Details about Patrick Van Roy

Access statistics for papers by Patrick Van Roy.

Last updated 2024-04-08. Update your information in the RePEc Author Service.

Short-id: pva184

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
   See also Journal Article Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium, Journal of Financial Stability, Elsevier (2021) View citations (2) (2021)

2017

2. 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 Ten Years after the Financial Crisis: Regulatory Reforms and the Belgian Banking Sector, Reflets et perspectives de la vie économique, De Boeck Université (2017) (2017)
3. Using bank loans as collateral in Europe: The role of liquidity and funding purposes
   Working Paper Research, National Bank of Belgium View citations (2)

2010

4. What determines euro area bank CDS spreads ?
   Working Paper Research, National Bank of Belgium View citations (11)
   See also Journal Article What determines Euro area bank CDS spreads?, Journal of International Money and Finance, Elsevier (2013) View citations (114) (2013)

2007

5. A survey of failure prediction models offered by vendors with an application to Belgian data
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
   See also Journal Article A survey of failure prediction models offered by vendors with an application to Belgian data, Financial Stability Review, National Bank of Belgium (2007) (2007)
6. Failure prediction models: performance, disagreements, and internal rating systems
   Working Paper Research, National Bank of Belgium View citations (4)
7. Vocabulaire de l'économie en Belgique
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

2006

8. Essays on the economics of banking and the prudential regulation of banks
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
9. Is there a difference between solicited and unsolicited bank ratings and if so, why ?
   Working Paper Research, National Bank of Belgium View citations (13)
   See also Journal Article Is There a Difference Between Solicited and Unsolicited Bank Ratings and, If So, Why?, Journal of Financial Services Research, Springer (2013) View citations (14) (2013)

2005

10. Credit ratings and the standardised approach to credit risk in Basel II
    Finance, University Library of Munich, Germany View citations (9)
    Also in Working Paper Series, European Central Bank (2005) View citations (15)
11. Is there a difference in treatment between solicited and unsolicited bank ratings and, if so, why?
    Finance, University Library of Munich, Germany View citations (6)
12. The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study
    Finance, University Library of Munich, Germany View citations (7)

Journal Articles

2021

1. Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium
   Journal of Financial Stability, 2021, 52, (C) View citations (2)
   See also Working Paper Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium, Working Paper Research (2018) (2018)

2017

2. 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
   See also Working Paper Ten years after the financial crisis: Regulatory reforms and the Belgian Banking Sector, ULB Institutional Repository (2017) (2017)

2014

3. 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 View citations (3)

2013

4. Is There a Difference Between Solicited and Unsolicited Bank Ratings and, If So, Why?
   Journal of Financial Services Research, 2013, 44, (1), 53-86 View citations (14)
   See also Working Paper Is there a difference between solicited and unsolicited bank ratings and if so, why ?, Working Paper Research (2006) View citations (13) (2006)
5. Loans to non-financial corporations: what can we learn from credit condition surveys?
   Financial Stability Review, 2013, 11, (1), 103-117 View citations (4)
6. What determines Euro area bank CDS spreads?
   Journal of International Money and Finance, 2013, 32, (C), 444-461 View citations (114)
   Also in Financial Stability Review, 2009, 7, (1), 153-169 (2009) View citations (1)
   See also Working Paper What determines euro area bank CDS spreads ?, Working Paper Research (2010) View citations (11) (2010)

2012

7. The role and impact of external support in bank credit ratings
   Financial Stability Review, 2012, 10, (1), 109-119 View citations (4)

2011

8. Stress testing credit risk: modelling issues
   Financial Stability Review, 2011, 9, (1), 105-120 View citations (4)

2010

9. 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

2008

10. Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence
    International Journal of Central Banking, 2008, 4, (3), 29-60 View citations (21)
11. Réglementation prudentielle des banques et notations bancaires non sollicitées
    Reflets et perspectives de la vie économique, 2008, XLVII, (3), 79-86
12. Transparency in banking
    Financial Stability Review, 2008, 6, (1), 133-147

2007

13. A survey of failure prediction models offered by vendors with an application to Belgian data
    Financial Stability Review, 2007, 5, (1), 135-144
    See also Working Paper A survey of failure prediction models offered by vendors with an application to Belgian data, ULB Institutional Repository (2007) (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 View citations (2)