Mark D. Flood

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

Research Principal

717 14th Street, NW

Washington DC, DC 20005

United States

SCHOLARLY PAPERS

24

DOWNLOADS
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Top 3,587

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9,160

CITATIONS
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SSRN RANKINGS

Top 12,390

in Total Papers Citations

32

Scholarly Papers (24)

1.
Downloads 4,447 ( 1,449)
Citation 11

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
Massachusetts Institute of Technology (MIT), Government of the United States of America - Office of Financial Research, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT)
Downloads 4,447 (1,422)
Citation 11

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systemic risk, financial institutions, liquidity, financial crises, risk management

A Survey of Systemic Risk Analytics

Annual Review of Financial Economics, Vol. 4, pp. 255-296, 2012
Posted: 04 Nov 2012
Massachusetts Institute of Technology (MIT), Government of the United States of America - Office of Financial Research, Massachusetts Institute of Technology (MIT) - Sloan School of Management 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
Government of the United States of America - Office of Financial Research
Downloads 515 (29,827)

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financial history, risk management, institutionalization, technology, globalization, complexity

3.

Post-Trade Transparency in Multiple Dealer Financial Markets

Number of pages: 31 Posted: 25 Jun 1997
Government of the United States of America - Office of Financial Research, 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
Downloads 435 (50,501)
Citation 4

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4.

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
Government of the United States of America - Office of Financial Research and U.S. Federal Housing Finance Agency
Downloads 343 (55,309)

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quasi-Monte Carlo, risk management, stress testing, maximum portfolio loss, elliptical distribution, value at risk

5.

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
Government of the United States of America - Office of Financial Research
Downloads 316 (73,746)
Citation 2

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financial risk modeling, contractual terms and conditions, metadata, ontology, enterprise design patterns

6.

Contract as Automaton: The Computational Representation of Financial Agreements

Office of Financial Research Working Paper No. 15-04
Number of pages: 50 Posted: 22 Aug 2015
Mark D. Flood and Oliver R. Goodenough
Government of the United States of America - Office of Financial Research and Vermont Law School
Downloads 299 (50,217)

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7.

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 S. Brose, Mark D. Flood and David M. Rowe
Independent, Government of the United States of America - Office of Financial Research and David M. Rowe Risk Advisory
Downloads 279 (82,411)

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Data, information, risk, uncertainty, risk management, risk measurement, market risk, credit risk, operational risk, liquidity risk

8.

Dividing the Pie

ERIM Report Series Reference No. ERS-2002-101-F&A
Number of pages: 48 Posted: 18 Jan 2003
Government of the United States of America - Office of Financial Research, Tilburg University - Department of Finance, Erasmus University - Rotterdam School of Management and Maastricht University - Limburg Institute of Financial Economics (LIFE)
Downloads 247 (102,234)

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financial markets, market microstructure, experimental economics, information asymmetry

9.

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
Government of the United States of America - Office of Financial Research, affiliation not provided to SSRN and Government of the United States of America - Office of Financial Research
Downloads 207 (116,054)
Citation 1

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data management, macroprudential supervision

10.

Search Costs: The Neglected Spread Component

Number of pages: 22 Posted: 11 Feb 1998
Government of the United States of America - Office of Financial Research, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Department of Finance and University of California, Berkeley
Downloads 205 (123,699)
Citation 8

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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
Government of the United States of America - Office of Financial Research, University of Maryland Department of Computer Science, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Pennsylvania State University
Downloads 91 (246,908)

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

Number of pages: 47 Posted: 12 Nov 2013
Government of the United States of America - Office of Financial Research, University of Maryland Department of Computer Science, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Pennsylvania State University
Downloads 56 (325,934)

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Cryptography, financial supervision, transparency, confidentiality, differential privacy, secure function evaluation

12.

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
Government of the United States of America - Office of Financial Research, University of Maryland and University of Maryland - Decision and Information Technologies Department
Downloads 135 (164,160)
Citation 1

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risk management, ontologies, knowledge representation, formal logics, systemic risk, constraint languages, networks, simulation, data integrity, operational risk, data security

13.

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

Number of pages: 32 Posted: 10 Aug 1998
Government of the United States of America - Office of Financial Research, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Department of Finance, Erasmus University - Rotterdam School of Management and Maastricht University - Limburg Institute of Financial Economics (LIFE)
Downloads 132 (180,768)
Citation 2

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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 S. Leonova
Government of the United States of America - Office of Financial Research, Federal Reserve Bank of San Francisco and Bank for International Settlements (BIS) - Financial Stability Board (FSB)
Downloads 122 (148,427)

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Bank, bank holding company, supervision, regulation, microprudential, depository institution

15.

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
Board of Regents - University of California Office of the CIO, Government of the United States of America - Office of Financial Research, Government of the United States of America - Office of Financial Research, Government of the United States of America - Office of Financial Research and Columbia Business School
Downloads 118 (155,553)

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stress testing, banking supervision, risk management

16.

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
Government of the United States of America - Office of Financial Research, University of British Columbia (UBC), University of Oxford and Middlesex University
Downloads 106 (125,964)

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Financial stability, macroprudential supervision, monitoring, systemic risk, visual analytics

17.

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
Government of the United States of America - Office of Financial Research
Downloads 56 (313,222)
Citation 3

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Banking, loan losses, Basel capital accord

18.

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

Posted: 24 Jul 2012
Mark D. Flood, Matthew McCormick and Nathan M. Palmer
Government of the United States of America - Office of Financial Research, Government of the United States of America - Office of Financial Research and George Mason University - Department of Computational Social Science

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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
Government of the United States of America - Office of Financial Research, Pennsylvania State University, University Park and Government of the United States of America - Office of Financial Research
Downloads 19 (338,747)

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market liquidity, commonalities, Markov chain Monte Carlo

20.

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

Number of pages: 37 Posted: 02 Aug 2015
Government of the United States of America - Office of Financial Research, Government of the United States of America, Department of the Treasury, Office of Financial Research and Federal Reserve Bank of Chicago
Downloads 18 (353,980)

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Hedge funds; Form PF; data quality; risk monitoring

21.

The Complexity of Bank Holding Companies: a Topological Approach

NBER Working Paper No. w23755
Number of pages: 55 Posted: 06 Sep 2017 Last Revised: 09 Sep 2017
Government of the United States of America - Office of Financial Research, Financial Industry Regulatory Authority (FINRA), American University - Department of Finance and Real Estate and University of Iowa
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22.

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
Number of pages: 42 Posted: 25 Mar 2016 Last Revised: 28 Sep 2017
Mark D. Flood and Phillip J. Monin
Government of the United States of America - Office of Financial Research and Government of the United States of America, Department of the Treasury, Office of Financial Research
Downloads 0 (353,980)

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Hedge funds; Form PF; data quality; systemic risk; risk monitoring

23.

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, Government of the United States of America - Office of Financial Research and University of Illinois at Urbana-Champaign - Department of Mathematics
Downloads 0 (263,379)

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24.

Quote Disclosure and Price Discovery in Multiple Dealer Financial Markets

Review of Financial Studies, Vol. 12, No. 1
Posted: 08 Sep 1998
Government of the United States of America - Office of Financial Research, 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

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