Details about Jesús Saurina

Access statistics for papers by Jesús Saurina.

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Short-id: psa1535

Working Papers

2019

1. Burning money? Government lending in a credit crunch
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
   Also in Working Papers, CEMFI (2018) View citations (6)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (6)
   Working Papers, Barcelona School of Economics (2017) View citations (1)
2. The Real Effects of the Bank Lending Channel
   Working Papers, Barcelona School of Economics View citations (42)
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2019) View citations (44)

2018

3. Bank capital, lending booms, and busts. Evidence from Spain in the last 150 years
   Working Papers, Banco de España View citations (5)

2017

4. Do Demand or Supply Factors Drive Bank Credit, in Good and Crisis Times?
   Working Papers, Barcelona School of Economics View citations (15)
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2017) View citations (14)

2016

5. Macroprudential policy: objectives, instruments and indicators
   Occasional Papers, Banco de España View citations (5)

2015

6. Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments
   Working Papers, Barcelona School of Economics View citations (59)
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2015) View citations (22)
   Discussion Paper, Tilburg University, Center for Economic Research (2012) View citations (55)
   Working Paper Research, National Bank of Belgium (2012) View citations (53)
   See also Journal Article Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments, Journal of Political Economy, University of Chicago Press (2017) View citations (372) (2017)
7. Securization and banks´ capital structure
   Working Papers, Banco de España View citations (2)

2012

8. Credit Supply versus Demand: Bank and Firm Balance-Sheet Channels in Good and Crisis Times
   Discussion Paper, Tilburg University, Center for Economic Research View citations (23)

2011

9. Do dynamic provisions reduce income smoothing using loan Loss provisions?
   Working Papers, Banco de España View citations (8)
10. Local versus aggregate lending channels: the effects of securitization on corporate credit supply
    Working Papers, Banco de España View citations (20)
11. Local versus aggregate lending channels: the effects of securitization on corporate credit supply in Spain
    Proceedings, Federal Reserve Bank of Chicago View citations (16)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (8)
12. The Countercyclical Capital Buffer of Basel III: A Critical Assessment
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (131)
    Also in Working Papers, CEMFI (2011) View citations (116)

2010

13. Credit Supply: Identifying Balance-Sheet Channels with Loan Applications and Granted Loans
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (30)
    Also in Working Paper Series, European Central Bank (2010) View citations (28)
    Working Papers, Banco de España (2010) View citations (31)
14. How Does Competition Impact Bank Risk-Taking?
    Working Papers, Banco de España View citations (53)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2007) View citations (72)
15. Mitigating the pro-cyclicality of Basel II
    Working Papers, Banco de España View citations (51)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (26)
    Working Papers, CEMFI (2009) View citations (32)
16. No Bank, One Bank, Several Banks: Does It Matter for Investment?
    2010 Meeting Papers, Society for Economic Dynamics View citations (5)
    Also in Working Papers, Banco de España (2010) View citations (6)

2009

17. Dynamic Provisioning
    World Bank Publications - Reports, The World Bank Group View citations (6)
18. EAD calibration for corporate credit lines
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (4)
19. 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 View citations (50)
    See also Journal Article Hazardous Times for Monetary Policy: What Do Twenty‐Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk‐Taking?, Econometrica, Econometric Society (2014) View citations (852) (2014)

2008

20. Empirical analysis of corporate credit lines
    Working Papers, Banco de España View citations (7)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2007) View citations (14)
    See also Journal Article Empirical Analysis of Corporate Credit Lines, The Review of Financial Studies, Society for Financial Studies (2009) View citations (87) (2009)
21. Evidence on the impact of monetary policy on bank credit risk
    Proceedings, Federal Reserve Bank of Chicago View citations (1)
22. Organizational distance and use of collateral for business loans
    Working Papers, Banco de España View citations (2)
    See also Journal Article Organizational distance and use of collateral for business loans, Journal of Banking & Finance, Elsevier (2009) View citations (62) (2009)
23. Search cost and price dispersion in vertically related markets: the case of bank loans and deposits
    Working Papers, Banco de España View citations (10)
    See also Journal Article Search Cost and Price Dispersion in Vertically Related Markets: The Case of Bank Loans and Deposits, Review of Industrial Organization, Springer (2008) View citations (10) (2008)

