Details about Jorge Abad

Access statistics for papers by Jorge Abad.

Last updated 2022-02-10. Update your information in the RePEc Author Service.

Short-id: pab367

Working Papers

2018

1. The Procyclicality of Expected Credit Loss Provisions
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (15)
   Also in Working Papers, CEMFI (2018) View citations (15)

2017

2. Assessing the cyclical implications of IFRS 9 – a recursive model
   ESRB Occasional Paper Series, European Systemic Risk Board View citations (18)
3. Mapping the Interconnectedness between EU Banks and Shadow Banking Entities
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (24)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (24)
   ESRB Working Paper Series, European Systemic Risk Board (2017) View citations (24)

2016

4. Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset
   ESRB Occasional Paper Series, European Systemic Risk Board View citations (82)

Journal Articles

2022

1. Mapping exposures of EU banks to the global shadow banking system
   Journal of Banking & Finance, 2022, 134, (C) View citations (3)

Chapters

2020

1. IFRS 9 and COVID-19: Delay and freeze the transitional arrangements clock
   Chapter 1 in Europe in the Time of Covid-19, 2020, vol. 1, pp 98-103 View citations (2)