Maria Rodriguez-Moreno

University of Navarra - Department of Microbiology and Infectious Diseases

Pamplona

Spain

Banco de España

Alcala 50

Madrid 28014

Spain

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 23,015

SSRN RANKINGS

Top 23,015

in Total Papers Downloads

3,142

SSRN CITATIONS
Rank 4,646

SSRN RANKINGS

Top 4,646

in Total Papers Citations

35

CROSSREF CITATIONS

254

Scholarly Papers (16)

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
University of Navarra - Department of Microbiology and Infectious Diseases and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 636 (59,211)
Citation 3

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Systemic Risk, CDS, Libor spreads, CoVaR

2.

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
University of Navarra - Department of Microbiology and Infectious Diseases, Banco de España and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 426 (96,821)
Citation 10

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Systemic risk, derivatives, Shapley value

3.
Downloads 410 (101,150)
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 University of Navarra - Department of Microbiology and Infectious Diseases
Downloads 368 (113,637)
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 University of Navarra - Department of Microbiology and Infectious Diseases
Downloads 42 (573,724)
Citation 17

Abstract:

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Sovereign CDS, Comovements, Commonalities, Dealers

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 University of Navarra - Department of Microbiology and Infectious Diseases
Downloads 291 (147,009)
Citation 16

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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 University of Navarra - Department of Microbiology and Infectious Diseases
Downloads 223 (190,689)
Citation 34

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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 University of Navarra - Department of Microbiology and Infectious Diseases
Downloads 33 (626,153)
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 University of Navarra - Department of Microbiology and Infectious Diseases
Downloads 200 (211,276)
Citation 1

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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 University of Navarra - Department of Microbiology and Infectious Diseases
Downloads 44 (563,155)
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, University of Navarra - Department of Microbiology and Infectious Diseases and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 180 (231,778)

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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 University of Navarra - Department of Microbiology and Infectious Diseases
Downloads 176 (236,302)
Citation 1

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

9.

How Do Central Banks Identify Risks? A Survey of Indicators

Banco de Espana Occasional Paper No. 2125
Number of pages: 56 Posted: 06 Oct 2021
Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Bank of Spain, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, University of Navarra - Department of Microbiology and Infectious Diseases, Banco de España - Research Department, Banco de España, Banco de España, Banco de España, Bank of Spain, Banco de España and Banco de España
Downloads 147 (274,273)

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risk identification, systemic risk, systemic risk indicators, standard risk indicators, financial stability

10.

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 University of Navarra - Department of Microbiology and Infectious Diseases
Downloads 114 (331,576)

Abstract:

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

11.

The Role of Financial Stability Considerations in Monetary Policy and the Interaction with Macroprudential Policy in the Euro Area

ECB Occasional Paper No. 2021272
Number of pages: 142 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
ECB -DG Monetary Policy, Banque de France, European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), Deutsche Bundesbank - Economics Department, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank, Bank of Slovenia, European Central Bank (ECB), University of Navarra - Department of Microbiology and Infectious Diseases, Banque de France - Centre de Recherche, Bank of Italy, Banco de España, Deutsche Bundesbank, Central Bank of Malta, Bank of Greece, Bank of Greece, European Central Bank (ECB), Banco de Portugal, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, Bank of Finland, European Central Bank (ECB)CEPR, Bank of Slovenia, National Bank of Belgium, Central Bank of Cyprus, Latvijas Banka, De Nederlandsche Bank, Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank, Bank of Italy, De Nederlandsche Bank - Monetary and Economic Policy Department, European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, University of Giessen - Department of Economics and Bank of Slovenia
Downloads 87 (395,051)

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financial frictions, Monetary policy, systemic risk

12.

Neutrophil Extracellular Traps, Local IL-8 Expression, and Cytotoxic T-Lymphocyte Absence in the Lungs of Fatal COVID-19: A Retrospective Histopathology Cohort Study

Number of pages: 26 Posted: 09 Nov 2021
University of Navarra - Department of Cardiology and Cardiovascular Surgery, University of Navarra - Department of Pathology, University of Navarra - Service of Pulmonary Medicine, University of Navarra - Division of Immunology and Immunotherapy, University of Navarra - Department of Pathology, University of Navarra - Department of Pathology, University of Navarra - Department of Pathology, University of Navarra - Department of Pathology, University of Navarra - Department of Anatomy, Physiology and Pathology, University of Navarra - Department of Preventive Medicine and Public Health, University of Navarra - Department of Pathology, University of Navarra - Department of Microbiology and Infectious Diseases, University of Navarra - Department of Microbiology and Infectious Diseases, University of Navarra - Department of Microbiology and Infectious Diseases, University of Navarra - Department of Microbiology and Infectious Diseases, University of Navarra - Department of Internal Medicine, University of Navarra - Department of Microbiology and Infectious Diseases, University of Oxford - Nuffield Department of Surgical Sciences, University of Navarra - Department of Pathology, University of Navarra - Department of Pathology, Government of the United Kingdom - Oxford Interstitial Lung Disease Service, University of Oxford - Nuffield Department of Clinical Medicine, University of Oxford - Nuffield Department of Surgical Sciences, University of Navarra - Department of Internal Medicine and University of Navarra - Department of Pathology
Downloads 50 (524,113)

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COVID-19, SARS-CoV-2, Lungs, Neutrophils, Neutrophil extracellular traps

13.

Business Complexity and Geographic Expansion in Banking

Banco de Espana Working Paper No. 2132
Number of pages: 34 Posted: 30 Aug 2021
Isabel Argimón and Maria Rodriguez-Moreno
Banco de España and University of Navarra - Department of Microbiology and Infectious Diseases
Downloads 39 (582,490)

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risk, global banking, bank complexity, diversification benefits

14.

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 University of Navarra - Department of Microbiology and Infectious Diseases
Downloads 32 (616,748)
Citation 2

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

15.

Low Interest Rates and Bank' Interest Margins: Does Belonging to a Banking Group Matter?

CESifo Working Paper No. 9340
Number of pages: 36 Posted: 13 Oct 2021
Banco de España, Swiss National Bank, University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank, Swiss National Bank and University of Navarra - Department of Microbiology and Infectious Diseases
Downloads 31 (622,924)

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bank profitability, monetary policy transmission, net interest margin, low interest rates, banking groups

16.

Retrenchment of Euro Area Banks and International Banking Models

ESRB: Working Paper Series 2020/112
Number of pages: 28 Posted: 16 Nov 2020 Last Revised: 18 Nov 2021
Isabel Argimón, Elena Ortiz and Maria Rodriguez-Moreno
Banco de España, Banco de España and University of Navarra - Department of Microbiology and Infectious Diseases
Downloads 23 (677,982)

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