Jorge Cruz Lopez

Associate Professor (Visiting)

Roy AllenOffice: SSC 4091
Telephone: 519-661-2111 Ext. 85323
Fax: 519-661-3666

Curriculum Vitae
Personal Website 

Research Interests

 Asset Pricing, Risk Management, Financial Market Infrastructures (FMIs)

Teaching Fields

 Financial Economics, The Economics of Derivatives

Representative Publications

Cerezetti, F., Cruz Lopez, J., Manning, M., and Murphy, D. (2019). Who Pays? Who Gains? CCP Resource Provision in the post-Pittsburgh World. Journal of Financial Market Infrastructures, 7(3), 21 – 44.

Cruz Lopez, J., Harris, J., Hurlin, C., and Pérignon, C. (2017). CoMargin. Journal of Financial and Quantitative Analysis, 52(5), 2183-2215.

Cruz Lopez, J. (2015). Mind the Gap: Undercollateralization in the Global and Canadian OTCD Markets. Analyzing the Economics of Financial Market Infrastructures, Ch. 15, 304 – 316.

Cruz Lopez, J., Mendes, R., and Vikstedt, H. (2013). The Market for Collateral: The Potential Impact of Financial Regulation. Bank of Canada Financial System Review, 0613, 45-53.

Cruz Lopez, J., Harris, J., and Pérignon, C. (2011). Clearing House, Margin Requirements, and Systemic Risk. Review of Futures Markets, 19, 39-54