2007

24. An assessment of Basel II procyclicality in mortgage portfolios
    Working Papers, Banco de España View citations (33)
    See also Journal Article An Assessment of Basel II Procyclicality in Mortgage Portfolios, Journal of Financial Services Research, Springer (2007) View citations (33) (2007)
25. Competition and risk taking by Spanish banks
    Proceedings, Federal Reserve Bank of Chicago
26. Determinants of access to external finance: evidence from Spanish firms
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (3)
27. Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (64)
28. Hazardous Times for Monetary Policy: What do Twenty-three Million Bank Loans Say about the Effects of Monetary Policy on Credit Risk?
    Discussion Paper, Tilburg University, Center for Economic Research View citations (61)
29. Measurement of capital stock and input services of Spanish banks
    Working Papers, Banco de España View citations (3)

2006

30. Credit Cycles, Credit Risk, and Prudential Regulation
    MPRA Paper, University Library of Munich, Germany View citations (178)
    Also in Working Papers, Banco de España (2005) View citations (41)
    See also Journal Article Credit Cycles, Credit Risk, and Prudential Regulation, International Journal of Central Banking, International Journal of Central Banking (2006) View citations (225) (2006)
31. Credit market competition, collateral and firms' finance
    Working Papers, Banco de España View citations (2)
32. Earnings and capital management in alternative loan loss provision regulatory regimes
    Working Papers, Banco de España View citations (19)
    See also Journal Article Earnings and Capital Management in Alternative Loan Loss Provision Regulatory Regimes, European Accounting Review, Taylor & Francis Journals (2008) View citations (71) (2008)
33. The joint size and ownership specialization in banks' lending
    Working Papers, Banco de España View citations (4)
    See also Journal Article Joint size and ownership specialization in bank lending, Journal of Banking & Finance, Elsevier (2007) View citations (36) (2007)

2005

34. A test of the law of one price in retail banking
    Working Papers, Banco de España View citations (4)
    See also Journal Article A Test of the Law of One Price in Retail Banking, Journal of Money, Credit and Banking, Blackwell Publishing (2007) View citations (20) (2007)
35. Banking integration in Europe
    Working Papers, Banco de España View citations (15)
36. Interest rate dispersion in deposit and loan markets
    Working Papers, Banco de España View citations (6)

2004

37. Collateral, type of lender and relationship banking as determinants of credit risk
    Working Papers, Banco de España View citations (196)
    See also Journal Article Collateral, type of lender and relationship banking as determinants of credit risk, Journal of Banking & Finance, Elsevier (2004) View citations (183) (2004)
38. Determinants of collateral
    Working Papers, Banco de España View citations (78)
    See also Journal Article Determinants of collateral, Journal of Financial Economics, Elsevier (2006) View citations (246) (2006)

2003

39. Loan characteristics and credit risk
    Proceedings, Federal Reserve Bank of Chicago View citations (1)
40. The Asian and European Banking Systems: The case of Spain in the quest for development and stability
    Finance, University Library of Munich, Germany View citations (1)
    Also in Working Papers, Banco de España (2002) View citations (3)

2002

41. Are capital buffers pro-cyclical? Evidence from Spanish panel data
    Working Papers, Banco de España View citations (28)
    See also Journal Article Are capital buffers pro-cyclical?: Evidence from Spanish panel data, Journal of Financial Intermediation, Elsevier (2004) View citations (233) (2004)

2000

42. Credit Growth, Problem Loans and Credit Risk Provisioning in Spain
    Working Papers, Banco de España View citations (79)
    See also Chapter Credit growth, problem loans and credit risk provisioning in Spain, BIS Papers chapters, Bank for International Settlements (2001) View citations (27) (2001)

1991

43. 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 View citations (2)

2017

2. In the Short Run Blasé, In the Long Run Risqué
   Schmalenbach Business Review, 2017, 18, (3), 181-226
3. 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 View citations (372)
   See also Working Paper Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments, Working Papers (2015) View citations (59) (2015)

2015

4. Securitization and Banks’ Capital Structure
   The Review of Corporate Finance Studies, 2015, 4, (2), 206-238 View citations (7)

2014

5. 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 View citations (852)
   See also Working Paper 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 (2009) View citations (50) (2009)

2013

6. How does competition affect bank risk-taking?
   Journal of Financial Stability, 2013, 9, (2), 185-195 View citations (258)

2012

7. Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications
   American Economic Review, 2012, 102, (5), 2301-26 View citations (842)

2011

8. COUNTERCYCLICAL MACROPRUDENTIAL TOOLS
   National Institute Economic Review, 2011, 216, (1), R16-R28 View citations (1)
9. The Effects of Formal and Informal Contracting in Credit Availability
   Journal of Money, Credit and Banking, 2011, 43, (1), 109-132 View citations (10)

