Julien Mazzacurati

European Securities and Markets Authority

103 Rue de Grenelle

Paris, 75007

France

SCHOLARLY PAPERS

3

DOWNLOADS

41

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Use of Credit Default Swaps by Ucits Funds: Evidence from EU Regulatory Data

ESRB: Working Paper Series No. 2019/95
Number of pages: 42 Posted: 05 Nov 2020
European Systemic Risk Board, European Securities and Markets Authority (ESMA), Central Bank of Ireland and European Securities and Markets Authority
Downloads 21 (620,492)
Citation 1

Abstract:

Loading...

credit default swaps, derivatives, investment funds, synthetic leverage

2.

Collateral Scarcity Premia in Euro Area Repo Markets

ESRB: Working Paper Series No. 2017/55
Number of pages: 38 Posted: 05 Nov 2020
Massimo Ferrari, Claudia Guagliano and Julien Mazzacurati
European Securities and Markets Authority, European Securities and Markets Authority (ESMA) and European Securities and Markets Authority
Downloads 12 (685,667)

Abstract:

Loading...

collateral, collateral reuse, negative interest rates, quantitative easing, repos, securities lending, short selling, specialness

3.

Securities Financing Transactions and the (Re)Use of Collateral in Europe – an Analysis of the First Data Collection Conducted by the Esrb from a Sample of European Banks and Agent Lenders

ESRB: Occasional Paper Series No. 2014/6
Number of pages: 59 Posted: 05 Nov 2020
Deutsche Bundesbank - Economic Research Centre, European Securities and Markets Authority , Bank for International Settlements (BIS), Bank of England, European Securities and Markets Authority, European Central Bank (ECB), affiliation not provided to SSRN, affiliation not provided to SSRN, European Systemic Risk Board and affiliation not provided to SSRN
Downloads 8 (716,486)

Abstract:

Loading...

regulatory oversight, secruties financing transactions, systemic risk, transparency