Mark Endel Paddrik
Names
| first: |
Mark |
| middle: |
Endel |
| last: |
Paddrik |
Identifer
Contact
Affiliations
-
Government of the United States
/ Department of the Treasury
/ Office of Financial Research
Research profile
author of:
- Bank Networks and Systemic Risk: Evidence from the National Banking Acts (RePEc:aea:aecrev:v:109:y:2019:i:9:p:3125-61)
by Haelim Anderson & Mark Paddrik & Jessie Jiaxu Wang - Central Counterparty Default Waterfalls and Systemic Loss (RePEc:cup:jfinqa:v:58:y:2023:i:8:p:3577-3612_12)
by Ghamami, Samim & Paddrik, Mark & Zhang, Simpson - Stressed to the core: Counterparty concentrations and systemic losses in CDS markets (RePEc:eee:finsta:v:35:y:2018:i:c:p:38-52)
by Cetina, Jill & Paddrik, Mark & Rajan, Sriram - Interbank contagion: An agent-based model approach to endogenously formed networks (RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301942)
by Liu, Anqi & Paddrik, Mark & Yang, Steve Y. & Zhang, Xingjia - The Dynamics of the U.S. Overnight Triparty Repo Market (RePEc:fip:fedgfn:2021-08-02)
by Matthew McCormick & Mark E. Paddrik & Carlos Ramírez - Intraday Timing of General Collateral Repo Markets (RePEc:fip:fednls:92894)
by Kevin Clark & Adam Copeland & R. Jay Kahn & Antoine Martin & Mark E. Paddrik & Benjamin Taylor - Contagion in Derivatives Markets (RePEc:inm:ormnsc:v:66:y:2020:i:8:p:3603-3616)
by Mark Paddrik & Sriram Rajan & H. Peyton Young - The Dynamics of the U.S. Overnight Triparty Repo Market (RePEc:ofr:briefs:21-02)
by Mark Paddrik & Carlos Ramirez & Matthew McCormick - The Role of Visual Analysis in the Regulation of Electronic Order Book Markets (RePEc:ofr:discus:14-02)
by Mark Paddrik & Richard Haynes & Andrew E. Todd & Peter A. Beling & William T. Scherer - An Agent-based Model for Financial Vulnerability (RePEc:ofr:wpaper:14-05)
by Rick Bookstaber & Mark Paddrik & Brian Tivnan - Effects of Limit Order Book Information Level on Market Stability Metrics (RePEc:ofr:wpaper:14-09)
by Mark Paddrik & Roy Hayes & William Scherer & Peter Beling - An Agent-Based Model of Liquidity (RePEc:ofr:wpaper:15-18)
by Richard Bookstaber & Mark Paddrik - Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets (RePEc:ofr:wpaper:16-01)
by Jill Cetina & Mark Paddrik & Sriram Rajan - Contagion in the CDS Market (RePEc:ofr:wpaper:16-12)
by Mark Paddrik & H. Peyton Young - Bank Networks and Systemic Risk: Evidence from the National Banking Acts (RePEc:ofr:wpaper:16-13)
by Mark Paddrik & Jessie Jiaxu Wang - Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks (RePEc:ofr:wpaper:16-14)
by Anqi Liu & Mark Paddrik & Steve Yang & Xingjia Zhang - How Safe are Central Counterparties in Derivatives Markets? (RePEc:ofr:wpaper:17-06)
by Mark Paddrik & H. Peyton Young - Market-Making Costs and Liquidity: Evidence from CDS Markets (RePEc:ofr:wpaper:19-01)
by Mark Paddrik & Stathis Tompaidis - Cross-Asset Market Order Flow, Liquidity, and Price Discovery (RePEc:ofr:wpaper:19-04)
by Robert Garrison & Pankaj Jain & Mark Paddrik - Central Counterparty Default Waterfalls and Systemic Loss (RePEc:ofr:wpaper:20-04)
by Mark Paddrik & Simpson Zhang - Assessing the Safety of Central Counterparties (RePEc:ofr:wpaper:21-02)
by Mark Paddrik & H. Peyton Young - Contagion in the CDS Market (RePEc:oxf:wpaper:821)
by H Peyton Young & Mark Paddrik & Sriram Rajan - How Safe are Central Counterparties in Derivatives Markets? (RePEc:oxf:wpaper:826)
by H Peyton Young & Mark Paddrik - Contagion in Derivatives Markets (RePEc:oxf:wpaper:839)
by H Peyton Young & Mark Paddrik & Sriram Rajan - How Safe are Central Counterparties in Credit Default Swap Markets? (RePEc:oxf:wpaper:885)
by H Peyton Young & Mark Paddrik - Contagion in Derivatives Markets (RePEc:oxf:wpaper:886)
by H Peyton Young & Mark Paddrik & Sriram Rajan - How Safe are Central Counterparties in Derivatives Markets? (RePEc:red:sed018:934)
by Mark Paddrik & Peyton Young - Central Counterparty Default Waterfalls and Systemic Loss (RePEc:red:sed019:213)
by Mark Paddrik & Simpson Zhang - Visual analysis to support regulators in electronic order book markets (RePEc:spr:envsyd:v:36:y:2016:i:2:d:10.1007_s10669-016-9597-2)
by Mark E. Paddrik & Richard Haynes & Andrew E. Todd & William T. Scherer & Peter A. Beling - Effects of limit order book information level on market stability metrics (RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-015-0164-6)
by Mark Paddrik & Roy Hayes & William Scherer & Peter Beling - An agent-based model for financial vulnerability (RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-017-0188-1)
by Richard Bookstaber & Mark Paddrik & Brian Tivnan - Cross‐Asset Tandem Trading and Extraordinary Volatility (RePEc:wly:jfutmk:v:44:y:2024:i:9:p:1508-1542)
by Robert Garrison & Pankaj K. Jain & Mark Paddrik - Anatomy of the Repo Rate Spikes in September 2019 (RePEc:ysm:ypfsfc:v:5:y:2023:i:4:p:1-25)
by Kahn, R. Jay & McCormick, Matthew & Nguyen, Vy & Paddrik, Mark & Young, H. Peyton