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Measurement challenges in macroprudential policy implementation : a conference

Flood, Mark D.; Haubrich, Joseph Gerard - In: Journal of financial stability 30 (2017), pp. 175-176

Persistent link: https://www.econbiz.de/10011825603

The application of visual analytics to financial stability monitoring

Flood, Mark D.; Lemieux, Victoria L.; Varga, Margaret; … - In: Journal of financial stability 27 (2016), pp. 180-197

Persistent link: https://www.econbiz.de/10011705692

The complexity of bank holding companies : a topological approach

Flood, Mark D.; Kenett, Dror Y.; Lumsdaine, Robin L.; … - In: Journal of banking & finance 118 (2020), pp. 1-25

Persistent link: https://www.econbiz.de/10012521073

Market structure and inefficiency in the foreign exchange market

Flood, Mark D. - In: Journal of International Money and Finance 13 (1994) 2, pp. 131-158

Persistent link: https://www.econbiz.de/10005311580

The role of heterogeneity in scenario design for financial stability stress testing

Flood, Mark D.; Jones, Jonathan; Pritsker, Matthew; … - In: Handbook of financial stress testing, (pp. 98-127). 2022

Persistent link: https://www.econbiz.de/10013343556

Put-call parity revisited: intradaily tests in the foreign currency options market

El-Mekkaoui, Mazen; Flood, Mark D. - In: Journal of International Financial Markets, … 8 (1998) 3-4, pp. 357-376

Persistent link: https://www.econbiz.de/10005408566

Systematic scenario selection: stress testing and the nature of uncertainty

Flood, Mark D.; Korenko, George G. - In: Quantitative Finance 15 (2015) 1, pp. 43-59

We present a technique for selecting multidimensional shock scenarios for use in financial stress testing. The methodology systematically enforces internal consistency among the shock dimensions by sampling points of arbitrary severity from a plausible joint probability distribution. The...

Persistent link: https://www.econbiz.de/10011104800