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Research Staff

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Disclaimer. The Curriculum Vitae in this page, and any links from this page to websites outside of the www.bde.es domain, are the sole responsibility of Carlos Trucharte. The Banco de España is not responsible for their content.

Carlos Trucharte

Staff economist
Financial Stability Analysis Division
Financial Stability Department
DG Banking Regulation

Contact Information

  • Address: Calle Alcalá 48, 28014 Madrid, España
  • e-mail:

Fields of Interest

  • Banking
  • Supervision
  • Financial Stability

JEL Codes

  • C6, G21, E27

Curriculum Vitae

Selected Publications and Working Papers

  • “Mitigating the Procyclicality of Basel II”
    Carlos Trucharte, Rafael Repullo and Jesús Saurina (2009-03)
    Macroeconomic Stability and Financial Regulation: Key issues for the G20 (CEPR) - pp. 105-112
    JEL codes: E32, G28
  • “Stress Testing Credit Distributions of Banks'Portfolios: Risk Structure and Concentration Issues”
    Carlos Trucharte and Adolfo Rodríguez (2008-12)
    Stress Testing for Financial Institutions: Applications, Regulations and Techniques - Risk Incisive Media
  • “Stress Tests and Their Contribution to Financial Stability”
    Carlos Trucharte, Antonio Marcelo and Adolfo Rodríguez (2008-02)
    Journal of Banking Regulation - 9(2), pp. 65-81
  • “Un análisis de la contribución de la Central de Información de Riesgos a la eficiencia del sistema financiero español”
    Carlos Trucharte and Jesús Saurina (2007-12)
    Papeles de Economía Española - 114
  • “Loss coverage and Stress Testing Mortgage Portfolios: a Non-Parametric Approach”
    Carlos Trucharte and Adolfo Rodríguez
    Journal of Financial Stability - 3(4), pp. 342-367
  • “An assessment of Basel II procyclicality in mortgage portfolios”
    Jesús Saurina and CarlosTrucharte (2007-10)
    Journal of Financial Services Research - 32 (1-2), October, 2007, 81-101
  • “Riesgo Bancario y Financiación de las PYME: perspectivas con Basilea II”
    Carlos Trucharte and Adolfo Rodríguez (2007-07)
    Perspectivas del Sistema Financiero - 90, pp. 21-42
  • “The Impact of Basel II on Lending to Small-and-Medium-Sized Firms. A Regulatory Policy Assessment Based on Spanish Credit Register Data”
    Carlos Trucharte and Jesús Saurina (2004-10)
    Journal of Financial Services Research - 26(2), pp.121-144

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