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Patrick Van Roy

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This is information that was supplied by Patrick Van Roy in registering through RePEc. If you are Patrick Van Roy , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Patrick
Middle Name:
Last Name: Van Roy
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RePEc Short-ID: pva184

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Homepage:
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Affiliation

(50%) Nationale Bank van België/Banque national de Belqique (BNB)
Location: Bruxelles/Brussel, Belgium
Homepage: http://www.nbb.be/
Email:
Phone: (+ 32) (0) 2 221 25 34
Fax: (+ 32) (0) 2 221 31 62
Postal: Boulevard de Berlaimont 14, B-1000 Bruxelles
Handle: RePEc:edi:bnbgvbe (more details at EDIRC)
(50%) European Centre for Advanced Research in Economics and Statistics (ECARES)
Solvay Brussels School of Economics and Management
Université Libre de Bruxelles
Location: Bruxelles, Belgium
Homepage: http://ecares.org/
Email:
Phone: (32 2) 650 30 75
Fax: (32 2) 650 44 75
Postal: Av. F.D., Roosevelt, 39, 1050 Bruxelles
Handle: RePEc:edi:arulbbe (more details at EDIRC)

Works

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Working papers

  1. Jan Annaert & Marc De Ceuster & Patrick Van Roy & Cristina Vespro, 2010. "What determines euro area bank CDS spreads ?," Working Paper Research 190, National Bank of Belgium.
  2. Janet Mitchell & Patrick Van Roy, 2007. "Failure prediction models : performance, disagreements, and internal rating systems," Working Paper Research 123, National Bank of Belgium.
  3. Patrick Van Roy & Janet Mitchell, 2007. "A survey of failure prediction models offered by vendors with an application to Belgian data," ULB Institutional Repository 2013/9873, ULB -- Universite Libre de Bruxelles.
  4. Patrick Van Roy & Hervé Broquet, 2007. "Vocabulaire de l'économie en Belgique," ULB Institutional Repository 2013/9863, ULB -- Universite Libre de Bruxelles.
  5. Patrick Van Roy, 2006. "Is there a difference between solicited and unsolicited bank ratings and if so, why ?," Working Paper Research 79, National Bank of Belgium.
  6. Patrick Van Roy, 2005. "Is there a difference in treatment between solicited and unsolicited bank ratings and, if so, why?," Finance 0509012, EconWPA.
  7. Patrick Van Roy, 2005. "Credit ratings and the standardised approach to credit risk in Basel II," Finance 0509014, EconWPA.
  8. Patrick Van Roy, 2005. "The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study," Finance 0509013, EconWPA.

Articles

  1. Stijn Ferrari & Glenn Schepens & Patrick Van Roy, 2013. "Loans to non-financial corporations: what can we learn from credit condition surveys?," Financial Stability Review, National Bank of Belgium, vol. 11(1), pages 103-117, June.
  2. Patrick Roy, 2013. "Is There a Difference Between Solicited and Unsolicited Bank Ratings and, If So, Why?," Journal of Financial Services Research, Springer, vol. 44(1), pages 53-86, August.
  3. Patrick Van Roy & Cristina Vespro, 2012. "The role and impact of external support in bank credit ratings," Financial Stability Review, National Bank of Belgium, vol. 10(1), pages 109-119, June.
  4. Stijn Ferrari & Patrick Van Roy & Cristina Vespro, 2011. "Stress testing credit risk: modelling issues," Financial Stability Review, National Bank of Belgium, vol. 9(1), pages 105-120, June.
  5. Stijn Ferrari & Patrick Van Roy & Cristina Vespro, 2010. "In search of timely credit risk indicators : a view of the current crisis from a market-implied ratings perspective," Financial Stability Review, National Bank of Belgium, vol. 8(1), pages 161-175, June.
  6. Jan Annaert & Marc De Ceuster & Patrick Van Roy & Cristina Vespro, 2009. "What determines euro area bank CDS spreads ?," Financial Stability Review, National Bank of Belgium, vol. 7(1), pages 153-169, June.
  7. Patrick Van Roy, 2008. "Réglementation prudentielle des banques et notations bancaires non sollicitées," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(3), pages 79-86.
  8. Patrick Van Roy, 2008. "Transparency in banking," Financial Stability Review, National Bank of Belgium, vol. 6(1), pages 133-147, June.
  9. Patrick Van Roy, 2008. "Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 29-60, September.
  10. Janet Mitchell & Patrick Van Roy, 2007. "A survey of failure prediction models offered by vendors with an application to Belgian data," Financial Stability Review, National Bank of Belgium, vol. 5(1), pages 135-144, June.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2006-03-18
  2. NEP-BAN: Banking (1) 2010-05-15
  3. NEP-BEC: Business Economics (2) 2008-01-05 2010-05-15. Author is listed
  4. NEP-CBA: Central Banking (1) 2010-05-15
  5. NEP-EEC: European Economics (1) 2010-05-15
  6. NEP-FIN: Finance (4) 2005-09-29 2005-09-29 2005-10-04 2006-03-18. Author is listed
  7. NEP-FMK: Financial Markets (4) 2005-09-29 2005-09-29 2005-10-04 2006-03-18. Author is listed
  8. NEP-REG: Regulation (2) 2005-09-29 2005-09-29. Author is listed
  9. NEP-RMG: Risk Management (2) 2008-01-05 2010-05-15. Author is listed
  10. NEP-SEA: South East Asia (1) 2006-03-18

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