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Abad, Jorge

Staff Economist

Stress Tests Division
Financial Stability and Macroprudential Policy Department
DG Financial Stability, Regulation and Resolution

Información de contacto

Campos de interés

Macroeconomics, Banking, Macroprudential Regulation, Monetary Policy

JEL Codes

E44, F34, G01, G21, G28, M41,

A macroeconomic model of banks’ endogenous systemic risk taking Jorge Abad with D. Martinez-Miera (UC3M) and J. Suarez (CEMFI)

CEPR Discussion Paper 19532

 JEL Codes: G01, G21, G28, E44

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

 JEL Codes: G21, G28, M41

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

 JEL Codes: E42, E44, E52, G21

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

 JEL Codes: F65, G21, G23

Breaking the sovereign-bank nexus

Jorge Abad

 JEL Codes: E44, F34, G01, G21, G28

The procyclicality of expected credit loss provisions

Jorge Abad with J. Suarez (CEMFI)

CEPR Discussion Paper 13135

 JEL Codes: G21, G28, M41

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

 JEL Codes: G15, G18