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Letizia, Elisa:

2024

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

Author: Jukonis, Audrius ; Letizia, Elisa ; Rousova, Linda

Series: Working Paper No. 2024/026

Date: February 9, 2024

Subject: Asset and liability management Collateral Financial institutions Financial regulation and supervision Liquidity Liquidity requirements Liquidity risk Mutual funds

2023

Title: To Demand or Not to Demand: On Quantifying the Future Appetite for CBDC

Author: Gross, Marco ; Letizia, Elisa

Series: Working Paper No. 2023/009

Date: January 20, 2023