Author Page for Mark D. Flood

1.

A Survey of Systemic Risk Analytics

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Citation 187

2

A Survey of Systemic Risk Analytics

U.S. Department of Treasury, Office of Financial Research No. 0001

Number of pages: 165 Posted: 11 Jan 2012 Last Revised: 16 Mar 2016

Dimitrios Bisias, Mark D. Flood, Andrew W. Lo and Stavros Valavanis

Massachusetts Institute of Technology (MIT), R. H. Smith School of Business, U. of Maryland, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT)

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Citation 187

Abstract:

A Survey of Systemic Risk Analytics

Annual Review of Financial Economics, Vol. 4, pp. 255-296, 2012

Posted: 04 Nov 2012

Dimitrios Bisias, Mark D. Flood, Andrew W. Lo and Stavros Valavanis

Massachusetts Institute of Technology (MIT), R. H. Smith School of Business, U. of Maryland, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT)

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2.

A Brief History of Financial Risk and Information

Handbook of Financial Data and Risk Information, Volume I, M. Brose, M. Flood, D. Krishna and W. Nichols, eds., Cambridge University Press, 2014

Number of pages: 32 Posted: 23 Sep 2012 Last Revised: 11 Jan 2016

Mark D. Flood

R. H. Smith School of Business, U. of Maryland

Downloads 1,177 (30,537)

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3.

Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty

Quantitative Finance, 15(1), 2015, January, 43-59.

Number of pages: 48 Posted: 04 Sep 2008 Last Revised: 31 Jul 2015

Mark D. Flood and George Korenko

R. H. Smith School of Business, U. of Maryland and U.S. Federal Housing Finance Agency

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Citation 11

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4.

Post-Trade Transparency in Multiple Dealer Financial Markets

Number of pages: 31 Posted: 25 Jun 1997

Mark D. Flood, Ronald Huisman, Kees C. G. Koedijk, Ronald Mahieu and Ailsa Röell

R. H. Smith School of Business, U. of Maryland, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Department of Finance, Tilburg University - Center for Economic Research, Econometrics and Finance Group and Columbia University, School of International and Public Affairs

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Citation 8

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5.

Big Data in Finance: Highlights from the Big Data in Finance Conference Hosted at the University of Michigan October 27-28, 2016

U of Michigan Law & Econ Research Paper No. 18-010

Number of pages: 42 Posted: 07 Mar 2018 Last Revised: 26 Apr 2018

Michael S. Barr, Brian Koziara, Mark D. Flood, Alfred Hero and H.V. Jagadish

University of Michigan Law School, University of Michigan Center on Finance, Law, and Policy, R. H. Smith School of Business, U. of Maryland, University of Michigan and University of Michigan

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Citation 1

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6.

Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality

Downloads 391 (127,303)

Citation 4

2

Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality

FRB of Cleveland Working Paper No. 13-12

Number of pages: 48 Posted: 15 Nov 2013

Mark D. Flood, Jonathan Katz, Stephen J. Ong and Adam Smith

R. H. Smith School of Business, U. of Maryland, University of Maryland Department of Computer Science, Federal Reserve Bank of Cleveland and Pennsylvania State University

Downloads 265 (191,751)

Abstract:

Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality

Number of pages: 47 Posted: 12 Nov 2013

Mark D. Flood, Jonathan Katz, Stephen J. Ong and Adam Smith

R. H. Smith School of Business, U. of Maryland, University of Maryland Department of Computer Science, Federal Reserve Bank of Cleveland and Pennsylvania State University

Downloads 126 (371,645)

Citation 2

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7.

Embracing Change: Financial Informatics and Risk Analytics

Quantitative Finance, Volume 9, Issue 3, 2009, pp. 243-256.

Number of pages: 33 Posted: 17 Aug 2006 Last Revised: 15 Jun 2016

Mark D. Flood

R. H. Smith School of Business, U. of Maryland

Downloads 373 (134,289)

Citation 2

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8.

Risk Management Data and Information for Improved Insight

Handbook of Financial Data and Risk Information, Volume I, M. Brose, M. Flood, D. Krishna and W. Nichols, eds., Cambridge University Press, 2014

Number of pages: 61 Posted: 01 Jan 2013 Last Revised: 11 Jan 2016

Margarita Brose, Mark D. Flood and David M. Rowe

Independent, R. H. Smith School of Business, U. of Maryland and David M. Rowe Risk Advisory

Downloads 349 (144,460)

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9.

