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Details about Jesús Saurina

Homepage:https://www.bde.es/investigador/en/menu/research_staff_a/Saurina__Jesus.html
Postal address:Alcala 48. 28014 Madrid. Spain
Workplace:Banco de España (Bank of Spain), (more information at EDIRC)

Access statistics for papers by Jesús Saurina.

Last updated 2019-06-11. Update your information in the RePEc Author Service.

Short-id: psa1535


Jump to Journal Articles Chapters

Working Papers

2019

  1. Burning money? Government lending in a credit crunch
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads
    Also in Working Papers, CEMFI (2018) Downloads
    Working Papers, Barcelona Graduate School of Economics (2017) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads
  2. The Real Effects of the Bank Lending Channel
    Working Papers, Barcelona Graduate School of Economics Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2019) Downloads View citations (2)

2018

  1. Bank capital, lending booms, and busts. Evidence from Spain in the last 150 years
    Working Papers, Banco de España Downloads View citations (2)

2017

  1. Do Demand or Supply Factors Drive Bank Credit, in Good and Crisis Times?
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (7)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2017) Downloads View citations (7)

2016

  1. Macroprudential policy: objectives, instruments and indicators
    Occasional Papers, Banco de España Downloads View citations (2)

2015

  1. Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (17)
    Also in Working Paper Research, National Bank of Belgium (2012) Downloads View citations (24)
    Discussion Paper, Tilburg University, Center for Economic Research (2012) Downloads View citations (25)
    Working Papers, Barcelona Graduate School of Economics (2012) Downloads View citations (27)

    See also Journal Article in Journal of Political Economy (2017)
  2. Securization and banks´ capital structure
    Working Papers, Banco de España Downloads View citations (1)

2012

  1. Credit Supply versus Demand: Bank and Firm Balance-Sheet Channels in Good and Crisis Times
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (20)

2011

  1. Do dynamic provisions reduce income smoothing using loan Loss provisions?
    Working Papers, Banco de España Downloads View citations (3)
  2. Local versus aggregate lending channels: the effects of securitization on corporate credit supply
    Working Papers, Banco de España Downloads View citations (9)
  3. Local versus aggregate lending channels: the effects of securitization on corporate credit supply in Spain
    Proceedings, Federal Reserve Bank of Chicago View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (7)
  4. The Countercyclical Capital Buffer of Basel III: A Critical Assessment
    Working Papers, CEMFI Downloads View citations (66)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (72)

2010

  1. Credit Supply: Identifying Balance-Sheet Channels with Loan Applications and Granted Loans
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (18)
    Also in Working Paper Series, European Central Bank (2010) Downloads View citations (15)
    Working Papers, Banco de España (2010) Downloads View citations (16)
  2. How Does Competition Impact Bank Risk-Taking?
    Working Papers, Banco de España Downloads View citations (23)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2007) Downloads View citations (41)
  3. Mitigating the pro-cyclicality of Basel II
    Working Papers, Banco de España Downloads View citations (38)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (13)
    Working Papers, CEMFI (2009) Downloads View citations (22)

    See also Journal Article in Economic Policy (2010)
  4. No Bank, One Bank, Several Banks: Does It Matter for Investment?
    2010 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
    Also in Working Papers, Banco de España (2010) Downloads View citations (6)

2009

  1. Dynamic Provisioning
    World Bank Other Operational Studies, The World Bank Downloads View citations (4)
  2. EAD calibration for corporate credit lines
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (4)
  3. Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?
    Working Papers, Banco de España Downloads View citations (35)
    See also Journal Article in Econometrica (2014)

2008

  1. Empirical analysis of corporate credit lines
    Working Papers, Banco de España Downloads View citations (4)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2007) Downloads View citations (11)

    See also Journal Article in Review of Financial Studies (2009)
  2. Evidence on the impact of monetary policy on bank credit risk
    Proceedings, Federal Reserve Bank of Chicago
  3. Organizational distance and use of collateral for business loans
    Working Papers, Banco de España Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (2009)
  4. Search cost and price dispersion in vertically related markets: the case of bank loans and deposits
    Working Papers, Banco de España Downloads View citations (8)
    See also Journal Article in Review of Industrial Organization (2008)

