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Analysis of institutional authors

Hernandez-Tamurejo, AlvaroAuthor

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Exploring the impact of loans on credit risk management in Spanish systemic banks

Publicated to:The Journal Of Risk Finance. 26 (1): 22-40 - 2024-11-26 26(1), DOI: 10.1108/JRF-07-2024-0191

Authors: Saiz-Sepulveda, Alvaro; Hernandez-Tamurejo, Alvaro

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Abstract

Purpose - This research analyses the solvency behaviour of systemically important (or systemic) Spanish banks, focusing on their credit risk management during the subprime mortgage crisis and the COVID-19 pandemic. Design/methodology/approach - The top three Spanish banks (BBVA, Banco Santander and Caixabank) were selected as a representative sample. Key indicators, such as the volume of assets, amount of financing or loans to clients, non-performing loan (NPL) ratio, reported volume of write-offs, equity and share capital, were analysed to assess their solvency and credit risk management. Furthermore, from the variables evaluated, a structural equation model has been proposed to evaluate the structural relationships among the variables. Findings - The results indicate a significant reorganisation of these institutions after the subprime crisis. This reorganisation was crucial for providing the necessary room to manoeuvre to overcome the challenges posed by the COVID-19 crisis. However, the study highlights the importance of implementing preventive management policies to handle future crises effectively. Originality/value - This study provides valuable insights into the solvency and credit risk management of systemic Spanish banks during two major financial crises. The evidence presented is particularly relevant for bank managers and policymakers, offering guidance on effective credit risk treatment and crisis management strategies.

Keywords

Banking assetsBanking loansCredit riskEquitNpl ratioWrite-offs

Quality index

Bibliometric impact. Analysis of the contribution and dissemination channel

The work has been published in the journal The Journal Of Risk Finance due to its progression and the good impact it has achieved in recent years, according to the agency WoS (JCR), it has become a reference in its field. In the year of publication of the work, 2024 there are still no calculated indicators, but in 2023, it was in position 14/233, thus managing to position itself as a Q1 (Primer Cuartil), in the category Business, Finance. Notably, the journal is positioned above the 90th percentile.

Independientemente del impacto esperado determinado por el canal de difusión, es importante destacar el impacto real observado de la propia aportación.

Según las diferentes agencias de indexación, el número de citas acumuladas por esta publicación hasta la fecha 2025-06-07:

  • WoS: 1
  • Scopus: 2

Impact and social visibility

From the perspective of influence or social adoption, and based on metrics associated with mentions and interactions provided by agencies specializing in calculating the so-called "Alternative or Social Metrics," we can highlight as of 2025-06-07:

  • The use of this contribution in bookmarks, code forks, additions to favorite lists for recurrent reading, as well as general views, indicates that someone is using the publication as a basis for their current work. This may be a notable indicator of future more formal and academic citations. This claim is supported by the result of the "Capture" indicator, which yields a total of: 16 (PlumX).

Leadership analysis of institutional authors

There is a significant leadership presence as some of the institution’s authors appear as the first or last signer, detailed as follows: First Author () and Last Author (Hernández Tamurejo, Álvaro).

the author responsible for correspondence tasks has been .