Research

Working papers

Loan evergreening through banks' lenses: Evidence from credit product-level data (with C. Dassatti Camors and R. Lluberas). Centre for Banking Research Working Paper 02/21. Revise and resubmit (2nd round) at the Journal of Money, Credit and Banking.

Macroprudential and monetary policy: Loan-level evidence from reserve requirements (with C. Dassatti Camors, J.-L. Peydró, and S. Vicente), 2019, UPF Economics Working Paper series 1650.

Bank capital regulation and derivatives clearing (with J. Acosta-Smith and G. Ferrara), 2022, Bank of England Staff Working Paper 735. Revise and resubmit.

Prize: Best paper on regulation in the 27th Finance Forum (2019).

Main publications

Macroprudential policy, mortgage cycles and distributional effects: Evidence from the UK (with J.-L. Peydró, J. Tripathy, and A. Uluc), 2024, The Review of Financial Studies 37(3): 727-760.

Securities trading by banks and credit supply: Micro-evidence from the crisis (with P. Abbassi, R. Iyer, and J.-L. Peydró),  2016, Journal of Financial Economics 121(3): 569-594.

Work in progress

Accounting for the Euro Area sovereign debt crisis: Accounting standards and sovereign-bank contagion (with Y. Cao and M. Willison).

"What a fix we're in": Monetary policy and mortgage fixation (with A. Rajan and M. Salgado-Moreno).

Pandemic lending (with A. Gallo and M. Park)

Other publications

Does the Intensity of Prudential Regulation Affect Banks? Evidence from the 2007-2009 Crises  (with I. Argimón and G. Arqué), 2011, Journal of Governance and Regulation 1 (3): 14-24.

Regulating remuneration schemes in banking (with I. Argimón and G. Arqué), 2011, chapter in Basel III and Beyond, edited by F. Cannata and M. Quagliariello, Risk Books.