Patrick Van Roy
Names
first:
Patrick
last:
Van Roy
Contact
email:
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Affiliations
Nationale Bank van België/Banque national de Belqique (BNB) (weight: 50%)
website location: Bruxelles/Brussel, Belgium
Université Libre de Bruxelles
→ Solvay Brussels School of Economics and Management
→ European Centre for Advanced Research in Economics and Statistics (ECARES) (weight: 50%)
website location: Bruxelles, Belgium
Research profile
author of:
The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study by Patrick Van Roy
Is there a difference in treatment between solicited and unsolicited bank ratings and, if so, why? by Patrick Van Roy
Credit ratings and the standardised approach to credit risk in Basel II by Patrick Van Roy
Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence by Patrick Van Roy
Réglementation prudentielle des banques et notations bancaires non sollicitées by Patrick Van Roy
Vocabulaire de l'économie en Belgique by Patrick Van Roy Hervé Broquet
A survey of failure prediction models offered by vendors with an application to Belgian data by Patrick Van Roy Janet Mitchell
A survey of failure prediction models offered by vendors with an application to Belgian data by Janet Mitchell Patrick Van Roy
Stress testing credit risk: modelling issues by Stijn Ferrari Patrick Van Roy Cristina Vespro
What determines euro area bank CDS spreads ? by Jan Annaert Marc De Ceuster Patrick Van Roy Cristina Vespro
Transparency in banking by Patrick Van Roy
In search of timely credit risk indicators : a view of the current crisis from a market-implied ratings perspective by Stijn Ferrari Patrick Van Roy Cristina Vespro
The role and impact of external support in bank credit ratings by Patrick Van Roy Cristina Vespro
What determines Euro area bank CDS spreads? by Annaert, Jan De Ceuster, Marc Van Roy, Patrick Vespro, Cristina
Loans to non-financial corporations: what can we learn from credit condition surveys? by Stijn Ferrari Glenn Schepens Patrick Van Roy
Is There a Difference Between Solicited and Unsolicited Bank Ratings and, If So, Why? by Patrick Roy
The role of internal models in regulatory capital requirements: a comparison of Belgian banks’ credit risk parameters by Eric Gustin Patrick Van Roy
Essays on the economics of banking and the prudential regulation of banks by Patrick Van Roy
Credit ratings and the standardised approach to credit risk in Basel II by Van Roy, Patrick
Ten Years after the Financial Crisis: Regulatory Reforms and the Belgian Banking Sector by Janet Mitchell Patrick Van Roy Cristina Vespro
Ten years after the financial crisis: Regulatory reforms and the Belgian Banking Sector by Janet Mitchell Patrick Van Roy Cristina Vespro
Failure prediction models : performance, disagreements, and internal rating systems by Janet Mitchell Patrick Van Roy
What determines euro area bank CDS spreads ? by Jan Annaert Marc De Ceuster Patrick Van Roy Cristina Vespro
Is there a difference between solicited and unsolicited bank ratings and if so, why ? by Patrick Van Roy
Using bank loans as collateral in Europe : The role of liquidity and funding purposes by François Koulischer Patrick Van Roy
Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium by Patrick Van Roy Stijn Ferrari Cristina Vespro
Use of credit registers to monitor financial stability risks: A cross-country application to sectoral risk by Patrick van Roy Gaia Barbic Anne Koban Charalampos Kouratzoglou edited by