The Application of Visual Analytics to Financial Stability Monitoring

Journal of Financial Stability, 2016, Forthcoming

Number of pages: 50 Posted: 18 May 2014 Last Revised: 14 Jan 2016

Mark D. Flood, Victoria Lemieux, Margaret Varga and B. L. Wong

R. H. Smith School of Business, U. of Maryland, University of British Columbia (UBC), University of Oxford and Middlesex University

Downloads 297 (171,458)

Citation 3

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10.

Dividing the Pie

Number of pages: 48 Posted: 18 Jan 2003

Mark D. Flood, Kees C. G. Koedijk, Mathijs A. van Dijk and Irma W. van Leeuwen

R. H. Smith School of Business, U. of Maryland, Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) and Maastricht University - Limburg Institute of Financial Economics (LIFE)

Downloads 284 (179,658)

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11.

Monitoring Financial Stability in a Complex World

FINANCIAL ANALYSIS AND RISK MANAGEMENT: DATA GOVERNANCE, ANALYTICS AND LIFE CYCLE MANAGEMENT, V. Lemieux, ed., Springer Verlag, 2012

Number of pages: 53 Posted: 21 Jan 2012 Last Revised: 25 Mar 2012

Mark D. Flood, Allan I. Mendelowitz and Bill Nichols

R. H. Smith School of Business, U. of Maryland, affiliation not provided to SSRN and Government of the United States of America - Office of Financial Research

Downloads 258 (197,888)

Citation 1

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12.

Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future

Journal of Risk Management in Financial Institutions, 7(1), 16-25 (2014 Forthcoming). , Office of Financial Research Working Paper #0010

Number of pages: 14 Posted: 19 May 2014

Richard M. Bookstaber, Jill Cetina, Greg Feldberg, Mark D. Flood and Paul Glasserman

Fabric RQ, Government of the United States of America - Office of Financial Research, Yale University - Yale Program on Financial Stability, R. H. Smith School of Business, U. of Maryland and Columbia Business School

Downloads 246 (207,370)

Citation 3

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13.

Search Costs: The Neglected Spread Component

Number of pages: 22 Posted: 11 Feb 1998

Mark D. Flood, Ronald Huisman, Kees C. G. Koedijk and Richard K. Lyons

R. H. Smith School of Business, U. of Maryland, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Department of Finance and University of California, Berkeley

Downloads 243 (209,811)

Citation 4

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14.

Data for Microprudential Supervision of U.S. Banks

Handbook of Financial Data and Risk Information, Volume I, M. Brose, M. Flood, D. Krishna and W. Nichols, eds., Cambridge University Press, 2014

Number of pages: 54 Posted: 13 Sep 2012 Last Revised: 11 Jan 2016

Mark D. Flood, Simon H. Kwan and Irina Leonova

R. H. Smith School of Business, U. of Maryland, Federal Reserve Bank of San Francisco and Bank for International Settlements (BIS) - Financial Stability Board (FSB)

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Abstract:

15.

Knowledge Representation and Information Management for Financial Risk Management: Report of a Workshop

Number of pages: 81 Posted: 04 Dec 2010

Mark D. Flood, Albert S. Kyle and Louiqa Raschid

R. H. Smith School of Business, U. of Maryland, University of Maryland and University of Maryland - Decision and Information Technologies Department

Downloads 194 (259,105)

Citation 6

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16.

The More You See, the Less You Get: Price-Competing Insiders Under Different Trading Mechanisms

Number of pages: 32 Posted: 10 Aug 1998

Mark D. Flood, Ronald Huisman, Kees C. G. Koedijk, Mathijs A. van Dijk and Irma W. van Leeuwen

R. H. Smith School of Business, U. of Maryland, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) and Maastricht University - Limburg Institute of Financial Economics (LIFE)

Downloads 175 (283,923)

Citation 5

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17.

Measuring the Unmeasurable: An Application of Uncertainty Quantification to Financial Portfolios

Office of Financial Research Working Paper No. 15-19

Number of pages: 24 Posted: 03 Oct 2015

Jingnan Chen, Mark D. Flood and Richard Sowers

University of Illinois at Urbana-Champaign, R. H. Smith School of Business, U. of Maryland and University of Illinois at Urbana-Champaign - Department of Mathematics

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18.

