The exponential growth of machine-readable data to record and communicate activities
throughout the financial system has significant implications for macroprudential monitoring. The …

We examine the effects of price disclosure on market performance in a continuous
experimental multiple-dealer market in which seven professional market makers trade a single …

We develop metrics to assess the complexity of a bank holding company (BHC), based on its
ownership structure. Large BHCs have intricate ownership hierarchies involving hundreds …

This paper provides an overview of visual analytics—the science of analytical reasoning
enhanced by interactive visualizations tightly coupled with data analytics software—and …

The ongoing proliferation of bank and thrift failures is the foremost current issue for financial
regulators. Failures of federally insured banks and thrifts numbered in the thousands during …

We present a technique for selecting multidimensional shock scenarios for use in financial
stress testing. The methodology systematically enforces internal consistency among the …

____________ the newspaper, one finds, for example, that an investor can purchase the right
to buy (at a fixed~ WALL TRFZT JOURN Staff Itcpener price on a set future date) a futures …

This paper investigates the intradaily operational efficiency of the US foreign exchange
market by conducting computer simulation experiments with market structure (the numbers of …

GROWING BODY OF theoretical literature, known as the study of securities market
microstructure, deals with the behavior of participants in securities markets and with the effects of …

We elucidate the tradeoffs between transparency and confidentiality in the context of financial
regulation. The structure of information in financial contexts creates incentives with a …