Carbó, José Manuel

Senior Economist

Financial Innovation Division
ADG Payments and Market Infrastructures

Información de contacto

Publications

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

Banco de España Working Paper 2105

JEL Codes: C45, C38, G21

Measuring the model risk‑adjusted performance of machine learning algorithms in credit default prediction Andrés Alonso y José Manuel Carbó (2021)

Financial Innovation 8: 70

SUERF Policy Note Issue No 210, December 2020

Banco de España Working Paper 2032

JEL Codes: C53, D81, G17