Diana Iercosan

Board of Governors of the Federal Reserve System

Principal Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

The Value of Trading Relationships and Networks in the CDS Market

Number of pages: 28 Posted: 20 Jan 2017 Last Revised: 28 Mar 2017
Diana Iercosan and Alexander Jiron
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 105 (252,220)

Abstract:

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OTC Market, Execution Cost, Credit Default Swap

2.

Banks as Regulated Traders

FEDS Working Paper No. 2019-005
Number of pages: 46 Posted: 11 Feb 2019 Last Revised: 21 Feb 2019
Antonio Falato, Diana Iercosan and Filip Zikes
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 19 (518,188)

Abstract:

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Bank trading, Regulation, Risk exposures, Systemic risk