as well as the information shared by the Department of Supervision IV from the Central Bank and the suggestions and feedback received from colleagues attending at two internal webinars done to present this work. The opinions and analyses on this paper are responsibility exclusively of the authors and, therefore, do not necessarily coincide with those from Banco de España or the Eurosystem.
and appreciate the comments received from José Manuel Marqués, Ana Fernández and Sergio Gorjón, as well as all the feedback received in two internal seminar done at the Spanish Central Bank, and the 9th Research Workshop of the European Banking Authority (EBA), specially from our discussant Klaus Duellmann (European Central Bank). Part of this paper has been used for the realization of the master´s thesis of José Manuel Carbó for the Master in Artificial Intelligence for Financial Markets of Bolsas y Mercados Españoles. The opinions and analyses expressed in this paper are the responsibility of the authors and, therefore, do not necessarily match with those of the Banco de España or the Eurosystem.
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