Julien Mazzacurati

European Securities and Markets Authority

103 Rue de Grenelle

Paris, 75007

France

  • European Securities and Markets Authority

SCHOLARLY PAPERS

4

DOWNLOADS

284

TOTAL CITATIONS

2

Scholarly Papers (4)

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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
Achim Braunsteffer, Claudia Guagliano, Oisin Kenny and Julien Mazzacurati
European Systemic Risk Board, European Securities and Markets Authority (ESMA), Central Bank of Ireland and European Securities and Markets Authority
Downloads 115 (479,805)
Citation 1

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credit default swaps, derivatives, investment funds, synthetic leverage

2.

Collateral Scarcity Premia in Euro Area Repo Markets

ESRB: Working Paper Series 2017/55
Number of pages: 38 Posted: 05 Nov 2020 Last Revised: 18 Nov 2021
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 81 (605,041)

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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
Joachim Keller, Antoine Bouveret, Cristina Picillo, Zijun Liu, Julien Mazzacurati, Philippe A.M. Molitor, Jonas Söderberg, John Theal, Francesco de Rossi and Romain Calleja
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 61 (701,645)
Citation 1

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regulatory oversight, secruties financing transactions, systemic risk, transparency

4.

Collateral Scarcity Premia in Euro Area Repo Markets

ECB Working Paper No. 2017/55
Number of pages: 38 Posted: 08 Oct 2021
Claudia Guagliano and Julien Mazzacurati
European Securities and Markets Authority (ESMA) and European Securities and Markets Authority
Downloads 27 (952,645)

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