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Salomon Garcia-Villegas

CUNEF Universidad

Assistant Professor of Finance

Calle de los Pirineos 55

Madrid, 28040

Spain

http://https://www.salomongarcia.com/

  • CUNEF Universidad

SCHOLARLY PAPERS

6

DOWNLOADS

669

TOTAL CITATIONS

6

Scholarly Papers (6)

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1.

Climate Transition Risk and the Role of Bank Capital Requirements

Downloads 322 (237,543)
Citation 5

Climate Transition Risk and the Role of Bank Capital Requirements

Economic Modelling, Vol. 135, No. 106724, 2024, Banco de Espana Working Paper No. 2410
Number of pages: 64 Posted: 23 Oct 2023 Last Revised: 05 Apr 2024
Salomon Garcia-Villegas and Enric Martorell
CUNEF Universidad and Banco de España
Downloads 203 (378,631)

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climate risk, financial intermediation, macroprudential policy, bank capital requirements

Climate transition risk and the role of bank capital requirements

Banco de Espana Working Paper No. 2410
Number of pages: 59 Posted: 28 Mar 2024
Salomon Garcia-Villegas and Enric Martorell
CUNEF Universidad and Banco de España
Downloads 119 (611,628)
Citation 5

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climate risk, financial intermediation, macroprudential policy, bank capital requirements

2.

Mortgage Securitization and Information Frictions in General Equilibrium

Downloads 137 (608,822)

Mortgage Securitization and Information Frictions in General Equilibrium

Banco de Espana Working Paper No. 2221
Number of pages: 77 Posted: 16 Jun 2023 Last Revised: 23 Sep 2025
Salomon Garcia-Villegas
CUNEF Universidad
Downloads 121 (611,628)

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securitization, banking, DSGE, private information, liquidity frictions

Mortgage Securitization and Information Frictions in General Equilibrium

Number of pages: 63 Posted: 07 Jul 2026
Salomon Garcia-Villegas
CUNEF Universidad
Downloads 16

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Credit Intermediation, Mortgage Markets, Adverse Selection, DSGE, Private Information, Liquidity Frictions

3.

Implications of Higher Inflation and Interest Rates for Macroprudential Policy Stance

ECB Occasional Paper No. 2024/358
Number of pages: 55 Posted: 25 Oct 2024
Hannah Sabine Hempell, Fatima Silva, Valerio Scalone, Wanda Cornacchia, Domenica Di Virgilio, Spyros Palligkinis, Anatoli Segura, Tamás Borkó, Aurélien Espic, Salomon Garcia-Villegas, Marcel Heires, Luis Herrera, Samu Kärkkäinen, Luke Kent, Stefan Kerbl, Sebastian Löhe, Vitor Oliveira and Paulina Steikūné
European Central Bank (ECB) - Directorate General Macroprudential Policy and Financial Stability, Bank of Portugal, European Central Bank (ECB), Bank of Italy, Bank of Slovenia, European Central Bank (ECB), Bank of Italy, Central Bank of Hungary, Banque de France, CUNEF Universidad, Deutsche Bundesbank, Catholic University of Louvain (UCL), Bank of Finland, Bank of Ireland, Oesterreichische Nationalbank (OeNB), BaFin- Federal Financial Supervisory Authority, Bank of Portugal and Bank of Lithuania
Downloads 99 (720,278)
Citation 1

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banks, borrower-based measures, capital buffers, financial stability, macroprudential policy, monetary policy

4.

THE AMPLIFICATION EFFECTS OF ADVERSE SELECTION IN MORTGAGE CREDIT SUPPLY

Banco de Espana Working Paper No. 2316
Number of pages: 40 Posted: 14 Jun 2023
Salomon Garcia-Villegas
CUNEF Universidad
Downloads 45 (1,133,231)

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securitization, screening, banking, information frictions, liquidity

5.

Rethinking Fiscal Rules in Resource-Rich Economies *

Number of pages: 57 Posted: 08 Oct 2025 Last Revised: 09 Oct 2025
Salomon Garcia-Villegas and Rodrigo Heresi
CUNEF Universidad and affiliation not provided to SSRN
Downloads 40 (1,196,171)

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Fiscal rules, Raw materials sector, Open economy macroeconomics JEL classifications: E62, Q32, F41, Countercyclical policy, Welfare optimization, DSGE model

6.

The Heterogeneous Bank Lending Channel of Monetary Policy

Downloads 26 (1,491,251)

The Heterogeneous Bank Lending Channel of Monetary Policy

CESifo Working Paper No. 12676, []
Number of pages: 80 Posted: 19 May 2026
Jorge Abad, Saki Bigio, Salomon Garcia-Villegas, Galo Nuño and Joël Marbet
European Central Bank (ECB), University of California, Los Angeles (UCLA), CUNEF Universidad, Centre for Monetary and Financial Studies (CEMFI) and Banco de España
Downloads 24 (1,559,710)

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heterogeneous banks, bank lending channel, loan pricing

The Heterogeneous Bank Lending Channel of Monetary Policy

NBER Working Paper No. w35239
Number of pages: 79 Posted: 27 May 2026
Jorge Abad, Saki Bigio, Salomon Garcia-Villegas, Joël Marbet and Galo Nuño
European Central Bank (ECB), University of California, Los Angeles (UCLA) - Department of Economics, CUNEF Universidad, Banco de España and Banco de España
Downloads 2 (1,664,434)

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