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Van Roy, Patrick's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
3,087 |
Total
Citations
28 |
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1.
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Van Roy, Patrick National Bank of Belgium
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1988 Basel Accord, capital requirements, credit risk
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Van Roy, Patrick National Bank of Belgium
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New Basel Accord, capital requirements, credit rating agencies
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Van Roy, Patrick National Bank of Belgium
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New Basel Capital Accord, capital requirements, credit rating agencies
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Mitchell, Janet National Bank of Belgium - Department of Financial Stability Van Roy, Patrick National Bank of Belgium
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Basel II, failure prediction, internal ratings, model power, rating systems, ROC analysis
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Van Roy, Patrick National Bank of Belgium
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254
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credit rating agencies, unsolicited ratings, self-selection, public disclosure, accounting transparency
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6.
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Annaert, Jan University of Antwerp - Faculty of Applied Economics de Ceuster, Marc J. K. University of Antwerp - Faculty of Applied Economics - City Campus Van Roy, Patrick National Bank of Belgium Vespro, Cristina affiliation not provided to SSRN
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23 Sep 10
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Last Revised:
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27 Sep 10
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credit default spreads, credit risk, financial crisis, financial sector, liquidity premia, structural model
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Records 1 -
6
of 6 matches
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