Silvia Dalla Fontana

USI Lugano

Via Giuseppe Buffi 13

Lugano, TN Ticino 6900

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

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The Anatomy of the Euro Area Interest Rate Swap Market

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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 357 (114,672)

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 55 (500,275)
Citation 1

Abstract:

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