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Jorge Abad

Bank of Spain

Calle Alcala, 48

Madrid, 28014

Spain

SCHOLARLY PAPERS

3

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1,288

TOTAL CITATIONS

3

Scholarly Papers (3)

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1.

CBDC and the Operational Framework of Monetary Policy

Downloads 986 (58,487)
Citation 1

CBDC and the Operational Framework of Monetary Policy

Banco de Espana Working Paper 2404
Number of pages: 75 Posted: 09 Feb 2024
Jorge Abad, Galo Nuño and Carlos Thomas
Bank of Spain, Banco de España and Banco de España
Downloads 818 (74,229)
Citation 1

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central bank digital currency (CBDC), interbank market, search and matching frictions, excess reserves

CBDC and the Operational Framework of Monetary Policy

CESifo Working Paper No. 10896
Number of pages: 78 Posted: 23 Jan 2024
Jorge Abad, Galo Nuño and Carlos Thomas
Bank of Spain, Banco de España and Banco de España
Downloads 168 (451,110)

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central bank digital currency, interbank market, search and matching frictions, excess reserves

2.

A Macroeconomic Model of Banks’ Systemic Risk Taking

Banco de Espana Working Paper No. 2441
Number of pages: 58 Posted: 22 Nov 2024
Jorge Abad, David Martinez Miera and Javier Suarez
Bank of Spain, Charles III University of Madrid and Centre for Monetary and Financial Studies (CEMFI)
Downloads 175 (433,279)

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Capital requirements, Risk shifting, Deposit insurance, Systemic risk, Financial crises, Macroprudential policies

3.

Analysis of cyclical systemic risks in spain and of their mitigation through countercyclical bank capital requirements

Banco de Espana Occasional Paper No. 2414
Number of pages: 81 Posted: 19 Jul 2024
Ángel Estrada, Carlos Pérez Montes, Jorge Abad, Carmen Broto, Esther Cáceres García, Alejandro Ferrer, Jorge Galán, Gergely Ganics, Javier García Villasur, Samuel Hurtado, Nadia Lavín, Joël Marbet, Enric Martorell, David Martinez Miera, Ana Molina, Irene Pablos and Gabriel Perez-Quiros
Banco de España, Banco de España, Bank of Spain, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Banco de España, Charles III University of Madrid, Banco de España, European Central Bank (ECB) and Banco de España
Downloads 127 (580,653)
Citation 2

Abstract:

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cyclical systemic risk, bank capital requirements, countercyclical capital buffer, GDP, credit, indicator, stress tests, growth at risk, Bayesian analysis, general equilibrium