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Banco de EspañaBank
El trabajo analiza el comportamiento ciclico del credito bancario, la morosidad y la dotacion de provisiones para insolvencias en España. Al igual que ocurre en otros paises, estas tres variables son fuertemente cicliclas en España, lo que plantea ciertos problemas desde el punto de vista del supervisor/regulador de los bancos. Se explica con detalle la justificacion y los efectos esperados de la nueva provision del riesgo de credito -denominada provision estadistica- aprobada recientemente por el Banco de España con el fin de propiciar un reconocimiento adecuado de las perdidas esperadas. (ad
In this paper we investigate the impact of rapid credit growth on ex ante credit risk. We present mi...
Artículo de revistaThis article contains a detailed numerical analysis of the Spanish dynamic provis...
En este estudio analizamos el efecto del capital bancario en las expansiones y contracciones crediti...
participants in an internal seminar in the Banco de España for very helpful comments. BANCO DE ESPAÑ...
The purpose of this paper is to analyse the growth of bank credit and its prudential implications in...
Evento: Conferencia 'Financial Stability, Central Banking and Supervisory Challenges'. Organizado p...
The recent global financial crisis has proven that procyclicality of loan loss provisions is an incr...
In this paper, the evolution of loan loss provisions in Spain is analysed, given the impact of the f...
Reducing credit procyclicality represents one of the key challenges on the regulatory agenda to refo...
In this paper we present the latest developments in credit risk management in the Spanish fi nancial...
Evento: EAPB Congress. Organizado por: European Association of Public Banks (EAPB
Purpose: The purpose of this paper is to investigate the determinants of non-performing loans in the...
A response to the Global Financial Crisis was the introduction of the Basel III regulatory requireme...
Purpose: The paper examines the effectiveness of internal control systems, explores the exposure of ...
The Spanish financial system is experiencing a very turbulent economic period in which loan defaults...
In this paper we investigate the impact of rapid credit growth on ex ante credit risk. We present mi...
Artículo de revistaThis article contains a detailed numerical analysis of the Spanish dynamic provis...
En este estudio analizamos el efecto del capital bancario en las expansiones y contracciones crediti...
participants in an internal seminar in the Banco de España for very helpful comments. BANCO DE ESPAÑ...
The purpose of this paper is to analyse the growth of bank credit and its prudential implications in...
Evento: Conferencia 'Financial Stability, Central Banking and Supervisory Challenges'. Organizado p...
The recent global financial crisis has proven that procyclicality of loan loss provisions is an incr...
In this paper, the evolution of loan loss provisions in Spain is analysed, given the impact of the f...
Reducing credit procyclicality represents one of the key challenges on the regulatory agenda to refo...
In this paper we present the latest developments in credit risk management in the Spanish fi nancial...
Evento: EAPB Congress. Organizado por: European Association of Public Banks (EAPB
Purpose: The purpose of this paper is to investigate the determinants of non-performing loans in the...
A response to the Global Financial Crisis was the introduction of the Basel III regulatory requireme...
Purpose: The paper examines the effectiveness of internal control systems, explores the exposure of ...
The Spanish financial system is experiencing a very turbulent economic period in which loan defaults...
In this paper we investigate the impact of rapid credit growth on ex ante credit risk. We present mi...
Artículo de revistaThis article contains a detailed numerical analysis of the Spanish dynamic provis...
En este estudio analizamos el efecto del capital bancario en las expansiones y contracciones crediti...
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