Juan Carlos Frutos

Banco de España

Alcala 50

Madrid 28014

Spain

SCHOLARLY PAPERS

2

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352

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (2)

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1.

Stressed Interbank Markets: Evidence from the European Financial and Sovereign Debt Crisis

ECB Working Paper No. 1925
Number of pages: 50 Posted: 29 Jun 2016
Juan Carlos Frutos, Carlos Garcia-de-Andoain, Florian Heider and Patrick Papsdorf
Banco de España, European Central Bank (ECB), Leibniz Institute for Financial Research SAFE and European Central Bank (ECB)
Downloads 258 (217,342)
Citation 1

Abstract:

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interbank markets, financial crisis, European sovereign debt crisis, payment systems, Furfine algorithm

2.

Stress-Testing of Liquidity Risk in Target2

ECB Occasional Paper No. 183
Number of pages: 39 Posted: 22 Feb 2017
Patrick Papsdorf, Luca Arciero, Juan Carlos Frutos, Matti Hellqvist, Patrick Heyvaert, Alexandros Kaliontzoglou, Ronald König, Kasperi Nikolai Korpinen, Clement Martin, Alexander Müller, Miguel Perez Garcia de Mirasierra, Maxime Ponsart, Edoardo Rainone, Peter Rosenkranz and Sara Testi
European Central Bank (ECB), Bank of Italy, Banco de España, Bank of Finland, National Bank of Belgium, Bank of Greece, Deutsche Bundesbank, Bank of Finland, Banque de France, Deutsche Bundesbank, Banco de España, Banque de France, Bank of Italy, Asian Development Bank and European Central Bank (ECB)
Downloads 94 (502,786)
Citation 1

Abstract:

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TARGET2, stress testing, simulation, liquidity risk, principles for FMIs