The Complexity of Bank Holding Companies: A Topological Approach

Downloads 131 (359,614)

Citation 4

2

The Complexity of Bank Holding Companies: A Topological Approach

Journal of Banking and Finance, Forthcoming

Number of pages: 89 Posted: 27 Mar 2020

Mark D. Flood, Dror Y. Kenett, Robin L. Lumsdaine and Jonathan Simon

R. H. Smith School of Business, U. of Maryland, Financial Industry Regulatory Authority (FINRA), American University - Department of Finance and Real Estate and University of Iowa

Downloads 77 (520,347)

Abstract:

The Complexity of Bank Holding Companies: a Topological Approach

NBER Working Paper No. w23755

Number of pages: 55 Posted: 06 Sep 2017 Last Revised: 29 May 2023

Mark D. Flood, Dror Y. Kenett, Robin L. Lumsdaine and Jonathan Simon

R. H. Smith School of Business, U. of Maryland, Financial Industry Regulatory Authority (FINRA), American University - Department of Finance and Real Estate and University of Iowa

Downloads 54 (629,030)

Citation 4

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19.

Systemwide Commonalities in Market Liquidity

Number of pages: 78 Posted: 31 May 2015

Mark D. Flood, John Liechty and Thomas Piontek

R. H. Smith School of Business, U. of Maryland, Pennsylvania State University, University Park and Government of the United States of America - Office of Financial Research

Downloads 112 (403,715)

Citation 3

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20.

Basel Buckets and Loan Losses: Absolute and Relative Loan Underperformance at Banks and Thrifts

Number of pages: 50 Posted: 07 Sep 2008

Mark D. Flood

R. H. Smith School of Business, U. of Maryland

Downloads 89 (471,620)

Citation 2

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21.

Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures

Number of pages: 37 Posted: 02 Aug 2015

Mark D. Flood, Phillip Monin and Lina Bandyopadhyay

R. H. Smith School of Business, U. of Maryland, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Chicago

Downloads 87 (478,262)

Citation 4

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22.

An Ontology of Ownership and Control Relations of Bank Holding Companies

OFR 18-01

Number of pages: 14 Posted: 05 Jul 2018

Liju Fan and Mark D. Flood

Government of the United States of America - Office of Financial Research and R. H. Smith School of Business, U. of Maryland

Downloads 80 (503,102)

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23.

Form PF and Hedge Funds: Risk-Measurement Precision for Option Portfolios

Journal of Alternative Investments, Vol. 18, No. 4, 2006, Office of Financial Research Working Paper 16-02, https://doi.org/10.3905/jai.2016.18.4.125

Posted: 25 Mar 2016 Last Revised: 22 May 2019

Mark D. Flood and Phillip Monin

R. H. Smith School of Business, U. of Maryland and Board of Governors of the Federal Reserve System

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24.

Contract as automaton: representing a simple financial agreement in computational form

Mark D. Flood and Oliver R. Goodenough, Contract as automaton: representing a simple financial agreement in computational form. Artificial Intelligence and Law 30, 391–416 (2022). https://doi.org/10.1007/s10506-021-09300-9

Posted: 22 Aug 2015 Last Revised: 17 Nov 2022

Mark D. Flood and Oliver R. Goodenough

R. H. Smith School of Business, U. of Maryland and Vermont Law School

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25.

Encoding Transparency: Literate Programming and Test Generation for Scientific Function Libraries

Posted: 24 Jul 2012

Mark D. Flood, Matthew McCormick and Nathan Palmer

R. H. Smith School of Business, U. of Maryland, Federal Reserve Banks - Federal Reserve Bank of Dallas and Board of Governors of the Federal Reserve System

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26.

Quote Disclosure and Price Discovery in Multiple Dealer Financial Markets

Posted: 08 Sep 1998

Mark D. Flood, Ronald Huisman, Kees C. G. Koedijk and Ronald Mahieu

R. H. Smith School of Business, U. of Maryland, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Department of Finance and Tilburg University - Center for Economic Research, Econometrics and Finance Group

Mark D. Flood

R. H. Smith School of Business, U. of Maryland

Senior Research Scholar

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Scholarly Papers (26)

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