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Mark D. Flood

Personal Details

First Name:Mark
Middle Name:D.
Last Name:Flood
Suffix:
RePEc Short-ID:pfl126
[This author has chosen not to make the email address public]
http://mark.flood-dalton.org.s3-website-us-east-1.amazonaws.com/
Terminal Degree:1990 Kenan Flagler Business School; University of North Carolina-Chapel-Hill (from RePEc Genealogy)

Affiliation

Finance Department
Robert H. Smith School of Business
University of Maryland

College Park, Maryland (United States)
http://www.rhsmith.umd.edu/finance/
RePEc:edi:fdumdus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Liju Fan & Mark D. Flood, 2018. "An Ontology of Ownership and Control Relations of Bank Holding Companies," Staff Discussion Papers 18-01, Office of Financial Research, US Department of the Treasury.
  2. Mark D. Flood & Dror Y. Kenett & Robin L. Lumsdaine & Jonathan K. Simon, 2017. "The Complexity of Bank Holding Companies: A Topological Approach," NBER Working Papers 23755, National Bureau of Economic Research, Inc.
  3. Mark D. Flood & Dror Y. Kenett & Robin L. Lumsdaine & Jonathan J. Simon, 2017. "The Complexity of Bank Holding Companies: A New Measurement Approach," Working Papers 17-03, Office of Financial Research, US Department of the Treasury.
  4. Mark D. Flood & Phillip Monin, 2016. "Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios," Working Papers 16-02, Office of Financial Research, US Department of the Treasury.
  5. Jingnan Chen & Mark D. Flood & Richard B. Sowers, 2015. "Measuring the Unmeasurable: An Application of Uncertainty Quantification to Financial Portfolios," Working Papers 15-19, Office of Financial Research, US Department of the Treasury.
  6. Victoria Lemieux & Payam S. Rahmdel & Rick Walker & B.L. William Wong & Mark D. Flood, 2015. "Clustering Techniques and Their Effect on Portfolio Formation and Risk Analysis," Staff Discussion Papers 15-01, Office of Financial Research, US Department of the Treasury.
  7. Mark D. Flood & John C. Liechty & Thomas Piontek, 2015. "Systemwide Commonalities in Market Liquidity," Working Papers 15-11, Office of Financial Research, US Department of the Treasury.
  8. Mark D. Flood & Oliver R. Goodenough, 2015. "Contract as Automaton: The Computational Representation of Financial Agreements," Working Papers 15-04, Office of Financial Research, US Department of the Treasury.
  9. Mark D. Flood & Phillip Monin & Lina Bandyopadhyay, 2015. "Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures," Working Papers 15-13, Office of Financial Research, US Department of the Treasury.
  10. Bryan Ball & Mark D. Flood & H.V. Jagadish & Joe Langsam & Louiqa Raschid & Peratham Wiriyathammabhum, 2014. "A Flexible and Extensible Contract Aggregation Framework for Financial Data Stream Analytics," Staff Discussion Papers 14-03, Office of Financial Research, US Department of the Treasury.
  11. Mark D. Flood & Victoria L. Lemieux & Margaret Varga & B.L. William Wong, 2014. "The Application of Visual Analytics to Financial Stability Monitoring," Working Papers 14-02, Office of Financial Research, US Department of the Treasury, revised 07 Oct 2014.
  12. Mark D. Flood & George G. Korenko, 2013. "Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty," Working Papers 13-05, Office of Financial Research, US Department of the Treasury.
  13. Rick Bookstaber & Jill Cetina & Greg Feldberg & Mark Flood & Paul Glasserman, 2013. "Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future," Working Papers 13-10, Office of Financial Research, US Department of the Treasury.
  14. Paul Glasserman & Chulmin Kang & Wanmo Kang, 2013. "Stress Scenario Selection by Empirical Likelihood," Working Papers 13-07, Office of Financial Research, US Department of the Treasury.
  15. Mark D. Flood & Jonathan Katz & Stephen J. Ong & Adam Smith, 2013. "Cryptography and the economics of supervisory information: balancing transparency and confidentiality," Working Papers (Old Series) 1312, Federal Reserve Bank of Cleveland.
  16. Douglas J. Elliott & Greg Feldberg & Andreas Lehnert, 2013. "The History of Cyclical Macroprudential Policy in the United States," Working Papers 13-08, Office of Financial Research, US Department of the Treasury.
  17. Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012. "A Survey of Systemic Risk Analytics," Working Papers 12-01, Office of Financial Research, US Department of the Treasury.
  18. Flood, Mark D. & Huisman, Ronald & Koedijk, Kees G. & Lyons, Richard K., 2012. "Search Costs: The Neglected Spread Component," Research Program in Finance, Working Paper Series qt5q05g9pt, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
  19. Flood, M.D. & Koedijk, C.G. & van Dijk, M.A. & van Leeuwen, I.W., 2002. "Dividing the Pie," ERIM Report Series Research in Management ERS-2002-101-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  20. Mark D. Flood, 1993. "Market structure and inefficiency in the foreign exchange market," Working Papers 1991-001, Federal Reserve Bank of St. Louis.

