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Patrick Van Roy
Patrick Van Roy
National Bank of Belgium, ECARES, Université libre de Bruxelles
Verified email at ulb.ac.be
Title
Cited by
Cited by
Year
What determines Euro area bank CDS spreads?
J Annaert, M De Ceuster, P Van Roy, C Vespro
Journal of International Money and Finance 32, 444-461, 2013
2802013
The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study
P Van Roy
EFMA 2004 Basel Meetings, Forthcoming, 2005
1412005
Capital requirements and bank behavior in the early 1990s: Cross-country evidence
P Van Roy
Fourteenth Issue (September 2008) of the International Journal of Central …, 2018
922018
Is there a difference between solicited and unsolicited bank ratings and, if so, why?
P Van Roy
National Bank of Belgium working paper, 2006
592006
Credit ratings and the standardised approach to credit risk in Basel II
P Van Roy
ECB Working Paper, 2005
572005
Failure prediction models: performance, disagreements, and internal rating systems
J Mitchell, P Van Roy
National Bank of Belgium working paper, 2007
342007
Is there a difference between solicited and unsolicited bank ratings and, if so, why?
P Van Roy
Journal of Financial Services Research 44, 53-86, 2013
262013
The role and impact of external support in bank credit ratings
P Van Roy, C Vespro
Financial Stability Review 10 (1), 109-119, 2012
122012
Is there a difference in treatment between solicited and unsolicited bank ratings and, if so, why?
P Van Roy
EconWPA, 2005
92005
Using bank loans as collateral in Europe: The role of liquidity and funding purposes
F Koulischer, P Van Roy
NBB Working Paper, 2017
82017
Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium
S Ferrari, P Van Roy, C Vespro
Journal of Financial Stability 52, 100805, 2021
72021
Stress testing credit risk: Modelling issues
S Ferrari, P Van Roy, C Vespro
Financial Stability Review 9 (1), 105-120, 2011
62011
The Impact of the 1988 Basel Accord on Banks’ Capital Ratios and Credit Risk-Taking: An International Study. Finance 0509013
P Van Roy
Economics Working Paper, Archive EconWPA, http://129.3 20, 2005
62005
Ten years after the financial crisis: Regulatory reforms and the Belgian Banking Sector
J Mitchell, P Van Roy, C Vespro
Reflets et perspectives de la vie économique, 9-28, 2017
52017
The Impact of the 1988 Basel Accord on Banks: Capital Ratios and Credit Risk Taking
P Van Roy
International Banking Regulations, 125-142, 2005
42005
Use of credit registers to monitor financial stability risks: A cross-country application to sectoral risk
P Van Roy, G Barbic, A Koban, C Kouratzoglou
IFC Bulletins chapters 46, 2017
32017
Loans to non-financial corporations: what can we learn from credit condition surveys?
S Ferrari, G Schepens, P Van Roy
Financial Stability Review 11 (1), 103-117, 2013
32013
Réglementation prudentielle des banques et notations bancaires non sollicitées
P Van Roy
Reflets et perspectives de la vie économique, 79-86, 2008
32008
nA survey of flailure prediction models offered by vendors with an application to Belgian datao
J Mitchell, P Van Roy
Financial Stability Review, National Bank of Belgium, June 135, 144, 2007
32007
Is There a Difference Between Solicited and Unsolicited Bank Ratings and If So, Why?
P Van Roy
National Bank of Belgium, 2005
22005
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