Research Staff(alphabetical)


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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

Head of Division

Financial Stability Analysis Division
Financial Stability Department
DG Financial Stability and Resolution

Contact Information

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” Abre en nueva ventana

    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” Abre en nueva ventana

    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” Abre en nueva ventana

    Carlos Trucharte and Jesús Saurina (2004-10)

    Journal of Financial Services Research - 26(2), pp.121-144

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