Articles

  1. Flood, Mark D. & Kenett, Dror Y. & Lumsdaine, Robin L. & Simon, Jonathan K., 2020. "The Complexity of Bank Holding Companies: A Topological Approach," Journal of Banking & Finance, Elsevier, vol. 118(C).
  2. Jingnan Chen & Mark D. Flood & Richard B. Sowers, 2017. "Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios," Quantitative Finance, Taylor & Francis Journals, vol. 17(10), pages 1491-1507, October.
  3. Flood, Mark D. & Lemieux, Victoria L. & Varga, Margaret & William Wong, B.L., 2016. "The application of visual analytics to financial stability monitoring," Journal of Financial Stability, Elsevier, vol. 27(C), pages 180-197.
  4. Flood, M. D. & Jagadish, H. V. & Raschid, L., 2016. "Big data challenges and opportunities in financial stability monitoring," Financial Stability Review, Banque de France, issue 20, pages 129-142, April.
  5. Mark D. Flood & George G. Korenko, 2015. "Systematic scenario selection: stress testing and the nature of uncertainty," Quantitative Finance, Taylor & Francis Journals, vol. 15(1), pages 43-59, January.
  6. Bookstaber, Rick & Cetina, Jill & Feldberg, Greg & Flood, Mark & Glasserman, Paul, 2013. "Stress tests to promote financial stability: Assessing progress and looking to the future," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 7(1), pages 16-25, December.
  7. Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012. "A Survey of Systemic Risk Analytics," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 255-296, October.
  8. Mark Flood, 2009. "Embracing change: financial informatics and risk analytics," Quantitative Finance, Taylor & Francis Journals, vol. 9(3), pages 243-256.
  9. Flood, Mark D, et al, 1999. "Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets," The Review of Financial Studies, Society for Financial Studies, vol. 12(1), pages 37-59.
  10. El-Mekkaoui, Mazen & Flood, Mark D., 1998. "Put-call parity revisited: intradaily tests in the foreign currency options market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 357-376, December.
  11. Flood, Mark D., 1994. "Market structure and inefficiency in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 13(2), pages 131-158, April.
  12. Mark D. Flood, 1992. "The great deposit insurance debate," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 51-77.
  13. Mark D. Flood, 1992. "Two faces of financial innovation," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 3-17.
  14. Mark D. Flood, 1991. "Microstructure theory and the foreign exchange market," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 52-70.
  15. Mark D. Flood, 1991. "An introduction to complete markets," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 32-57.
  16. Mark D. Flood, 1990. "On the use of option pricing models to analyze deposit insurance," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 19-35.

Books

  1. Brose,Margarita S. & Flood,Mark D. & Krishna,Dilip & Nichols,Bill (ed.), 2014. "Handbook of Financial Data and Risk Information II," Cambridge Books, Cambridge University Press, number 9781107012028, October.
  2. Brose,Margarita S. & Flood,Mark D. & Krishna,Dilip & Nichols,Bill (ed.), 2014. "Handbook of Financial Data and Risk Information I," Cambridge Books, Cambridge University Press, number 9781107012011, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (4) 2015-05-30 2015-05-30 2017-09-10 2018-05-14
  2. NEP-CBA: Central Banking (4) 2013-11-09 2015-05-30 2015-05-30 2015-05-30
  3. NEP-CMP: Computational Economics (1) 2015-05-30
  4. NEP-CTA: Contract Theory and Applications (1) 2013-11-09
  5. NEP-KNM: Knowledge Management and Knowledge Economy (1) 2018-07-09
  6. NEP-RMG: Risk Management (1) 2015-05-30

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