Sheri M. Markose

University of Essex - Department of Economics

Wivenhoe Park

Colchester CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

15

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3,459

SSRN CITATIONS
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Top 24,077

in Total Papers Citations

37

CROSSREF CITATIONS

14

Scholarly Papers (15)

Non-Performing Loans: Regulatory and Accounting Treatments of Assets

Bank of England Working Paper No. 594
Number of pages: 80 Posted: 06 May 2016
University of Essex, Centre for Commercial Law Studies, Queen Mary University of London, University of Essex - Department of Economics, University of Reading and Bank of England
Downloads 1,360 (27,241)
Citation 9

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Non-performing loans, impairment, loan loss provisions, bank capital, data standards, credit risk

Non-Performing Loans: Regulatory and Accounting Treatments of Assets

Bank of England Working Paper No. 594
Number of pages: 80 Posted: 25 Apr 2016
University of Essex, Centre for Commercial Law Studies, Queen Mary University of London, University of Essex - Department of Economics, Queen Mary University of London - Centre for Commercial Studies and Bank of England
Downloads 123 (423,057)
Citation 7

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Non-performing loans, impairment, loan loss provisions, bank capital, data standards, credit risk

2.

Impact of Neo-Banks (Digital Banks) India -Uk Comparison

Number of pages: 34 Posted: 03 Jun 2023
University of Essex - Essex Business School, University of Essex - Department of Economics, SOAS University of London, University of Central Lancashire, University of Essex, University of Essex - Essex Business School, Independent and Twimbit Pte. Ltd.
Downloads 433 (126,504)

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3.

Early Warning of Systemic Risk In Global Banking: Eigen-Pair R Number for Financial Contagion and Market Price-based Methods

Number of pages: 43 Posted: 17 Jan 2017 Last Revised: 22 Apr 2021
University of Essex - Department of Economics, University of Palermo - Department of Economics, Business and Statistics, Central Bank of Chile and University of Essex - Centre for Computational Finance and Economic Agents
Downloads 356 (157,778)

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Global Financial Networks, Systemic Risk, Early Warning Signals, Eigen-Pair Analysis, Statistical Market Price-Based Risk Measures, Paradoxical Risk Measures.

4.

Digital Lending in Fintech India - UK Comparison

Number of pages: 40 Posted: 08 Sep 2023
University of Essex - Essex Business School, University of Essex - Department of Economics, SOAS University of London, University of Central Lancashire, University of Essex, University of Essex - Essex Business School, Independent and Twimbit Pte. Ltd.
Downloads 255 (223,357)

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Digital Lending, Fintech, UK, India, Lending Regulation

5.

The Impact of Quantitative Easing on UK Bank Lending: Why Banks Do Not Lend to Businesses?

Number of pages: 42 Posted: 05 Jun 2018
Mahmoud Fatouh, Sheri M. Markose and Simone Giansante
Bank of England, University of Essex - Department of Economics and University of Palermo - Department of Economics, Business and Statistics
Downloads 212 (266,653)
Citation 1

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monetary policy, quantitative easing, bank lending, agent-based modelling, gilt yields, capital adequacy requirements, risk weighted assets

6.

CCPs and Network Stability in OTC Derivatives Markets

Journal of Financial Stability, Forthcoming
Number of pages: 17 Posted: 26 Apr 2016
Reserve Bank of Australia - Economic Research, Reserve Bank of Australia, Bank of England, University of Essex - Department of Economics and University of Cambridge - Centre for Risk Studies
Downloads 161 (340,549)
Citation 4

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OTC derivatives reforms, Central counterparty (CCP), Netting efficiency, Collateralization

7.

Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and its Mitigation with Super-Spreader Tax

IMF Working Paper No. 12/282
Number of pages: 59 Posted: 11 Jan 2013
Sheri M. Markose
University of Essex - Department of Economics
Downloads 138 (385,775)
Citation 2

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Financial systems, Financial risk, Nonbank financial sector, International capital markets, Financial instruments, Systemic Risk, Financial Network, Too-Interconnected-to-Fail, Eigenvector Centrality, Super Spreader Tax.

8.

Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO): Regulatory Capital Arbitrage, Negative CDS Carry Trade and Systemic Risk Analysis

Simulation in Computational Finance and Economics: Tools and Emerging Applications, Alexandrova-Kabadjova B., S. Martinez-Jaramillo, A. L. Garcia-Almanza, E. Tsang, eds., IGI Global, August 2012
Number of pages: 33 Posted: 26 Feb 2013 Last Revised: 26 Apr 2016
Sheri M. Markose, Bewaji Oluwasegun and Simone Giansante
University of Essex - Department of Economics, University of Essex - Centre for Computational Finance and Economic Agents and University of Palermo - Department of Economics, Business and Statistics
Downloads 114 (446,232)
Citation 1

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Credit Risk Transfer, Synthetic Securitization, Perverse Incentives, Credit Default Swaps, Collateralized Debt Obligation, Agent Based Modelling

9.

Financial Inclusion, At What Cost? : Quantification of Economic Viability of A Supply Side Roll Out

Number of pages: 43 Posted: 29 Sep 2020
Sheri M. Markose, Thankom Arun and Peterson K Ozili
University of Essex - Department of Economics, University of Essex - Essex Business School and Central Bank of Nigeria
Downloads 109 (461,257)
Citation 3

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Financial Inclusion, Economic Viability, Account Ineffectiveness, Direct Benefit Transfer, Fixed Effects Panel Regression

10.

Complex Type 4 Structure Changing Dynamics of Digital Agents: Nash Equilibria of a Game with Arms Race in Innovations

Number of pages: 34 Posted: 18 Jan 2017
Sheri M. Markose
University of Essex - Department of Economics
Downloads 86 (539,512)
Citation 1

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Type 4 Dynamics, Gödel Incompleteness, Gödel Sentence, Off-Line Simulation, Strategic Innovation, Novelty, Surprises; Red Queen Arms Race; Creative and Productive Sets; Productive Function; Surprise Nash Equilibrium

11.

Novelty Production and Evolvability in Digital Genomic Agents: Logical Foundations and Policy Design Implications of Complex Adaptive Systems

Forthcoming Chapter Prepared for: Complex Systems in the Social and Behavioral Sciences: Theory, Method and Application
Number of pages: 57 Posted: 24 Aug 2019 Last Revised: 08 May 2020
Sheri M. Markose
University of Essex - Department of Economics
Downloads 64 (636,625)
Citation 2

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Mirroring; Self-reference; Contrarian; Simulation; Immuno-Cognitive System; Genomic Digital System; Strategic innovation; Novelty; Surprises; Red Queen type arms race; Lucas Critique; End Independent Rules

12.

Digital Foundations of Evolvable Genomic Intelligence and Human Proteanism: Complexity With Novelty Production Beyond Bounded Rationality

Number of pages: 29 Posted: 06 Jul 2023
Sheri M. Markose
University of Essex - Department of Economics
Downloads 30 (862,217)

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Genomic Intelligence, Bounded Rationality, Novelty Production, Immuno-Cognitive Systems, Digital information processing, Self-Reference, Self-Representation, Complexity, Block Chain Distributed Ledger

13.

EU27 Regional Trade Networks for Medical Products in Fight Against Covid-19 Pandemic: Quantifying Vulnerability and Self Sufficiency in Critical Inputs

Number of pages: 47 Posted: 13 Nov 2023
Sheri M. Markose and Semanur Soyyigit
University of Essex - Department of Economics and Kırklareli University
Downloads 18 (976,432)

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Global and Intra-EU Trade Networks; Critical Medical Products; Covid-19 Pandemic; Vulnerability Centrality Measure; Google PageRank; Markose-Giansante Eigen pair method; Complex Network Analysis

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Extreme Events,VFTSE, Model-Free Implied Volatility, Generalized Extreme Value Distribution, Implied Tail Index, Volatility Forecasting

15.

‘Too Interconnected to Fail’ Financial Network of US CDS Market: Topological Fragility and Systemic Risk

Journal of Economic Behavior and Organization, Vol. 83, No. 3, 2012
Posted: 26 Feb 2013 Last Revised: 26 Apr 2016
Sheri M. Markose
University of Essex - Department of Economics

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Credit default swaps, Financial networks, Eigenvector centrality, Financial contagion, Systemic risk, Super-spreader tax