2007

  1. An assessment of Basel II procyclicality in mortgage portfolios
    Working Papers, Banco de España Downloads View citations (23)
    See also Journal Article in Journal of Financial Services Research (2007)
  2. Competition and risk taking by Spanish banks
    Proceedings, Federal Reserve Bank of Chicago
  3. Determinants of access to external finance: evidence from Spanish firms
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (2)
  4. Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (49)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2007) Downloads View citations (30)
  5. Measurement of capital stock and input services of Spanish banks
    Working Papers, Banco de España Downloads View citations (3)

2006

  1. Credit Cycles, Credit Risk, and Prudential Regulation
    MPRA Paper, University Library of Munich, Germany Downloads View citations (68)
    Also in Working Papers, Banco de España (2005) Downloads View citations (22)

    See also Journal Article in International Journal of Central Banking (2006)
  2. Credit market competition, collateral and firms' finance
    Working Papers, Banco de España Downloads View citations (2)
  3. Earnings and capital management in alternative loan loss provision regulatory regimes
    Working Papers, Banco de España Downloads View citations (6)
    See also Journal Article in European Accounting Review (2008)
  4. The joint size and ownership specialization in banks' lending
    Working Papers, Banco de España Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (2007)

2005

  1. A test of the law of one price in retail banking
    Working Papers, Banco de España Downloads View citations (4)
    See also Journal Article in Journal of Money, Credit and Banking (2007)
  2. Banking integration in Europe
    Working Papers, Banco de España Downloads View citations (6)
  3. Interest rate dispersion in deposit and loan markets
    Working Papers, Banco de España Downloads View citations (5)

2004

  1. Collateral, type of lender and relationship banking as determinants of credit risk
    Working Papers, Banco de España Downloads View citations (136)
    See also Journal Article in Journal of Banking & Finance (2004)
  2. Determinants of collateral
    Working Papers, Banco de España Downloads View citations (1)
    See also Journal Article in Journal of Financial Economics (2006)

2003

  1. Loan characteristics and credit risk
    Proceedings, Federal Reserve Bank of Chicago View citations (1)
  2. The Asian and European Banking Systems: The case of Spain in the quest for development and stability
    Finance, University Library of Munich, Germany Downloads View citations (1)
    Also in Working Papers, Banco de España (2002) Downloads View citations (1)

2002

  1. Are capital buffers pro-cyclical? Evidence from Spanish panel data
    Working Papers, Banco de España Downloads View citations (17)
    See also Journal Article in Journal of Financial Intermediation (2004)

2000

  1. Credit Growth, Problem Loans and Credit Risk Provisioning in Spain
    Working Papers, Banco de España Downloads View citations (17)
    See also Chapter (2001)

1991

  1. Valoración económica de las entidades financieras: Metodología y aplicación
    Working Papers, CEMFI

Journal Articles

2019

  1. FAMILY FIRMS, BANK RELATIONSHIPS, AND FINANCIAL CONSTRAINTS: A COMPREHENSIVE SCORE CARD
    International Economic Review, 2019, 60, (2), 547-593 Downloads View citations (1)

2017

  1. In the Short Run Blasé, In the Long Run Risqué
    Schmalenbach Business Review, 2017, 18, (3), 181-226 Downloads
  2. Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments
    Journal of Political Economy, 2017, 125, (6), 2126 - 2177 Downloads View citations (65)
    See also Working Paper (2015)

2015

  1. Securitization and Banks’ Capital Structure
    Review of Corporate Finance Studies, 2015, 4, (2), 206-238 Downloads View citations (6)

2014

  1. Hazardous Times for Monetary Policy: What Do Twenty‐Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk‐Taking?
    Econometrica, 2014, 82, (2), 463-505 Downloads View citations (362)
    See also Working Paper (2009)

2013

  1. How does competition affect bank risk-taking?
    Journal of Financial Stability, 2013, 9, (2), 185-195 Downloads View citations (117)

2012

  1. Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications
    American Economic Review, 2012, 102, (5), 2301-26 Downloads View citations (404)

2011

  1. COUNTERCYCLICAL MACROPRUDENTIAL TOOLS
    National Institute Economic Review, 2011, 216, (1), R16-R28 Downloads View citations (1)
  2. The Effects of Formal and Informal Contracting in Credit Availability
    Journal of Money, Credit and Banking, 2011, 43, (1), 109-132 View citations (7)

2010

  1. Mitigating the pro-cyclicality of Basel II
    Economic Policy, 2010, 25, 659-702 Downloads View citations (38)
    See also Working Paper (2010)

