Jorge Abraham Cruz Lopez

Personal Details

First Name:	Jorge
Middle Name:	Abraham
Last Name:	Cruz Lopez
Suffix:
RePEc Short-ID:	pcr207
	[This author has chosen not to make the email address public]
	http://www.bankofcanada.ca/profile/jorge-cruz-lopez/

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Jorge Cruz Lopez & Mark Manning, 2017. "Who Pays? CCP Resource Provision in the Post-Pittsburgh World," Discussion Papers 17-17, Bank of Canada.

   Cited by:

   1. Edward L. Anderson & Fernando Cerezetti & Mark Manning, 2018. "Supervisory Stress Testing For CCPs : A Macro-Prudential, Two-Tier Approach," Finance and Economics Discussion Series 2018-082, Board of Governors of the Federal Reserve System (U.S.).

2. Christophe Pérignon & J.-A. Cruz Lopez & J. H. Harris, 2011. "Clearing house, margin requirements, and systemic risk," Post-Print hal-00578317, HAL.
   • Christophe Pérignon & J.-A. Cruz Lopez & J. H. Harris, 2011. "Clearing house, margin requirements, and systemic risk," Post-Print hal-00578316, HAL.

   Cited by:

   1. Christophe Hurlin & Christophe Pérignon, 2012. "Margin Backtesting," Working Papers halshs-00746274, HAL.
   2. Albert J. Menkveld & Emiliano Pagnotta & Marius A. Zoican, 2013. "Central Clearing and Asset Prices," Tinbergen Institute Discussion Papers 13-181/IV/DSF67, Tinbergen Institute.
   3. Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon, 2012. "The Risk Map: A New Tool for Validating Risk Models," Working Papers halshs-00746273, HAL.
      • Colletaz, Gilbert & Hurlin, Christophe & Pérignon, Christophe, 2013. "The Risk Map: A new tool for validating risk models," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3843-3854.
   4. Ron Berndsen, 2021. "Fundamental questions on central counterparties: A review of the literature," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(12), pages 2009-2022, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-BAN: Banking (1) 2014-04-29
2. NEP-RMG: Risk Management (1) 2014-04-29

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