Rodney Garratt

Independent

SCHOLARLY PAPERS

6

DOWNLOADS

955

SSRN CITATIONS
Rank 30,059

SSRN RANKINGS

Top 30,059

in Total Papers Citations

9

CROSSREF CITATIONS

26

Scholarly Papers (6)

1.

Mapping Systemic Risk in the International Banking Network

Bank of England Working Paper No. 413
Number of pages: 41 Posted: 21 Mar 2011
Independent, Bank of England - Monetary Analysis and International Monetary Fund (IMF)
Downloads 490 (105,409)
Citation 42

Abstract:

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Networks, international banking groups, systemic risk, information theory

2.

Bank Behaviour and Risks in Chaps Following the Collapse of Lehman Brothers

Bank of England Working Paper No. 451
Number of pages: 36 Posted: 26 Jun 2012
Evangelos Benos, Rodney Garratt and Peter Zimmerman
Bank of England, Independent and Federal Reserve Bank of Cleveland
Downloads 226 (242,666)
Citation 13

Abstract:

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payments, intraday liquidity, credit default swap, operational outage, insurance

3.

Using Shapley's Asymmetric Power Index to Measure Banks' Contributions to Systemic Risk

Bank of England Working Paper No. 468
Number of pages: 23 Posted: 28 Oct 2012
Rodney Garratt, Lewis Webber and Matthew Willison
Independent, Bank of England and Bank of England
Downloads 114 (431,206)
Citation 4

Abstract:

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Shapley value, systemic risk, bank regulation

4.

Mapping Change in the Federal Funds Market

FRB of New York Staff Report No. 507
Number of pages: 14 Posted: 26 Aug 2011
Bank for International Settlements (BIS) - Committee on Payments and Market Infrastructures, University of Washington, Independent and Umea University Deptartment of Physics
Downloads 69 (592,644)
Citation 3

Abstract:

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federal funds market, lending, payment, networks, clustering, map equation

5.

Efficient Bilateral Trade

Number of pages: 58 Posted: 02 Jun 2014 Last Revised: 02 Jun 2023
Rodney Garratt and Marek Pycia
Independent and University of Zurich
Downloads 29 (843,493)

Abstract:

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6.

Estimating Policy Functions in Payments Systems Using Reinforcement Learning

Number of pages: 34 Posted: 22 Sep 2022
Google Inc., Bank of Canada, affiliation not provided to SSRN, Independent and affiliation not provided to SSRN
Downloads 27 (860,382)

Abstract:

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Artificial intelligence, Reinforcement learning, High-value payments systems, Strategic games