (69)

1998

10. Put-call parity revisited: intradaily tests in the foreign currency options market
    Journal of International Financial Markets, Institutions and Money, 1998, 8, (3-4), 357-376 View citations (4)

1994

11. Market structure and inefficiency in the foreign exchange market
    Journal of International Money and Finance, 1994, 13, (2), 131-158 View citations (34)
    See also Working Paper Market structure and inefficiency in the foreign exchange market, Working Papers (1993) View citations (4) (1993)

1992

12. The great deposit insurance debate
    Review, 1992, (Jul), 51-77 View citations (14)
13. Two faces of financial innovation
    Review, 1992, (Sep), 3-17 View citations (1)

1991

14. An introduction to complete markets
    Review, 1991, (Mar), 32-57 View citations (5)
15. Microstructure theory and the foreign exchange market
    Review, 1991, (Nov), 52-70 View citations (16)

1990

16. On the use of option pricing models to analyze deposit insurance
    Review, 1990, (Jan), 19-35 View citations (8)

Edited books

2014

1. Handbook of Financial Data and Risk Information I
   Cambridge Books, Cambridge University Press View citations (11)
2. Handbook of Financial Data and Risk Information II
   Cambridge Books, Cambridge University Press View citations (1)