2009

10. Empirical Analysis of Corporate Credit Lines
    The Review of Financial Studies, 2009, 22, (12), 5069-5098 View citations (87)
    See also Working Paper Empirical analysis of corporate credit lines, Working Papers (2008) View citations (7) (2008)
11. Informational differentiation, interest rate dispersion and market power
    Applied Economics Letters, 2009, 16, (16), 1645-1649
12. Organizational distance and use of collateral for business loans
    Journal of Banking & Finance, 2009, 33, (2), 234-243 View citations (62)
    See also Working Paper Organizational distance and use of collateral for business loans, Working Papers (2008) View citations (2) (2008)

2008

13. Earnings and Capital Management in Alternative Loan Loss Provision Regulatory Regimes
    European Accounting Review, 2008, 17, (3), 423-445 View citations (71)
    See also Working Paper Earnings and capital management in alternative loan loss provision regulatory regimes, Working Papers (2006) View citations (19) (2006)
14. 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 View citations (10)
    See also Working Paper Search cost and price dispersion in vertically related markets: the case of bank loans and deposits, Working Papers (2008) View citations (10) (2008)

2007

15. A Test of the Law of One Price in Retail Banking
    Journal of Money, Credit and Banking, 2007, 39, (8), 2021-2040 View citations (20)
    See also Working Paper A test of the law of one price in retail banking, Working Papers (2005) View citations (4) (2005)
16. An Assessment of Basel II Procyclicality in Mortgage Portfolios
    Journal of Financial Services Research, 2007, 32, (1), 81-101 View citations (33)
    See also Working Paper An assessment of Basel II procyclicality in mortgage portfolios, Working Papers (2007) View citations (33) (2007)
17. Joint size and ownership specialization in bank lending
    Journal of Banking & Finance, 2007, 31, (12), 3563-3583 View citations (36)
    See also Working Paper The joint size and ownership specialization in banks' lending, Working Papers (2006) View citations (4) (2006)

2006

18. Credit Cycles, Credit Risk, and Prudential Regulation
    International Journal of Central Banking, 2006, 2, (2) View citations (225)
    See also Working Paper Credit Cycles, Credit Risk, and Prudential Regulation, MPRA Paper (2006) View citations (178) (2006)
19. Determinants of collateral
    Journal of Financial Economics, 2006, 81, (2), 255-281 View citations (246)
    See also Working Paper Determinants of collateral, Working Papers (2004) View citations (78) (2004)
20. Risk premium and market power in credit markets
    Economics Letters, 2006, 93, (3), 450-456 View citations (28)

2004

21. Are capital buffers pro-cyclical?: Evidence from Spanish panel data
    Journal of Financial Intermediation, 2004, 13, (2), 249-264 View citations (233)
    See also Working Paper Are capital buffers pro-cyclical? Evidence from Spanish panel data, Working Papers (2002) View citations (28) (2002)
22. Collateral, type of lender and relationship banking as determinants of credit risk
    Journal of Banking & Finance, 2004, 28, (9), 2191-2212 View citations (183)
    See also Working Paper Collateral, type of lender and relationship banking as determinants of credit risk, Working Papers (2004) View citations (196) (2004)
23. 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 View citations (42)

2003

24. Deregulation, market power and risk behaviour in Spanish banks
    European Economic Review, 2003, 47, (6), 1061-1075 View citations (148)

2002

25. Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks
    Journal of Financial Services Research, 2002, 22, (3), 203-224 View citations (352)
26. Los sistemas bancarios en Asia y Europa: una comparación de su evolución
    Boletín Económico, 2002, (NOV), 61-67
27. Solvencia bancaria, riesgo de crédito y regulación pública: El caso de la provisión estadística española
    Hacienda Pública Española / Review of Public Economics, 2002, 161, (2), 129-150

2000

28. Crédito bancario, morosidad y dotación de provisiones para insolvencias en España
    Boletín Económico, 2000, (NOV), 51-60

1998

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

1997

30. Desregulación, poder de mercado y solvencia en la banca española
    Investigaciones Economicas, 1997, 21, (1), 3-27 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 View citations (2)

2009

2. 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

2001

3. 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 View citations (27)
   See also Working Paper Credit Growth, Problem Loans and Credit Risk Provisioning in Spain, Banco de España (2000) View citations (79) (2000)