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. The Banco de España is not responsible for their content.
Andrés Alonso
Senior Economist
Financial Innovation Division
DGA Financial Innovation 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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“Los productos financieros sostenibles desde el punto de vista de los supervisores y los reguladores: sector bancario”
Andrés Alonso y Clara Isabel González (forthcoming)
"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 y José Manuel Marqués (forthcoming)
"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 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 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 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 (2020)
IEF Observatorio de Divulgación Financiera, Documento de Trabajo N 32
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“Financial innovation for a sustainable economy”
Andrés Alonso and José Manuel Marqués (2019)
Banco de España Occasional Papers 1916
JEL codes: Q54, Q55, Q56.