Marco Holz auf der Heide

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

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Scholarly Papers (1)

The Anatomy of the Euro Area Interest Rate Swap Market

ECB Working Paper No. 2242 (2019); ISBN 978-92-899-3504-3
Number of pages: 70 Posted: 19 Feb 2019
Silvia Dalla Fontana, Marco Holz auf der Heide, Loriana Pelizzon and Martin Scheicher
USI Lugano, European Central Bank (ECB), Goethe University Frankfurt - Faculty of Economics and Business Administration and European Central Bank (ECB)
Downloads 261 (117,187)

Abstract:

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OTC derivatives, network analysis, interest rate risk, banking, risk management, hedging

The Anatomy of the Euro Area Interest Rate Swap Market

SAFE Working Paper No. 255, 2019
Number of pages: 60 Posted: 08 Aug 2019
Silvia Dalla Fontana, Marco Holz auf der Heide, Loriana Pelizzon and Martin Scheicher
USI Lugano, European Central Bank (ECB), Goethe University Frankfurt - Faculty of Economics and Business Administration and European Central Bank (ECB)
Downloads 19 (550,734)
Citation 1

Abstract:

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OTC derivatives, network analysis, interest rate risk, banking, risk management, hedging