Mark Paddrik

Associate Director of Financial Institutions, 2021 - Present
Office of Financial Research

Senior Research Economist, 2019 - 2021
Office of Financial Research

Researcher, 2013 - 2019
Office of Financial Research

Visiting Researcher, 2011 - 2013
U.S. Commodity Futures Trading Commission

Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets (2024) with Stathis Tompaidis
Office of Financial Research Working Paper no. 24-01
Why Is So Much Repo Not Centrally Cleared? (2023) with Samuel Hempel, R. Jay Kahn, and Robert Mann
Office of Financial Research Brief no. 23-01.
Anatomy of the Repo Rate Spikes in September 2019 (2023) with R. Jay Kahn, Matthew McCormick, Vy Nguyen, and H. Peyton Young
Office of Financial Research Working Paper no. 23-04.
Central Counterparty Default Waterfalls and Systemic Losses (2022) with Samim Ghamami and Simpson Zhang
Journal of Financial and Quantitative Analysis, (forthcoming).
Also see: Office of Financial Research Working Paper no. 20-04.
The Dynamics of the US Overnight Triparty Repo Market (2021) with Matthew McCormick and Carlos Ramirez
Office of Financial Research Brief no. 21-02.
How Safe are Central Counterparties in Credit Default Swap Markets? (2021) with H. Peyton Young
Mathematics and Financial Economics, 15(1), 41-57.
Also see: Office of Financial Research Working Paper no. 17-06.
Assessing the Safety of Central Counterparties (2021) with H. Peyton Young
Office of Financial Research Working Paper no. 21-02.
Contagion in Derivatives Markets (2020) with Sriram Rajan and H. Peyton Young
Management Science, 66(8), 3603-3616.
Also see: Office of Financial Research Working Paper no. 16-12.
Interbank Contagion: An ABM Approach to Endogenously Formed Networks (2020) with Anqi Liu, Steve Yang and Xingjia Zhang
Journal of Banking & Finance, 112, 105191.
Also see: Office of Financial Research Working Paper no. 16-14.
Bank Networks and Systemic Risk: Evidence from the National Banking Acts (2019) with Hailem Anderson and Jesse J. Wang
American Economic Review, 109(9), 3125-3161.
Also see: Office of Financial Research Working Paper no. 16-13.
Cross-Asset Tandem Trading and Extraordinary Volatility (2019) with Robert Garrison and Pankaj Jain
Office of Financial Research Working Paper no. 19-04.
Market-Making Costs and Liquidity: Evidence from CDS Markets (2019) with Stathis Tompaidis
Office of Financial Research Working Paper no. 19-02.
An Agent-based Model for Financial Vulnerability (2018) with Richard Bookstaber and Brian Tivnan
Journal of Economic Interaction and Coordination, 13(2), 433-465.
Also see: Office of Financial Research Working Paper no. 14-05.
Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets (2018) with Jill Cetina and Sriram Rajan
Journal of Financial Stability, 35, 38-52.
Also see: Office of Financial Research Working Paper no. 16-01.
Effects of Limit Order Book Information Level on Market Stability Metrics (2017) with Roy Hayes, Peter Beling and William Scherer
Journal of Economic Interaction and Coordination, 12(2), 221-247.
Also see: Office of Financial Research Working Paper no. 14-09.
Visual Analysis to Support Regulators in Electronic Order Book Markets (2016) with Richard Haynes, Andrew Todd, William Scherer and Peter Beling
Environment Systems and Decisions, 36(2), 167-182.
Also see: Office of Financial Research Staff Dissuasion Papers.
An Agent-based Model for Crisis Liquidity Dynamics (2015) with Richard Bookstaber
Office of Financial Research Working Paper no. 15-18.

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