Ismael Alexander Boudiaf
European Central Bank
Ismael Alexander Boudiaf is Oversight Expert in the ECB’s Directorate-General Market Infrastructures and Payment Systems. In his current work he focusses on a broad spectrum of CCP policy-relevant topics, including CCP risk management, margin models and recovery planning. Prior to his work on CCPs, he worked as Supervisor in the SSM, where his primary focus was on credit risk modelling and securitisations and where, as part of Joint Supervisory Teams and horizontal expert groups he has been involved in key supervisory projects. Ismael holds a Master’s Degree in Economics and Social Sciences from Bocconi.
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Articles by Ismael Alexander Boudiaf
The market liquidity of interest rate swaps
The authors investigate dynamics and drivers of market liquidity in Euribor interest rate swaps, constructing seven liquidity swaps using data from centrally cleared trades.