Research Staff(alphabetical)
Disclaimer. The Curriculum Vitae in this page, and any links from this page to websites outside of the www.bde.es domain, are the sole responsibility of Sergio Mayordomo. The Banco de España is not responsible for their content.
Sergio Mayordomo
Division Head
Financial Analysis Division
Macro-financial Analysis and Monetary Policy Department
DG Economics, Statistics and Research
Contact Information
- Address: Calle Alcalá 48, 28014 Madrid, España
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Contact form
Fields of Interest
- Credit risk
- Derivatives and fixed income
- Banking
JEL Codes
G1, G2
Curriculum Vitae
(131 KB)
Selected Publications and Working Papers
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“Dollar borrowing, firm credit risk, and FX-hedged funding opportunities”
Sergio Mayordomo, J. Gálvez, L. Gambacorta, and J. M. Serena (2021)
Journal of Corporate Finance, 68, 101945
JEL codes: E44, F3, G12, G15
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“Bank Capital Requirements, Loan Guarantees and Firm Performance”
Sergio Mayordomo, A. Moreno, S. Ongena, and M. Rodríguez-Moreno (2021)
Journal of Financial Intermediation, 45, 100825
JEL codes: D43, E32, G21, G32
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“The China Syndrome Affects Banks: The Credit Supply Channel of Foreign Import Competition”
Sergio Mayordomo, O. Rachedi (2021)
Journal of Financial and Quantitative Analysis, Forthcoming
JEL codes: G21, G32, F65
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“Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE”
Sergio Mayordomo, Óscar Arce, and R. Gimeno (2021)
Review of Finance, 25, pp. 43 – 84
JEL codes: E44, E52, E58, G12, G15, G2
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“Mutual Funding”
Sergio Mayordomo, J. Gil-Bazo and P. Hoffmann (2020)
Review of Financial Studies, 33, 4883-4915
JEL codes: G21, G23, G32
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“Did the bank capital relief induced by the Supporting Factor enhance SME lending?”
Sergio Mayordomo and M. Rodríguez-Moreno (2018)
Journal of Financial Intermediation 36, pp. 45-57
JEL codes: E51, E58, G21
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“Dealing with Dealers: Sovereign CDS Comovements”
Sergio Mayordomo, M. Antón and M. Rodríguez-Moreno (2018)
Journal of Banking and Finance 90, pp. 96-112
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“When does relationship lending start to pay?”
Sergio Mayordomo, G. López-Espinosa and A. Moreno
Journal of Financial Intermediation 31, pp. 16-29
JEL codes: D82, G30, G20, G21, G24, L14, N20
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“The impact of the 2011 short-sale ban on financial stability: Evidence from the Spanish stock market”
Sergio Mayordomo and Óscar Arce (2016-11)
European Financial Management 22 (5), pp. 1001-1022
JEL codes: G01, G12, G14, G18
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“Testing for statistical arbitrage in credit derivatives markets”
Sergio Mayordomo, J. I. Peña and J. Romo (2014-03)
Journal of Empirical Finance 26, pp. 59-75
JEL codes: C12, G12, G14