Jorge Cruz Lopez
Associate Professor (Visiting)
Office: SSC 4091
Telephone: 519-661-2111 Ext. 85323
Fax: 519-661-3666
E-mail: jcruzlop@uwo.ca
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
