Rodney Garratt

Independent

SCHOLARLY PAPERS

6

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818

SSRN CITATIONS
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Top 27,281

in Total Papers Citations

7

CROSSREF CITATIONS

26

Scholarly Papers (6)

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1.

Mapping Systemic Risk in the International Banking Network

Bank of England Working Paper No. 413
Number of pages: 41 Posted: 21 Mar 2011
Rodney Garratt, Lavan Mahadeva and Katsiaryna Svirydzenka
Independent, Bank of England - Monetary Analysis and International Monetary Fund (IMF)
Downloads 460 (97,674)
Citation 42

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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 Banks - Federal Reserve Bank of Cleveland
Downloads 181 (255,489)
Citation 13

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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 101 (400,692)
Citation 4

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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
Morten L. Bech, Carl T. Bergstrom, Rodney Garratt and Martin Rosvall
Bank for International Settlements (BIS) - Committee on Payments and Market Infrastructures, University of Washington, Independent and Umea University Deptartment of Physics
Downloads 64 (523,191)
Citation 3

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

5.

Estimating Policy Functions in Payments Systems Using Reinforcement Learning

Number of pages: 34 Posted: 22 Sep 2022
Pablo S Castro, Ajit Desai, Han Du, Rodney Garratt and Francisco Rivadeneyra
Google Inc., Bank of Canada, affiliation not provided to SSRN, Independent and affiliation not provided to SSRN
Downloads 12 (848,807)

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

6.

Efficient Bilateral Trade

Posted: 02 Jun 2014
Rodney Garratt and Marek Pycia
Independent and University of Zurich

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