Mark Endel Paddrik

Names

Identifer

Contact

Affiliations

• Government of the United States / Department of the Treasury / Office of Financial Research
  • EDIRC entry
  • location:

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
• 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 & Robert 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