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Details about Patrick Van Roy

E-mail:
Workplace:Nationale Bank van België/Banque national de Belqique (BNB) (National Bank of Belgium), (more information at EDIRC)
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles (Free University of Brussels), (more information at EDIRC)

Access statistics for papers by Patrick Van Roy.

Last updated 2019-01-30. Update your information in the RePEc Author Service.

Short-id: pva184


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Working Papers

2018

  1. Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium
    Working Paper Research, National Bank of Belgium Downloads

2017

  1. Ten years after the financial crisis: Regulatory reforms and the Belgian Banking Sector
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    See also Journal Article in Reflets et perspectives de la vie économique (2017)
  2. Using bank loans as collateral in Europe: The role of liquidity and funding purposes
    Working Paper Research, National Bank of Belgium Downloads

2010

  1. What determines euro area bank CDS spreads ?
    Working Paper Research, National Bank of Belgium Downloads View citations (4)
    See also Journal Article in Journal of International Money and Finance (2013)

2007

  1. A survey of failure prediction models offered by vendors with an application to Belgian data
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads
    See also Journal Article in Financial Stability Review (2007)
  2. Failure prediction models: performance, disagreements, and internal rating systems
    Working Paper Research, National Bank of Belgium Downloads View citations (2)
  3. Vocabulaire de l'économie en Belgique
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

2006

  1. Essays on the economics of banking and the prudential regulation of banks
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads
  2. Is there a difference between solicited and unsolicited bank ratings and if so, why ?
    Working Paper Research, National Bank of Belgium Downloads View citations (2)
    See also Journal Article in Journal of Financial Services Research (2013)

2005

  1. Credit ratings and the standardised approach to credit risk in Basel II
    Working Paper Series, European Central Bank Downloads View citations (5)
    Also in Finance, University Library of Munich, Germany (2005) Downloads View citations (6)
  2. Is there a difference in treatment between solicited and unsolicited bank ratings and, if so, why?
    Finance, University Library of Munich, Germany Downloads View citations (2)
  3. The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study
    Finance, University Library of Munich, Germany Downloads View citations (3)

Journal Articles

2017

  1. Ten Years after the Financial Crisis: Regulatory Reforms and the Belgian Banking Sector
    Reflets et perspectives de la vie économique, 2017, LVI, (1), 9-28 Downloads
    See also Working Paper (2017)

2014

  1. The role of internal models in regulatory capital requirements: a comparison of Belgian banks’ credit risk parameters
    Financial Stability Review, 2014, 12, (1), 141-151 Downloads View citations (2)

2013

  1. Is There a Difference Between Solicited and Unsolicited Bank Ratings and, If So, Why?
    Journal of Financial Services Research, 2013, 44, (1), 53-86 Downloads View citations (8)
    See also Working Paper (2006)
  2. Loans to non-financial corporations: what can we learn from credit condition surveys?
    Financial Stability Review, 2013, 11, (1), 103-117 Downloads View citations (1)
  3. What determines Euro area bank CDS spreads?
    Journal of International Money and Finance, 2013, 32, (C), 444-461 Downloads View citations (62)
    Also in Financial Stability Review, 2009, 7, (1), 153-169 (2009) Downloads

    See also Working Paper (2010)

2012

  1. The role and impact of external support in bank credit ratings
    Financial Stability Review, 2012, 10, (1), 109-119 Downloads View citations (3)

2011

  1. Stress testing credit risk: modelling issues
    Financial Stability Review, 2011, 9, (1), 105-120 Downloads View citations (3)

2010

  1. In search of timely credit risk indicators: a view of the current crisis from a market-implied ratings perspective
    Financial Stability Review, 2010, 8, (1), 161-175 Downloads

2008

  1. Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence
    International Journal of Central Banking, 2008, 4, (3), 29-60 Downloads View citations (14)
  2. Réglementation prudentielle des banques et notations bancaires non sollicitées
    Reflets et perspectives de la vie économique, 2008, XLVII, (3), 79-86 Downloads
  3. Transparency in banking
    Financial Stability Review, 2008, 6, (1), 133-147 Downloads

2007

  1. A survey of failure prediction models offered by vendors with an application to Belgian data
    Financial Stability Review, 2007, 5, (1), 135-144 Downloads
    See also Working Paper (2007)

Chapters

2017

  1. Use of credit registers to monitor financial stability risks: A cross-country application to sectoral risk
    A chapter in Data needs and Statistics compilation for macroprudential analysis, 2017, vol. 46 Downloads
 
Page updated 2019-05-21