Research Staff(alphabetical)
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 Andrés Alonso-Robisco. The Banco de España is not responsible for their content.
Andrés Alonso-Robisco
Senior Economist
Financial Innovation Division
ADG Payments and Market Infrastructures
Contact Information
- Address: C/ Alcalá 48, 28014 Madrid, SPAIN
Fields of Interest
Artificial Intelligence and Machine Learning in Banking
Sustainable Finance
Behavioral Economics
JEL Codes
- No JEL Codes specified.
Curriculum Vitae
Selected Publications and Working Papers
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“Houston, we have a problem: can satellite information bridge the climate-related data gap?”
Andrés Alonso-Robisco, José Manuel Carbó, Emily Kormanyos and Elena Triebskorn (2024)
Banco de España Occasional Paper 2428
JEL codes: C8, C55, Q56
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“Where and how machine learning plays a role in climate finance research”
Andrés Alonso-Robisco, Javier Bas, José Manuel Carbó, Aranzazu de Juan y José Manuel Marqués (2024)
Journal of Sustainable Finance and Investment
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“Analysis of CBDC Narrative of Central Banks using Large Language Models”
Andrés Alonso-Robisco y José Manuel Carbó (2023)
Banco de España Working Paper 2321
Finance Research Letters 58 (2023) 104643
https://doi.org/10.1016/j.frl.2023.104643
JEL codes: G15, G41, E58
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“Aprendizaje automático en modelos de concesión de crédito: oportunidades y riesgos”
Andrés Alonso-Robisco y José Manuel Carbó (2023)
Análisis Financiero y Big Data (capítulo III), Funcas
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“Can machine learning models save capital for banks? Evidence from a Spanish credit portfolio”
Andrés Alonso-Robisco & José Manuel Carbó (2022)
International Review of Financial Analysis, volume 84, November 2022, 102372
JEL codes: C45, C38, G21
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“Accuracy of explanations of machine learning models for credit decisions”
Andrés Alonso-Robisco y José Manuel Carbó (2022)
Banco de España Working Paper 2222
JEL codes: C55, C63, G17
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“Measuring the model risk-adjusted performance of machine learning algorithms in credit default prediction”
Andrés Alonso-Robisco y José Manuel Carbó (2022)
Financial Innovation 8:70
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“How Do Central Banks Identify Risks? A Survey of Indicators”
Andrés Alonso-Robisco et al. (2021)
Banco de España Occasional Paper 2125
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“Los productos financieros sostenibles desde el punto de vista de los supervisores y los reguladores: sector bancario”
Andrés Alonso-Robisco y Clara Isabel González (2021)
"La sostenibilidad y el nuevo marco institucional y regulatorio de las finanzas sostenibles" Aranzadi
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“Principales transformaciones en las áreas funcionales de las entidades financieras”
Andrés Alonso-Robisco y José Manuel Marqués (2021)
"El rol de las finanzas en una economía sotenible" IEAF-FEF (pp. 297-302)
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“Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation”
Andrés Alonso-Robisco y José Manuel Carbó (2021)
Banco de España Working Paper 2105
JEL codes: C45, C38, G21
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“Machine learning in credit risk: measuring the dilemma between prediction and supervisory cost”
Andrés Alonso-Robisco y José Manuel Carbó (2020)
Banco de España Working Paper 2032
JEL codes: C53, D81, G17
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“On the risk-adjusted performance of machine learning models in credit default prediction”
(1 MB)
Andrés Alonso-Robisco and José Manuel Carbó (2020)
SUERF Policy Note Issue No 210, December 2020
JEL codes: C53, D81, G17
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“Los emisores soberanos ante la revolución sostenible ”
Andrés Alonso-Robisco (2020)
IEF Observatorio de Divulgación Financiera, Documento de Trabajo N 32
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“Financial innovation for a sustainable economy”
Andrés Alonso-Robisco and José Manuel Marqués (2019)
Banco de España Occasional Papers 1916
JEL codes: Q54, Q55, Q56.