Jorge Abad
Jorge Abad
Research economist, Banco de Espaņa
Verified email at bde.es - Homepage
Title
Cited by
Cited by
Year
Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset
J Abad, I Aldasoro, C Aymanns, M D'Errico, L Rousová, P Hoffmann, ...
ESRB Occasional Paper Series, 2016
972016
Mapping the interconnectedness between EU banks and shadow banking entities
J Abad, M D'Errico, N Killeen, V Luz, T Peltonen, R Portes, T Urbano
National Bureau of Economic Research, 2017
422017
Assessing the cyclical implications of IFRS 9-a recursive model
J Abad, J Suarez
ESRB Occasional Paper Series, 2017
392017
The procyclicality of expected credit loss provisions
J Abad, J Suarez
Centre for Economic Policy Research, 2018
222018
Breaking the feedback loop: Macroprudential regulation of banks’ sovereign exposures
J Abad
mimeo, 2018
102018
Breaking the sovereign-bank nexus
J Abad
Manuscript. Mimeo, 2019
82019
Assessing the procyclicality of expected credit loss provisions
J Abad, J Suarez
CEPR Discussion Paper No. DP13135, 2018
42018
14 IFRS 9 and COVID-19: Delay and freeze the transitional arrangements clock
J Abad, J Suarez
Europe in the Time of Covid-19, 98, 2020
12020
Mapping the interconnectedness between EU banks and shadow banking entities
R Portes, J Abad, M D'Errico, N Killeen, V Luz, T Peltonen, T Urbano
12017
Mapping exposures of EU banks to the global shadow banking system
J Abad, M D’Errico, N Killeen, V Luz, T Peltonen, R Portes, T Urbano
Journal of Banking & Finance, 106168, 2021
2021
DP13135 The Procyclicality of Expected Credit Loss Provisions
J Abad, J Suarez
2018
DP11919 Mapping the interconnectedness between EU banks and shadow banking entities
J Abad, M D'Errico, N Killeen, V Luz, T Peltonen, R Portes, T Urbano
2017
The relaxation of bank capital and liquidity requirements in the wake of the coronavirus crisis
J ABAD, R REPULLO
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Articles 1–13