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Patrick Van Roy

Personal Details

First Name:Patrick
Middle Name:
Last Name:Van Roy
Suffix:
RePEc Short-ID:pva184
[This author has chosen not to make the email address public]
Terminal Degree:2006 European Centre for Advanced Research in Economics and Statistics (ECARES); Solvay Brussels School of Economics and Management; Université Libre de Bruxelles (from RePEc Genealogy)

Affiliation

(50%) Nationale Bank van België/Banque national de Belqique (BNB)

Bruxelles/Brussel, Belgium
http://www.nbb.be/
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

Bruxelles, Belgium
http://ecares.org/
RePEc:edi:arulbbe (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Patrick Van Roy & Stijn Ferrari & Cristina Vespro, 2018. "Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium," Working Paper Research 338, National Bank of Belgium.
  2. Janet Mitchell & Patrick Van Roy & Cristina Vespro, 2017. "Ten years after the financial crisis: Regulatory reforms and the Belgian Banking Sector," ULB Institutional Repository 2013/258931, ULB -- Universite Libre de Bruxelles.
  3. François Koulischer & Patrick Van Roy, 2017. "Using bank loans as collateral in Europe : The role of liquidity and funding purposes," Working Paper Research 318, National Bank of Belgium.
  4. 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.
  5. Patrick Van Roy & Hervé Broquet, 2007. "Vocabulaire de l'économie en Belgique," ULB Institutional Repository 2013/9863, ULB -- Universite Libre de Bruxelles.
  6. Janet Mitchell & Patrick Van Roy, 2007. "Failure prediction models : performance, disagreements, and internal rating systems," Working Paper Research 123, National Bank of Belgium.
  7. 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.
  8. Patrick Van Roy, 2006. "Essays on the economics of banking and the prudential regulation of banks," ULB Institutional Repository 2013/210882, ULB -- Universite Libre de Bruxelles.
  9. 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.
  10. Patrick Van Roy, 2005. "Is there a difference in treatment between solicited and unsolicited bank ratings and, if so, why?," Finance 0509012, University Library of Munich, Germany.
  11. Patrick Van Roy, 2005. "The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study," Finance 0509013, University Library of Munich, Germany.
  12. Van Roy, Patrick, 2005. "Credit ratings and the standardised approach to credit risk in Basel II," Working Paper Series 517, European Central Bank.

Articles

  1. Ferrari, Stijn & Van Roy, Patrick & Vespro, Cristina, 2021. "Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium," Journal of Financial Stability, Elsevier, vol. 52(C).
  2. Janet Mitchell & Patrick Van Roy & Cristina Vespro, 2017. "Ten Years after the Financial Crisis: Regulatory Reforms and the Belgian Banking Sector," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(1), pages 9-28.
  3. Eric Gustin & Patrick Van Roy, 2014. "The role of internal models in regulatory capital requirements: a comparison of Belgian banks’ credit risk parameters," Financial Stability Review, National Bank of Belgium, vol. 12(1), pages 141-151, June.
  4. Annaert, Jan & De Ceuster, Marc & Van Roy, Patrick & Vespro, Cristina, 2013. "What determines Euro area bank CDS spreads?," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 444-461.
  5. Patrick Roy, 2013. "Is There a Difference Between Solicited and Unsolicited Bank Ratings and, If So, Why?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(1), pages 53-86, August.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Patrick Van Roy, 2008. "Transparency in banking," Financial Stability Review, National Bank of Belgium, vol. 6(1), pages 133-147, June.
  13. 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.

Chapters

  1. Patrick van Roy & Gaia Barbic & Anne Koban & Charalampos Kouratzoglou, 2017. "Use of credit registers to monitor financial stability risks: A cross-country application to sectoral risk," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (3) 2010-05-15 2017-04-30 2018-03-26
  2. NEP-FIN: Finance (3) 2005-09-29 2005-09-29 2006-03-18
  3. NEP-FMK: Financial Markets (3) 2005-09-29 2005-09-29 2006-03-18
  4. NEP-RMG: Risk Management (3) 2008-01-05 2010-05-15 2018-03-26
  5. NEP-BEC: Business Economics (2) 2008-01-05 2010-05-15
  6. NEP-EEC: European Economics (2) 2010-05-15 2017-04-30
  7. NEP-REG: Regulation (2) 2005-09-29 2005-09-29
  8. NEP-ACC: Accounting and Auditing (1) 2006-03-18
  9. NEP-CBA: Central Banking (1) 2010-05-15
  10. NEP-MAC: Macroeconomics (1) 2017-04-30
  11. NEP-SEA: South East Asia (1) 2006-03-18

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