Maria Rodriguez-Moreno

Banco de España

Alcala 50

Madrid 28014

Spain

SCHOLARLY PAPERS

11

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2,643

SSRN CITATIONS
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Top 4,496

in Total Papers Citations

44

CROSSREF CITATIONS

253

Scholarly Papers (11)

1.

Systemic Risk Measures: The Simpler the Better?

Number of pages: 45 Posted: 23 Sep 2010 Last Revised: 24 Mar 2012
Maria Rodriguez-Moreno and Juan Ignacio Peña
Banco de España and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 619 (51,921)
Citation 15

Abstract:

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Systemic Risk, CDS, Libor spreads, CoVaR

2.
Downloads 405 ( 87,373)
Citation 37

Dealing with Dealers: Sovereign CDS Comovements

IESE Business School Working Paper No. WP-1090-E
Number of pages: 57 Posted: 08 Dec 2013 Last Revised: 05 Jul 2017
Miguel Anton, Sergio Mayordomo and Maria Rodriguez-Moreno
University of Navarra, IESE Business School, Banco de España and Banco de España
Downloads 363 (98,361)
Citation 21

Abstract:

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Sovereign CDS, comovements, commonalities, dealers

Dealing with Dealers: Sovereign CDS Comovements

Banco de Espana Working Paper No. 1723
Number of pages: 43 Posted: 11 Jul 2017 Last Revised: 15 Jul 2017
Miguel Anton, Sergio Mayordomo and Maria Rodriguez-Moreno
University of Navarra, IESE Business School, Banco de España and Banco de España
Downloads 42 (502,609)
Citation 17

Abstract:

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Sovereign CDS, Comovements, Commonalities, Dealers

3.

Derivatives Holdings and Systemic Risk in the U.S. Banking Sector

Number of pages: 43 Posted: 18 Dec 2011 Last Revised: 15 Jun 2013
Maria Rodriguez-Moreno, Sergio Mayordomo and Juan Ignacio Peña
Banco de España, Banco de España and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 403 (87,843)
Citation 10

Abstract:

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Systemic risk, derivatives, Shapley value

4.

Limits to Arbitrage: Empirical Evidence from Euro Area Sovereign Bond Markets

Number of pages: 43 Posted: 10 Apr 2013 Last Revised: 16 Jul 2014
Stefano Corradin and Maria Rodriguez-Moreno
European Central Bank (ECB) and Banco de España
Downloads 267 (137,996)
Citation 16

Abstract:

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Limits to Arbitrage, Market Anomalies, Central Banks Interventions

Bank Capital Requirements, Loan Guarantees and Firm Performance

Swiss Finance Institute Research Paper No. 19-28
Number of pages: 46 Posted: 06 Jun 2019 Last Revised: 09 Jun 2019
Sergio Mayordomo, Antonio Moreno, Steven Ongena and Maria Rodriguez-Moreno
Banco de España, School of Economics and Business, University of Navarra, University of Zurich - Department of Banking and Finance and Banco de España
Downloads 209 (175,494)
Citation 34

Abstract:

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Banks, Asymmetric Information, Real Guarantees, Personal Guarantees, Risk Taking, Capital Requirements

'Keeping it Personal' or 'Getting Real'? On the Drivers and Effectiveness of Personal versus Real Loan Guarantees

Banco de Espana Working Paper No. 1715
Number of pages: 54 Posted: 09 May 2017
Sergio Mayordomo, Antonio Moreno, Steven Ongena and Maria Rodriguez-Moreno
Banco de España, School of Economics and Business, University of Navarra, University of Zurich - Department of Banking and Finance and Banco de España
Downloads 27 (585,314)
Citation 19

Abstract:

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banks, asymmetric information, real guarantees, personal guarantees, risk-taking, capital requirements

Did the bank capital relief induced by the Supporting Factor enhance SME lending?

Number of pages: 50 Posted: 16 Nov 2016 Last Revised: 10 Dec 2017
Sergio Mayordomo and Maria Rodriguez-Moreno
Banco de España and Banco de España
Downloads 198 (183,783)
Citation 1

Abstract:

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SME, Credit Access, Supporting Factor, Bank Lending

Did the Bank Capital Relief Induced by the Supporting Factor Enhance SME Lending?

Banco de Espana Working Paper No. 1746
Number of pages: 41 Posted: 16 Dec 2017
Sergio Mayordomo and Maria Rodriguez-Moreno
Banco de España and Banco de España
Downloads 33 (548,935)
Citation 37

Abstract:

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SME, credit access, supporting factor, bank lending

7.

Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain

Number of pages: 39 Posted: 03 Apr 2011 Last Revised: 26 Jun 2013
Sergio Mayordomo, Maria Rodriguez-Moreno and Juan Ignacio Peña
Banco de España, Banco de España and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 177 (203,247)

Abstract:

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Portfolio choice, Households, Indivisible illiquid assets, Financial constraints, Under-investment, Over-investment

8.

Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis

Number of pages: 49 Posted: 29 Sep 2011 Last Revised: 22 Oct 2012
Sergio Mayordomo, Juan Ignacio Peña and Maria Rodriguez-Moreno
Banco de España, Universidad Carlos III de Madrid - Department of Business Administration and Banco de España
Downloads 174 (206,251)
Citation 1

Abstract:

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Credit Default Swap, Liquidity Commonalities, Global Risk, Funding Liquidity Risk, Counterparty Risk

9.

Violating the Law of One Price: The Role of Non-Conventional Monetary Policy

ECB Working Paper No. 1927
Number of pages: 65 Posted: 02 Jul 2016
Stefano Corradin and Maria Rodriguez-Moreno
European Central Bank (ECB) and Banco de España
Downloads 89 (339,430)

Abstract:

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law of one price, financial frictions, margin constraints, non-conventional monetary policy

10.

How Do European Banks Cope with Macroprudential Capital Requirements?

Number of pages: 39 Posted: 29 Jun 2018 Last Revised: 19 Oct 2018
Sergio Mayordomo and Maria Rodriguez-Moreno
Banco de España and Banco de España
Downloads 28 (563,145)
Citation 2

Abstract:

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European Banks; Macroprudential Requirement; Capital Ratio; Risk Weighed Assets

11.

Retrenchment of Euro Area Banks and International Banking Models

ESRB: Working Paper Series No. 2020/112
Number of pages: 28 Posted: 16 Nov 2020
Isabel Argimón, Elena Ortiz and Maria Rodriguez-Moreno
Banco de España, Banco de España and Banco de España
Downloads 14 (656,759)

Abstract:

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cross-border bank lending, financial crisis, global banking, retrenchment