Browsing All of EconStor by Author Van Roy, Patrick
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2005 | Credit ratings and the standardised approach to credit risk in Basel II | Van Roy, Patrick |
2006 | Is there a difference between solicited and unsolicited bank ratings and if so, why? | Van Roy, Patrick |
2007 | Failure prediction models: performance, disagreements, and internal rating systems | Mitchell, Janet; Van Roy, Patrick |
2010 | What determines euro area bank CDS spreads? | Annaert, Jan; De Ceuster, Marc; Van Roy, Patrick; Vespro, Cristina |
2017 | Using bank loans as collateral in Europe: The role of liquidity and funding purposes | Koulischer, François; Van Roy, Patrick |
2018 | Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium | Van Roy, Patrick; Ferrari, Stijn; Vespro, Cristina |