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Flood, Mark D.'s
Scholarly Papers
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Total
Downloads
3,646 |
Total
Citations
28 |
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1.
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A Survey of Systemic Risk Analytics
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Bisias, Dimitrios
Massachusetts Institute of Technology (MIT) Flood, Mark D.
Independent Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Valavanis, Stavros
Massachusetts Institute of Technology (MIT)
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11 Jan 12
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Last Revised:
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12 Nov 12
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1,353
(5,618)
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Bisias, Dimitrios
Massachusetts Institute of Technology (MIT) Flood, Mark D.
Independent Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Valavanis, Stavros
Massachusetts Institute of Technology (MIT)
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Bisias, Dimitrios
Massachusetts Institute of Technology (MIT) Flood, Mark D.
Independent Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Valavanis, Stavros
Massachusetts Institute of Technology (MIT)
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11 Jan 12
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Last Revised:
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13 Jan 12
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1,353
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systemic risk, financial institutions, liquidity, financial crises, risk management
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2.
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Flood, Mark D.
Independent Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Koedijk, Kees C. G.
Tilburg University - Department of Finance Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group Röell, Ailsa
Columbia University, School of International and Public Affairs
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407
(33,339)
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4
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3.
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Flood, Mark D.
Independent
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17 Aug 06
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Last Revised:
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24 Feb 13
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274
(53,455)
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financial risk modeling, contractual terms and conditions, metadata, ontology, enterprise design patterns
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4.
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Flood, Mark D.
Independent Koedijk, Kees C. G.
Tilburg University - Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management van Leeuwen, Irma W.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
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242
(61,270)
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financial markets, market microstructure, experimental economics, information asymmetry
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5.
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Flood, Mark D.
Independent
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23 Sep 12
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Last Revised:
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31 Dec 12
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230
(65,066)
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financial history, risk management, institutionalization, technology, globalization, complexity
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6.
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Flood, Mark D.
Independent Korenko, George
U.S. Federal Housing Finance Agency
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04 Sep 08
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Last Revised:
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12 Feb 13
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227
(65,643)
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quasi-Monte Carlo, risk management, stress testing, maximum portfolio loss, elliptical distribution, value at risk
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7.
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Flood, Mark D.
Independent Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Koedijk, Kees C. G.
Tilburg University - Department of Finance Lyons, Richard K.
University of California, Berkeley
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198
(75,497)
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8.
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Flood, Mark D.
Independent Mendelowitz, Allan I.
affiliation not provided to SSRN Nichols, Bill
Government of the United States of America - Office of Financial Research
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21 Jan 12
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Last Revised:
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25 Mar 12
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180
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data management, macroprudential supervision
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9.
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Brose, Margarita S.
Independent Flood, Mark D.
Independent Rowe, David M.
David M. Rowe Risk Advisory
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156
(94,519)
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Data, information, risk, uncertainty, risk management, risk measurement, market risk, credit risk, operational risk, liquidity risk
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10.
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Flood, Mark D.
Independent Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Koedijk, Kees C. G.
Tilburg University - Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management van Leeuwen, Irma W.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
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131
(109,958)
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2
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11.
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Flood, Mark D.
Independent Kyle, Albert S.
University of Maryland Raschid, Louiqa
University of Maryland - Decision and Information Technologies Department
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112
(124,563)
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risk management, ontologies, knowledge representation, formal logics, systemic risk, constraint languages, networks, simulation, data integrity, operational risk, data security
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12.
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Flood, Mark D.
Independent Kwan, Simon H.
Federal Reserve Bank of San Francisco Leonova, Irina S.
Financial Stability Board (FSB) at the Bank for International Settlements
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13 Sep 12
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Last Revised:
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31 Dec 12
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70
(170,691)
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Bank, bank holding company, supervision, regulation, microprudential, depository institution
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13.
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Flood, Mark D.
Independent
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53
(195,198)
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3
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Banking, loan losses, Basel capital accord
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14.
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Flood, Mark D.
Independent McCormick, Matthew
Government of the United States of America - Office of Financial Research Palmer, Nathan M.
George Mason University - Department of Computational Social Science
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13
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15.
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Flood, Mark D.
Independent Kwan, Simon H.
Federal Reserve Bank of San Francisco
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16.
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Flood, Mark D.
Independent Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Koedijk, Kees C. G.
Tilburg University - Department of Finance Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
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17.
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Flood, Mark D.
Independent Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Koedijk, Kees C. G.
Tilburg University - Department of Finance Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
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Records 1 -
17
of 17 matches
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1
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