2009

  1. Empirical Analysis of Corporate Credit Lines
    Review of Financial Studies, 2009, 22, (12), 5069-5098 Downloads View citations (32)
    See also Working Paper (2008)
  2. Informational differentiation, interest rate dispersion and market power
    Applied Economics Letters, 2009, 16, (16), 1645-1649 Downloads
  3. Organizational distance and use of collateral for business loans
    Journal of Banking & Finance, 2009, 33, (2), 234-243 Downloads View citations (52)
    See also Working Paper (2008)

2008

  1. Earnings and Capital Management in Alternative Loan Loss Provision Regulatory Regimes
    European Accounting Review, 2008, 17, (3), 423-445 Downloads View citations (37)
    See also Working Paper (2006)
  2. Search Cost and Price Dispersion in Vertically Related Markets: The Case of Bank Loans and Deposits
    Review of Industrial Organization, 2008, 33, (4), 297-323 Downloads View citations (8)
    See also Working Paper (2008)

2007

  1. A Test of the Law of One Price in Retail Banking
    Journal of Money, Credit and Banking, 2007, 39, (8), 2021-2040 View citations (18)
    See also Working Paper (2005)
  2. An Assessment of Basel II Procyclicality in Mortgage Portfolios
    Journal of Financial Services Research, 2007, 32, (1), 81-101 Downloads View citations (23)
    See also Working Paper (2007)
  3. Joint size and ownership specialization in bank lending
    Journal of Banking & Finance, 2007, 31, (12), 3563-3583 Downloads View citations (26)
    See also Working Paper (2006)

2006

  1. Credit Cycles, Credit Risk, and Prudential Regulation
    International Journal of Central Banking, 2006, 2, (2) Downloads View citations (147)
    See also Working Paper (2006)
  2. Determinants of collateral
    Journal of Financial Economics, 2006, 81, (2), 255-281 Downloads View citations (152)
    See also Working Paper (2004)
  3. Risk premium and market power in credit markets
    Economics Letters, 2006, 93, (3), 450-456 Downloads View citations (21)

2004

  1. Are capital buffers pro-cyclical?: Evidence from Spanish panel data
    Journal of Financial Intermediation, 2004, 13, (2), 249-264 Downloads View citations (169)
    See also Working Paper (2002)
  2. Collateral, type of lender and relationship banking as determinants of credit risk
    Journal of Banking & Finance, 2004, 28, (9), 2191-2212 Downloads View citations (128)
    See also Working Paper (2004)
  3. The Impact of Basel II on Lending to Small- and Medium-Sized Firms: A Regulatory Policy Assessment Based on Spanish Credit Register Data
    Journal of Financial Services Research, 2004, 26, (2), 121-144 Downloads View citations (27)

2003

  1. Deregulation, market power and risk behaviour in Spanish banks
    European Economic Review, 2003, 47, (6), 1061-1075 Downloads View citations (85)

2002

  1. Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks
    Journal of Financial Services Research, 2002, 22, (3), 203-224 Downloads View citations (193)
  2. Los sistemas bancarios en Asia y Europa: una comparación de su evolución
    Boletín Económico, 2002, (NOV) Downloads
  3. Solvencia bancaria, riesgo de crédito y regulación pública: El caso de la provisión estadística española
    Hacienda Pública Española, 2002, 161, (2), 129-150 Downloads

2000

  1. Crédito bancario, morosidad y dotación de provisiones para insolvencias en España
    Boletín Económico, 2000, (NOV) Downloads

1998

  1. Determinantes de la morosidad de las cajas de ahorro españolas
    Investigaciones Economicas, 1998, 22, (3), 393-426 Downloads View citations (2)

1997

  1. Desregulación, poder de mercado y solvencia en la banca española
    Investigaciones Economicas, 1997, 21, (1), 3-27 Downloads View citations (6)

Chapters

2011

  1. WORKING MACROPRUDENTIAL TOOLS
    Chapter 12 in Macroprudential Regulatory Policies The New Road to Financial Stability?, 2011, pp 157-180 Downloads View citations (1)

2009

  1. What Has Happened in Europe? Monetary Policy, Lending Cycles, Banking Competition, Risk-Taking, and Regulation
    Chapter 6 in The First Credit Market Turmoil Of The 21st Century Implications for Public Policy, 2009, pp 67-86 Downloads

2001

  1. Credit growth, problem loans and credit risk provisioning in Spain
    A chapter in Marrying the macro- and micro-prudential dimensions of financial stability, 2001, vol. 01, pp 331-353 Downloads View citations (18)
    See also Working Paper (2000)
 
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