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 | 280 | 2013 |
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 | 141 | 2005 |
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 | 92 | 2018 |
Is there a difference between solicited and unsolicited bank ratings and, if so, why? P Van Roy National Bank of Belgium working paper, 2006 | 59 | 2006 |
Credit ratings and the standardised approach to credit risk in Basel II P Van Roy ECB Working Paper, 2005 | 57 | 2005 |
Failure prediction models: performance, disagreements, and internal rating systems J Mitchell, P Van Roy National Bank of Belgium working paper, 2007 | 34 | 2007 |
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 | 26 | 2013 |
The role and impact of external support in bank credit ratings P Van Roy, C Vespro Financial Stability Review 10 (1), 109-119, 2012 | 12 | 2012 |
Is there a difference in treatment between solicited and unsolicited bank ratings and, if so, why? P Van Roy EconWPA, 2005 | 9 | 2005 |
Using bank loans as collateral in Europe: The role of liquidity and funding purposes F Koulischer, P Van Roy NBB Working Paper, 2017 | 8 | 2017 |
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 | 7 | 2021 |
Stress testing credit risk: Modelling issues S Ferrari, P Van Roy, C Vespro Financial Stability Review 9 (1), 105-120, 2011 | 6 | 2011 |
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 | 6 | 2005 |
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 | 5 | 2017 |
The Impact of the 1988 Basel Accord on Banks: Capital Ratios and Credit Risk Taking P Van Roy International Banking Regulations, 125-142, 2005 | 4 | 2005 |
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 | 3 | 2017 |
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 | 3 | 2013 |
Réglementation prudentielle des banques et notations bancaires non sollicitées P Van Roy Reflets et perspectives de la vie économique, 79-86, 2008 | 3 | 2008 |
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 | 3 | 2007 |
Is There a Difference Between Solicited and Unsolicited Bank Ratings and If So, Why? P Van Roy National Bank of Belgium, 2005 | 2 | 2005 |