Mark D. Flood

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

Visiting Assistant Professor

College Park

College Park, MD 20742

United States

SCHOLARLY PAPERS

26

DOWNLOADS
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Top 3,894

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10,666

SSRN CITATIONS
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SSRN RANKINGS

Top 6,392

in Total Papers Citations

64

CROSSREF CITATIONS

113

Scholarly Papers (26)

1.
Downloads 4,844 ( 1,759)
Citation 156

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), R. H. Smith School of Business, U. of Maryland, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT)
Downloads 4,844 (1,731)
Citation 156

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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), R. H. Smith School of Business, U. of Maryland, 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
R. H. Smith School of Business, U. of Maryland
Downloads 952 (25,238)

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

3.

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
R. H. Smith School of Business, U. of Maryland and Vermont Law School
Downloads 580 (49,711)
Citation 2

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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
R. H. Smith School of Business, U. of Maryland and U.S. Federal Housing Finance Agency
Downloads 516 (57,568)
Citation 6

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

5.

Post-Trade Transparency in Multiple Dealer Financial Markets

Number of pages: 31 Posted: 25 Jun 1997
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
Downloads 493 (60,957)
Citation 7

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6.

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
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
Downloads 362 (88,118)
Citation 1

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Big data, financial stability, financial networks, consumer protection, financial inclusion

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 355 (90,076)
Citation 2

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

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 321 (100,849)

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

9.

Dividing the Pie

ERIM Report Series Reference No. ERS-2002-101-F&A
Number of pages: 48 Posted: 18 Jan 2003
R. H. Smith School of Business, U. of Maryland, Tilburg University - Department of Finance, Erasmus University - Rotterdam School of Management and Maastricht University - Limburg Institute of Financial Economics (LIFE)
Downloads 261 (125,851)

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financial markets, market microstructure, experimental economics, information asymmetry

10.

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
R. H. Smith School of Business, U. of Maryland, University of British Columbia (UBC), University of Oxford and Middlesex University
Downloads 238 (138,128)

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

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 235 (139,800)
Citation 2

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data management, macroprudential supervision

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
R. H. Smith School of Business, U. of Maryland, University of Maryland Department of Computer Science, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Pennsylvania State University
Downloads 144 (217,180)

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

Number of pages: 47 Posted: 12 Nov 2013
R. H. Smith School of Business, U. of Maryland, University of Maryland Department of Computer Science, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Pennsylvania State University
Downloads 85 (317,271)
Citation 4

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

13.

Search Costs: The Neglected Spread Component

Number of pages: 22 Posted: 11 Feb 1998
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 222 (147,809)
Citation 3

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14.

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, Yale University - Yale Program on Financial Stability, R. H. Smith School of Business, U. of Maryland and Columbia Business School
Downloads 197 (165,326)
Citation 1

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stress testing, banking supervision, risk management

15.

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)
Downloads 195 (166,875)

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

16.

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 161 (197,556)
Citation 6

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

17.

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

Number of pages: 32 Posted: 10 Aug 1998
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 School of Management and Maastricht University - Limburg Institute of Financial Economics (LIFE)
Downloads 148 (211,887)
Citation 3

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18.

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
Downloads 104 (276,246)

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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 68 (357,544)
Citation 4

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market liquidity, commonalities, Markov chain Monte Carlo

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 66 (363,112)
Citation 2

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Banking, loan losses, Basel capital accord

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, Government of the United States of America, Department of the Treasury, Office of Financial Research and Federal Reserve Bank of Chicago
Downloads 55 (397,436)
Citation 4

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Hedge funds; Form PF; data quality; risk monitoring

The Complexity of Bank Holding Companies: A Topological Approach

Journal of Banking and Finance, Forthcoming
Number of pages: 89 Posted: 27 Mar 2020
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 28 (523,925)

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Orderly Resolution, Supervisory Coordination, Opacity, Graph Quotient, Edge Contraction, Y-15

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
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 16 (603,913)

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23.

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 20 (557,070)

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Financial regulation, data integration, knowledge representation, ontologies, Web Ontology Language (OWL), data integrity, bank holding companies

24.

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 Government of the United States of America, Department of the Treasury, Office of Financial Research
Downloads 0 (711,319)

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

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, Government of the United States of America - Office of Financial Research and George Mason University - Department of Computational Social Science

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26.

Quote Disclosure and Price Discovery in Multiple Dealer Financial Markets

Review of Financial Studies, Vol. 12, No. 1
Posted: 08 Sep 1998
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

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