Jorge Cruz Lopez
Assistant Professor
Research Interests
Asset Pricing, Risk Management, Financial Market Infrastructures
Teaching Fields
Financial Economics, Derivatives, Investments, Econometrics
Representative Publications
Cruz Lopez, J., and Ibañez, A. (2020). European Puts, Credit Protection, and Endogenous Default. Quarterly Journal of Finance.
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
Office: SSC 4157
