Patrick Van Roy

National Bank of Belgium

Economist

Brussels, B-1000

Belgium

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 10,851

SSRN RANKINGS

Top 10,851

in Total Papers Downloads

4,376

SSRN CITATIONS
Rank 4,405

SSRN RANKINGS

Top 4,405

in Total Papers Citations

5

CROSSREF CITATIONS

234

Scholarly Papers (6)

1.

The Impact of the 1988 Basel Accord on Banks' Capital Ratios and Credit Risk-Taking: An International Study

EFMA 2004 Basel Meetings, Forthcoming
Number of pages: 45 Posted: 28 May 2004
Patrick Van Roy
National Bank of Belgium
Downloads 1,657 (10,091)
Citation 6

Abstract:

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1988 Basel Accord, capital requirements, credit risk

2.

Credit Ratings and the Standardised Approach to Credit Risk in Basel Ii

ECB Working Paper No. 517
Number of pages: 56 Posted: 16 Sep 2005
Patrick Van Roy
National Bank of Belgium
Downloads 735 (33,974)
Citation 1

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New Basel Capital Accord, capital requirements, credit rating agencies

3.

Credit Ratings and the Standardized Approach to Credit Risk in Basel Ii

ECB Working Paper No. 517
Number of pages: 47 Posted: 12 Sep 2005
Patrick Van Roy
National Bank of Belgium
Downloads 671 (38,413)

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New Basel Accord, capital requirements, credit rating agencies

4.

Failure Prediction Models: Performance, Disagreements, and Internal Rating Systems

National Bank of Belgium Working Paper No. 123
Number of pages: 35 Posted: 17 Dec 2007
Janet Mitchell and Patrick Van Roy
National Bank of Belgium - Department of Financial Stability and National Bank of Belgium
Downloads 615 (43,172)
Citation 85

Abstract:

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Basel II, failure prediction, internal ratings, model power, rating systems, ROC analysis

5.

What Determines Euro Area Bank CDS Spreads?

National Bank of Belgium Working Paper No. 190
Number of pages: 38 Posted: 23 Sep 2010 Last Revised: 27 Sep 2010
University of Antwerp Department of Accounting & Finance, University of Antwerp - Faculty of Applied Economics - City Campus, National Bank of Belgium and affiliation not provided to SSRN
Downloads 364 (82,499)
Citation 1

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credit default spreads, credit risk, financial crisis, financial sector, liquidity premia, structural model

6.

Is There a Difference between Solicited and Unsolicited Bank Ratings and, If so, Why?

National Bank of Belgium Working Paper
Number of pages: 41 Posted: 12 Sep 2005
Patrick Van Roy
National Bank of Belgium
Downloads 334 (91,066)
Citation 127

Abstract:

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credit rating agencies, unsolicited ratings, self-selection, public disclosure, accounting transparency