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Mark Endel Paddrik

Personal Details

First Name:Mark
Middle Name:Endel
Last Name:Paddrik
Suffix:
RePEc Short-ID:ppa1158
[This author has chosen not to make the email address public]
https://sites.google.com/site/markpaddrik/

Affiliation

Office of Financial Research
Department of the Treasury
Government of the United States

Washington, District of Columbia (United States)
http://www.treasury.gov/initiatives/ofr/Pages/default.aspx
RePEc:edi:ofrgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kevin Clark & Adam Copeland & R. Jay Kahn & Antoine Martin & Mark E. Paddrik & Benjamin Taylor, 2021. "Intraday Timing of General Collateral Repo Markets," Liberty Street Economics 20210714, Federal Reserve Bank of New York.
  2. Matthew McCormick & Mark E. Paddrik & Carlos Ramírez, 2021. "The Dynamics of the U.S. Overnight Triparty Repo Market," FEDS Notes 2021-08-02, Board of Governors of the Federal Reserve System (U.S.).
  3. Mark Paddrik & H. Peyton Young, 2021. "Assessing the Safety of Central Counterparties," Working Papers 21-02, Office of Financial Research, US Department of the Treasury.
  4. Mark Paddrik & Simpson Zhang, 2020. "Central Counterparty Default Waterfalls and Systemic Loss," Working Papers 20-04, Office of Financial Research, US Department of the Treasury.
  5. Mark Paddrik & Stathis Tompaidis, 2019. "Market-Making Costs and Liquidity: Evidence from CDS Markets," Working Papers 19-01, Office of Financial Research, US Department of the Treasury.
  6. Robert Garrison & Pankaj Jain & Mark Paddrik, 2019. "Cross-Asset Market Order Flow, Liquidity, and Price Discovery," Working Papers 19-04, Office of Financial Research, US Department of the Treasury.
  7. H Peyton Young & Mark Paddrik, 2019. "How Safe are Central Counterparties in Credit Default Swap Markets?," Economics Series Working Papers 885, University of Oxford, Department of Economics.
  8. H Peyton Young & Mark Paddrik & Sriram Rajan, 2017. "Contagion in Derivatives Markets," Economics Series Working Papers 839, University of Oxford, Department of Economics.
  9. Mark Paddrik & H. Peyton Young, 2017. "How Safe are Central Counterparties in Derivatives Markets?," Working Papers 17-06, Office of Financial Research, US Department of the Treasury.
  10. Jill Cetina & Mark Paddrik & Sriram Rajan, 2016. "Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets," Working Papers 16-01, Office of Financial Research, US Department of the Treasury.
  11. Mark Paddrik & Jessie Jiaxu Wang, 2016. "Bank Networks and Systemic Risk: Evidence from the National Banking Acts," Working Papers 16-13, Office of Financial Research, US Department of the Treasury.
  12. Anqi Liu & Mark Paddrik & Steve Yang & Xingjia Zhang, 2016. "Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks," Working Papers 16-14, Office of Financial Research, US Department of the Treasury.
  13. Mark Paddrik & H. Peyton Young, 2016. "Contagion in the CDS Market," Working Papers 16-12, Office of Financial Research, US Department of the Treasury.
  14. Richard Bookstaber & Mark Paddrik, 2015. "An Agent-Based Model of Liquidity," Working Papers 15-18, Office of Financial Research, US Department of the Treasury.
  15. Mark Paddrik & Richard Haynes & Andrew E. Todd & Peter A. Beling & William T. Scherer, 2014. "The Role of Visual Analysis in the Regulation of Electronic Order Book Markets," Staff Discussion Papers 14-02, Office of Financial Research, US Department of the Treasury.
  16. Mark Paddrik & Roy Hayes & William Scherer & Peter Beling, 2014. "Effects of Limit Order Book Information Level on Market Stability Metrics," Working Papers 14-09, Office of Financial Research, US Department of the Treasury.
  17. Rick Bookstaber & Mark Paddrik & Brian Tivnan, 2014. "An Agent-based Model for Financial Vulnerability," Working Papers 14-05, Office of Financial Research, US Department of the Treasury, revised Sep 2014.

Articles

  1. Liu, Anqi & Paddrik, Mark & Yang, Steve Y. & Zhang, Xingjia, 2020. "Interbank contagion: An agent-based model approach to endogenously formed networks," Journal of Banking & Finance, Elsevier, vol. 112(C).
  2. Mark Paddrik & Sriram Rajan & H. Peyton Young, 2020. "Contagion in Derivatives Markets," Management Science, INFORMS, vol. 66(8), pages 3603-3616, August.
  3. Haelim Anderson & Mark Paddrik & Jessie Jiaxu Wang, 2019. "Bank Networks and Systemic Risk: Evidence from the National Banking Acts," American Economic Review, American Economic Association, vol. 109(9), pages 3125-3161, September.
  4. Cetina, Jill & Paddrik, Mark & Rajan, Sriram, 2018. "Stressed to the core: Counterparty concentrations and systemic losses in CDS markets," Journal of Financial Stability, Elsevier, vol. 35(C), pages 38-52.
  5. Richard Bookstaber & Mark Paddrik & Brian Tivnan, 2018. "An agent-based model for financial vulnerability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 433-466, July.
  6. Mark Paddrik & Roy Hayes & William Scherer & Peter Beling, 2017. "Effects of limit order book information level on market stability metrics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 221-247, July.
  7. Mark E. Paddrik & Richard Haynes & Andrew E. Todd & William T. Scherer & Peter A. Beling, 2016. "Visual analysis to support regulators in electronic order book markets," Environment Systems and Decisions, Springer, vol. 36(2), pages 167-182, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 19 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-RMG: Risk Management (8) 2015-05-30 2017-12-11 2018-05-14 2018-09-17 2019-11-18 2019-11-18 2020-07-13 2021-07-19. Author is listed
  2. NEP-MST: Market Microstructure (6) 2015-05-30 2015-05-30 2019-03-25 2019-10-28 2021-07-26 2021-11-01. Author is listed
  3. NEP-FMK: Financial Markets (4) 2017-01-29 2019-03-25 2019-10-28 2021-08-30
  4. NEP-BAN: Banking (3) 2018-05-14 2019-03-25 2021-11-01
  5. NEP-CMP: Computational Economics (3) 2015-05-30 2015-05-30 2018-05-14
  6. NEP-CWA: Central and Western Asia (2) 2021-08-30 2021-11-01
  7. NEP-URE: Urban and Real Estate Economics (2) 2017-01-29 2018-05-14
  8. NEP-CBA: Central Banking (1) 2019-11-18
  9. NEP-HIS: Business, Economic and Financial History (1) 2018-05-14
  10. NEP-HME: Heterodox Microeconomics (1) 2018-05-14
  11. NEP-ISF: Islamic Finance (1) 2021-08-30
  12. NEP-MON: Monetary Economics (1) 2018-05-14
  13. NEP-NET: Network Economics (1) 2017-01-29
  14. NEP-ORE: Operations Research (1) 2019-11-18
  15. NEP-SEA: South East Asia (1) 2021-07-19

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