Patrick Van Roy
Names
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Patrick |
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Van Roy |
Identifer
Contact
Affiliations
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Nationale Bank van België/Banque national de Belqique (BNB) (weight: 50%)
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Université Libre de Bruxelles
/ Solvay Brussels School of Economics and Management
/ European Centre for Advanced Research in Economics and Statistics (ECARES) (weight: 50%)
Research profile
author of:
- Use of credit registers to monitor financial stability risks: A cross-country application to sectoral risk (RePEc:bis:bisifc:46-31)
by Patrick van Roy & Gaia Barbic & Anne Koban & Charalampos Kouratzoglou - Réglementation prudentielle des banques et notations bancaires non sollicitées (RePEc:cai:rpvedb:rpve_473_0079)
by Patrick Van Roy - Ten Years after the Financial Crisis: Regulatory Reforms and the Belgian Banking Sector (RePEc:cai:rpvedb:rpve_561_0009)
by Janet Mitchell & Patrick Van Roy & Cristina Vespro - Credit ratings and the standardised approach to credit risk in Basel II (RePEc:ecb:ecbwps:2005517)
by Van Roy, Patrick - Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium (RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301042)
by Ferrari, Stijn & Van Roy, Patrick & Vespro, Cristina - What determines Euro area bank CDS spreads? (RePEc:eee:jimfin:v:32:y:2013:i:c:p:444-461)
by Annaert, Jan & De Ceuster, Marc & Van Roy, Patrick & Vespro, Cristina - Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence (RePEc:ijc:ijcjou:y:2008:q:3:a:2)
by Patrick Van Roy - Is There a Difference Between Solicited and Unsolicited Bank Ratings and, If So, Why? (RePEc:kap:jfsres:v:44:y:2013:i:1:p:53-86)
by Patrick Roy - The role and impact of external support in bank credit ratings (RePEc:nbb:fsrart:v:10:y:2012:i:1:p:109-119)
by Patrick Van Roy & Cristina Vespro - Loans to non-financial corporations: what can we learn from credit condition surveys? (RePEc:nbb:fsrart:v:11:y:2013:i:1:p:103-117)
by Stijn Ferrari & Glenn Schepens & Patrick Van Roy - The role of internal models in regulatory capital requirements: a comparison of Belgian banks’ credit risk parameters (RePEc:nbb:fsrart:v:12:y:2014:i:1:p:141-151)
by Eric Gustin & Patrick Van Roy - A survey of failure prediction models offered by vendors with an application to Belgian data (RePEc:nbb:fsrart:v:5:y:2007:i:1:p:135-144)
by Janet Mitchell & Patrick Van Roy - Transparency in banking (RePEc:nbb:fsrart:v:6:y:2008:i:1:p:133-147)
by Patrick Van Roy - What determines euro area bank CDS spreads ? (RePEc:nbb:fsrart:v:7:y:2009:i:1:p:153-169)
by Jan Annaert & Marc De Ceuster & Patrick Van Roy & Cristina Vespro - In search of timely credit risk indicators : a view of the current crisis from a market-implied ratings perspective (RePEc:nbb:fsrart:v:8:y:2010:i:1:p:161-175)
by Stijn Ferrari & Patrick Van Roy & Cristina Vespro - Stress testing credit risk: modelling issues (RePEc:nbb:fsrart:v:9:y:2011:i:1:p:105-120)
by Stijn Ferrari & Patrick Van Roy & Cristina Vespro - Is there a difference between solicited and unsolicited bank ratings and if so, why ? (RePEc:nbb:reswpp:200603-1)
by Patrick Van Roy - Failure prediction models : performance, disagreements, and internal rating systems (RePEc:nbb:reswpp:200712-18)
by Janet Mitchell & Patrick Van Roy - What determines euro area bank CDS spreads ? (RePEc:nbb:reswpp:201005-10)
by Jan Annaert & Marc De Ceuster & Patrick Van Roy & Cristina Vespro - Using bank loans as collateral in Europe : The role of liquidity and funding purposes (RePEc:nbb:reswpp:201703-318)
by François Koulischer & Patrick Van Roy - Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium (RePEc:nbb:reswpp:201803-338)
by Patrick Van Roy & Stijn Ferrari & Cristina Vespro - Essays on the economics of banking and the prudential regulation of banks (RePEc:ulb:ulbeco:2013/210882)
by Patrick Van Roy - Ten years after the financial crisis: Regulatory reforms and the Belgian Banking Sector (RePEc:ulb:ulbeco:2013/258931)
by Janet Mitchell & Patrick Van Roy & Cristina Vespro - Vocabulaire de l'économie en Belgique (RePEc:ulb:ulbeco:2013/9863)
by Patrick Van Roy & Hervé Broquet - A survey of failure prediction models offered by vendors with an application to Belgian data (RePEc:ulb:ulbeco:2013/9873)
by Patrick Van Roy & Janet Mitchell - Is there a difference in treatment between solicited and unsolicited bank ratings and, if so, why? (RePEc:wpa:wuwpfi:0509012)
by Patrick Van Roy - The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study (RePEc:wpa:wuwpfi:0509013)
by Patrick Van Roy - Credit ratings and the standardised approach to credit risk in Basel II (RePEc:wpa:wuwpfi:0509014)
by Patrick Van Roy