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Maddalena Ghio

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

Scuola Normale Superiore (SNS)

Piazza dei Cavalieri, 7

Pisa, 56126

Italy

  • European Central Bank (ECB)

  • Scuola Normale Superiore (SNS)

SCHOLARLY PAPERS

2

DOWNLOADS

343

TOTAL CITATIONS

5

Scholarly Papers (2)

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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.

N-Player Games and Mean-Field Games With Smooth Dependence on Past Absorptions

Number of pages: 42 Posted: 15 Feb 2019
Luciano Campi, Maddalena Ghio and Giulia Livieri
London School of Economics & Political Science (LSE), European Central Bank (ECB) and Scuola Normale Superiore
Downloads 64 (933,592)
Citation 3

Abstract:

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Nash Equilibrium; Mean-Field Game; Absorbing Boundary; McKean-Vlasov Limit; Controlled Martingale Problem; Relaxed Control