Details about Carlos Trucharte

Access statistics for papers by Carlos Trucharte.

Last updated 2019-05-10. Update your information in the RePEc Author Service.

Short-id: ptr348

Working Papers

2011

1. Central banks and macroprudential policy. Some reflections from the Spanish experience
   Occasional Papers, Banco de España View citations (2)

2010

2. Countercyclical capital buffers: exploring options
   BIS Working Papers, Bank for International Settlements View citations (232)
3. 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)

2007

4. 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)

Journal Articles

2007

1. 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)
2. Loss coverage and stress testing mortgage portfolios: A non-parametric approach
   Journal of Financial Stability, 2007, 3, (4), 342-367 View citations (11)

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 View citations (42)