Francisco Javier Población García

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

10

DOWNLOADS

700

SSRN CITATIONS
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Top 9,337

in Total Papers Citations

122

CROSSREF CITATIONS

13

Scholarly Papers (10)

Measuring the Procyclicality of Impairment Accounting Regimes: A Comparison Between IFRS 9 and US GAAP

Banco de Espana Working Paper No. 2003 (2020)
Number of pages: 42 Posted: 28 Jan 2020
Alejandro Buesa, Francisco Javier Población García and Javier Tarancón
Banco de España, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 197 (232,071)
Citation 9

Abstract:

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banking system, provisions, regulation, cyclicality

Measuring the Procyclicality of Impairment Accounting Regimes: A Comparison between IFRS 9 and Us Gaap

Number of pages: 36 Posted: 08 Jan 2020
Alejandro Buesa, Francisco Javier Población García and Javier Tarancón
Banco de España, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 93 (417,967)
Citation 3

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banking system, cyclicality, provisions, regulation

2.

Assessing the Efficacy of Borrower-Based Macroprudential Policy Using an Integrated Micro-Macro Model for European Households

ECB Working Paper No. 1881
Number of pages: 56 Posted: 08 Feb 2016
Marco Gross and Francisco Javier Población García
International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 72 (482,146)
Citation 4

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household balance sheets, macro-financial linkages, stress-testing, macroprudential policy

A Study on the EBA Stress Test Results: Influence of Bank, Portfolio, and Country-Level Characteristics

ECB Working Paper No. 2022/2648
Number of pages: 49 Posted: 25 Feb 2022
Javier Hernández, Francisco Javier Población García, Nuria Suárez and Javier Tarancón
Banco de España, European Central Bank (ECB), Universidad Autónoma de Madrid and Banco de España
Downloads 58 (546,805)

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bank characteristics, credit risk, EBA, stress tests

4.

Expropriation Risk, Investment Decisions and Economic Sectors

Number of pages: 32 Posted: 28 Aug 2014
Universidad Carlos III de Madrid - Department of Business AdministrationEscuela de Economía y Finanzas - Universidad Eafit, University of Manchester - Division of Accounting and Finance, Universidad Carlos III de Madrid - Department of Business Administration and European Central Bank (ECB)
Downloads 62 (521,073)

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Expropriation risk, Expropriation Option, Investment option, Abandonment option, Costs of expropriation

5.

A False Sense of Security in Applying Handpicked Equations for Stress Test Purposes

ECB Working Paper No. 1845
Number of pages: 30 Posted: 23 Sep 2015
Marco Gross and Francisco Javier Población García
International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 56 (546,933)
Citation 2

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Stress testing, satellite modeling, model averaging, bank regulation and supervision

6.

A Structural Model to Study the Bail-Out Process in a Bank and Its Macro-Prudential Policy Implications

ECB Working Paper No. 2110
Number of pages: 39 Posted: 15 Nov 2017
Ricardo Correia, Tomasz Dubiel-Teleszynski and Francisco Javier Población García
Universidad Autónoma de Madrid, Warsaw School of Economics (SGH) - Institute of Econometrics and European Central Bank (ECB)
Downloads 54 (556,149)
Citation 1

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Structural Model, Abandonment Trigger, Bank Bail-Out, Macro-Prudential Policies

7.

An Agent-Based Model for the Assessment of LTV Caps

Number of pages: 42 Posted: 23 Jul 2019
Dimitrios Laliotis, Dimitrios Laliotis, Alejandro Buesa, Miha Leber and Francisco Javier Población García
European Central Bank (ECB)International Monetary Fund (IMF), Banco de España, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 43 (611,532)

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borrower-based measures, HFCS survey, house prices, macroprudential policy

8.

A Structural Model to Assess the Impact of Bank Capitalization Changes Conditional on a Bail-in versus Bail-out Regime

ECB Working Paper No. 2181
Number of pages: 27 Posted: 08 Oct 2018
Marco Gross, Tomasz Dubiel-Teleszynski and Francisco Javier Población García
International Monetary Fund (IMF), Warsaw School of Economics (SGH) - Institute of Econometrics and European Central Bank (ECB)
Downloads 38 (639,891)

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Structural model, abandonment trigger, bank bailout, capital-based macro-prudential policy

9.

Risky Mortgages, Credit Shocks and Cross-Border Spillovers

ESRB: Working Paper Series 2021/123
Number of pages: 29 Posted: 03 Aug 2021
Alejandro Buesa, Alicia De Quinto and Francisco Javier Población García
Banco de España, Banco de España and European Central Bank (ECB)
Downloads 16 (804,802)

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10.

The Stochastic Seasonal Behaviour of Natural Gas Prices

European Financial Management, Vol. 18, Issue 3, pp. 410-443, 2012
Number of pages: 34 Posted: 19 May 2012
Andrés García Mirantes, Francisco Javier Población García and Gregorio Serna
affiliation not provided to SSRN, European Central Bank (ECB) and University of Castilla, La Mancha
Downloads 11 (852,317)
Citation 2

Abstract:

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stochastic calculus, seasonality, commodity prices, Kalman filter, natural gas