Mark D. Flood
Research Principal at OFR, US Treasury Department
Mark D. Flood is a Research Principal in the Office of Financial Research in the U.S. Treasury. He studied finance, and German and economics at Indiana University in Bloomington. In 1990, he earned his Ph.D. in finance at the University of North Carolina at Chapel Hill. He has taught finance at universities in the U.S. and Canada, and worked as a financial economist at the Federal Reserve Bank of St. Louis, Office of Thrift Supervision, Federal Housing Finance Board, and Federal Housing Finance Agency. He was a founding member of the Committee to Establish a National Institute of Finance. His research focuses on financial data and risk analysis.
Measuring the Unmeasurable: An application of uncertainty quantification to Treasury bond portfolios, 2017, Quantitative Finance.
An Ontology of Form PF, 2016, DSMM’16: Proceedings of the International Workshop on Data Science for Macro-Modeling (2016 ACM SIGMOD Conference), San Francisco, CA, USA.
Big Data Challenges and Opportunities in Financial Stability Monitoring, 2016, Financial Stability Review, 20.
From PF and the Systemic Risk of Hedge Funds: Risk-measurement precision for option portfolios, 2016, The Journal of Alternative Investments.
Contract as Automation: The Computational Representation of Financial Agreements, 2015, OFR WP.
Clustering techniques and their effect on portfolio formation and risk analysis, 2014.
The application of visual analytics to financial stability monitoring, 2016, Journal of Financial Stability.
Cryptography and the economics of supervisory information: Balancing transparency and confidentiality, 2013, Available at SSRN 2320795.
Systematic scenario selection: stress testing and the nature of uncertainty, 2015, Quantitative Finance.
Risk Management Data and Information for Improved Insight, 2012, Handbook of Financial Data and Risk Information.
A brief history of financial risk and information, 2012, Handbook of Financial Data and Risk Information.
Encoding Transparency: Literate Programming and Test Generation for Scientific Function Libraries, 2012, Available at SSRN 2113535.