Peyton Young

Government of the United States of America - Office of Financial Research

717 14th Street, NW

Washington DC, DC 20005

United States

Brookings Institution

1775 Massachusetts Ave, NW

Washington, DC 20036

United States

University of Oxford

Mansfield Road

Oxford, Oxfordshire OX1 4AU

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

675

SSRN CITATIONS
Rank 14,430

SSRN RANKINGS

Top 14,430

in Total Papers Citations

49

CROSSREF CITATIONS

22

Scholarly Papers (4)

1.

Contagion in Financial Networks

Office of Financial Research Working Paper No. 15-21
Number of pages: 76 Posted: 29 Oct 2015
Paul Glasserman and Peyton Young
Columbia Business School and Government of the United States of America - Office of Financial Research
Downloads 308 (107,652)
Citation 54

Abstract:

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2.

Contagion in Derivatives Markets

OFR WP 16-12
Number of pages: 37 Posted: 06 Dec 2016 Last Revised: 18 Jan 2018
Mark E. Paddrik, Sriram Rajan and Peyton Young
Government of the United States of America - Office of Financial Research, Government of the United States of America - Office of Financial Research and Government of the United States of America - Office of Financial Research
Downloads 139 (226,971)
Citation 12

Abstract:

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Credit default swaps, stress testing, systemic risk, financial networks

3.
Downloads 130 (243,547)

Collateralized Networks

Number of pages: 48 Posted: 01 May 2020
Samim Ghamami, Paul Glasserman and Peyton Young
, Columbia Business School and Government of the United States of America - Office of Financial Research
Downloads 69 (371,314)

Abstract:

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Contagion, OTC Markets, Financial Regulation, Network, Fire Sales, Collateral, Automatic Stays for Qualified Financial Contracts

Collateralized Networks

Number of pages: 44 Posted: 20 Jun 2019
Samim Ghamami, Paul Glasserman and Peyton Young
, Columbia Business School and Government of the United States of America - Office of Financial Research
Downloads 61 (393,359)

Abstract:

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contagion, OTC markets, financial regulation, network, fire sales, collateral, automatic stays for qualified financial contracts

4.

How Safe are Central Counterparties in Derivatives Markets?

OFR 17-06
Number of pages: 21 Posted: 10 Nov 2017
Mark E. Paddrik and Peyton Young
Government of the United States of America - Office of Financial Research and Government of the United States of America - Office of Financial Research
Downloads 98 (292,712)
Citation 6

Abstract:

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Credit Default Swaps, Central Counterparties, Stress Testing, Systemic Risk, Financial Networks