Staff Economist
Stress Tests DivisionFinancial Stability and Macroprudential Policy DepartmentDG Financial Stability, Regulation and ResolutionInformación de contacto
- Calle Alcalá, 48, 28014 Madrid
- https://jorge-abad.github.io/
- Curriculum Vitae (134 KB)
Campos de interés
Macroeconomics, Banking, Macroprudential Regulation, Monetary Policy
JEL Codes
E44, F34, G01, G21, G28, M41,
Publications
A macroeconomic model of banks’ endogenous systemic risk taking
Jorge Abad with D. Martinez-Miera (UC3M) and J. Suarez (CEMFI)
CEPR Discussion Paper 19532
From Incurred to Expected Loss: Implications for Bank Lending
Jorge Abad with D. Ikeda (Bank of Japan) and J. Suarez (CEMFI)
CEMFI Working Paper 2509
CBDC and the operational framework of monetary policy
Jorge Abad with G. Nuño (Bank of Spain) and Carlos Thomas (Bank of Spain)
Journal of Monetary Economics (2025), Volume 151, 103762
Mapping exposures of EU banks to the global shadow banking system
Jorge Abad with M. D’Errico, N. Killeen, V. Luz, T. Peltonen, R. Portes and T. Urbano
Journal of Banking & Finance (2022), Volume 134, 106168
Breaking the sovereign-bank nexus
Jorge Abad
The procyclicality of expected credit loss provisions
Jorge Abad with J. Suarez (CEMFI) CEPR Discussion Paper 13135
Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset
Jorge Abad with I. Aldasoro, C. Aymanns, M. D’Errico, L. Fache Rousova, P. Hoffmann, S. Langfield, M. Neychev and T. Roukny ESRB Occasional Paper No. 11