Details about Jorge Abad

Access statistics for papers by Jorge Abad.

Last updated 2025-03-15. Update your information in the RePEc Author Service.

Short-id: pab367

Working Papers

2024

1. A macroeconomic model of banks’ systemic risk taking
   Working Papers, Banco de España
2. Análisis de los riesgos sistémicos cíclicos en España y de su mitigación mediante requerimientos de capital bancario contracíclicos
   Occasional Papers, Banco de España
3. CBDC and the Operational Framework of Monetary Policy
   CESifo Working Paper Series, CESifo View citations (1)
   Also in Working Papers, Banco de España (2024) View citations (1)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)
   BIS Working Papers, Bank for International Settlements (2023) View citations (6)

2018

4. The Procyclicality of Expected Credit Loss Provisions
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (22)
   Also in Working Papers, CEMFI (2018) View citations (22)

2017

5. Assessing the cyclical implications of IFRS 9 – a recursive model
   ESRB Occasional Paper Series, European Systemic Risk Board View citations (23)
6. Mapping the Interconnectedness between EU Banks and Shadow Banking Entities
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (27)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (27)
   ESRB Working Paper Series, European Systemic Risk Board (2017) View citations (27)

2016

7. 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 (93)

Journal Articles

2022

1. Mapping exposures of EU banks to the global shadow banking system
   Journal of Banking & Finance, 2022, 134, (C) View citations (12)

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)