Patrick Van Roy - Central Bank Research Hub

Papers by year: All | 2017 | 2010 | 2008 | 2007 | 2006 | 2005

Title Other author(s)

Using bank loans as collateral in Europe : The role of liquidity and funding purposes

National Bank of Belgium Working Papers [View] (Paper: 0318, 07.04.2017)

JEL: E52, E58, F36, G01

What determines euro area bank CDS spreads?

National Bank of Belgium Working Papers [View] (Paper: 190, 07.05.2010)

Capital Requirements and Bank Behavior in the Early 1990s: Cross-Country Evidence

IJCB International Journal of Central Banking [View] (Paper: 08q3a2, 01.09.2008)

JEL: G21, G28

Failure prediction models: performance, disagreements, and internal rating systems

National Bank of Belgium Working Papers [View] (Paper: 123, 13.12.2007)

JEL: D40, G21, G24, G28, G33

Is there a difference between solicited and unsolicited bank ratings and if so, why?

National Bank of Belgium Working Papers [View] (Paper: 079, 21.02.2006)

JEL: G15, G18, G21

Credit ratings and the standardised approach to credit risk in Basel II

European Central Bank Working papers [View] (Paper: 0517, 26.08.2005)

JEL: G21, G28

Papers by year: All | 2017 | 2010 | 2008 | 2007 | 2006 | 2005