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Linda Rousova

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

5

DOWNLOADS

606

TOTAL CITATIONS

2

Scholarly Papers (5)

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1.

Derivative Margin Calls: A New Driver of Mmf Flows

Downloads 279 (278,382)
Citation 2

Derivative Margin Calls: A New Driver of Mmf Flows

IMF Working Paper No. 2023/061
Number of pages: 39 Posted: 05 Apr 2023
Maddalena Ghio, Linda Rousova, Dilyara Salakhova and Germán Villegas-Bauer
European Central Bank (ECB), European Central Bank (ECB), Banque de France and International Monetary Fund
Downloads 93 (732,131)
Citation 2

Abstract:

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liquidity risk, money market funds, big data, interconnectedness, non-bank financial intermediaries., EUR-denominated MMFs, derivative margin calls, MMF flow, variation margin payment, VM flow, Stocks, Liquidity, Mutual funds, Nonbank financial institutions, Pension spending, Global

Derivative Margin Calls: A New Driver of MMF Flows

ECB Working Paper No. 2023/2800
Number of pages: 36 Posted: 24 Mar 2023
Maddalena Ghio, Linda Rousova, Dilyara Salakhova and Germán Villegas-Bauer
European Central Bank (ECB), European Central Bank (ECB), Banque de France and International Monetary Fund
Downloads 57 (1,017,159)

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big data, interconnectedness, liquidity risk, money market funds, non-bank financial intermediaries

Derivative margin calls: A new driver of MMF flows

Number of pages: 39 Posted: 08 Oct 2025
Dilyara Salakhova, Linda Rousova, Germán Villegas-Bauer and Maddalena Ghio
Banque de France, European Central Bank (ECB), International Monetary Fund and European Central Bank (ECB)
Downloads 48 (1,119,531)

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liquidity risk, money market funds, big data, interconnectedness, non-bank financial intermediaries

Derivative Margin Calls: A New Driver of Mmf Flows

Number of pages: 39 Posted: 25 Jan 2025
Maddalena Ghio, Linda Rousova, Dilyara Salakhova and Germán Villegas-Bauer
European Central Bank (ECB), European Central Bank (ECB), Banque de France and International Monetary Fund
Downloads 44 (1,183,247)

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liquidity risk, money market funds, big data, interconnectedness, non-bank financial intermediaries

Derivative Margin Calls: A New Driver of Mmf Flows

Number of pages: 39 Posted: 15 Jan 2025
Maddalena Ghio, Linda Rousova, Dilyara Salakhova and Germán Villegas-Bauer
European Central Bank (ECB), European Central Bank (ECB), Banque de France and International Monetary Fund
Downloads 37 (1,281,607)

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liquidity risk, money market funds, big data, interconnectedness, non-bank financial intermediaries

2.

The Impact of Derivatives Collateralisation on Liquidity Risk: Evidence from the Investment Fund Sector

ECB Working Paper No. 2022/2756
Number of pages: 30 Posted: 17 Dec 2022
Audrius Jukonis, Elisa Letizia and Linda Rousova
European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 153 (488,442)

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big data, EMIR data, market stress, non-bank financial intermediaries, variation margin

3.

Do Multinationals Transplant Their Business Model?

Downloads 69 (860,052)

Do Multinationals Transplant Their Business Model?

CESifo Working Paper No. 7911
Number of pages: 69 Posted: 27 Nov 2019
Dalia Marin, Linda Rousova and Thierry Verdier
Ludwig Maximilian University of Munich (LMU) - Faculty of Economics, European Central Bank (ECB) and Paris School of Economics (PSE)
Downloads 69 (903,821)

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organizational economics of multinational firms, trade and organisation, the theory of the firm, organizational transfer between countries

4.

The Impact of Derivatives Collateralization on Liquidity Risk: Evidence from the Investment Fund Sector

IMF Working Paper No. 2024/026
Number of pages: 35 Posted: 14 Feb 2024
Audrius Jukonis, Elisa Letizia and Linda Rousova
European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 63 (942,565)

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variation margin, EMIR data, market stress, big data, nonbank financial intermediaries

5.

Climate Change, Catastrophes, Insurance And The Macroeconomy

ECB Working Paper No. 2026/3184
Number of pages: 49 Posted: 13 Feb 2026
Margherita Giuzio, Linda Rousova, Sujit Kapadia, Sujit Kapadia, Hradayesh Kumar, Luisa Mazzotta, Miles Parker and Dimitris Zafeiris
European Central Bank (ECB), European Central Bank (ECB), Bank of EnglandEuropean Central Bank (ECB), European Insurance and Occupational Pensions Authority, European Insurance and Occupational Pensions Authority, European Central Bank (ECB) and European Insurance and Occupational Pensions Authority
Downloads 42 (1,196,171)

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climate Change, economic growth, global warming, insurance protection gap, natural catastrophes