Immo Frieden

European Central Bank

Immo Frieden is an Analyst in the Directorate-General Horizontal Line Supervision of the Single Supervisory Mechanism and joined the European Central Bank in 2022. His work is focused on data analysis regarding derivatives and Financial Market Infrastructure. Immo has been educated at Goethe University and LudwigMaximilians University.

Articles by Immo Frieden

Journal of Financial Market Infrastructures

Original research

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.

22 Aug 2024