6
H index
4
i10 index
201
Citations
Patrick Van Roy : Citation Profile
Nationale Bank van België/Banque national de Belqique (BNB) (50% share) | RESEARCH PRODUCTION: 13 Articles 13 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2005 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Patrick Van Roy. | Is cited by:
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Main data
Where Patrick Van Roy has published?
| Journals with more than one article published | # docs |
|---|---|
| Financial Stability Review | 8 |
| Reflets et perspectives de la vie économique | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| ULB Institutional Repository / ULB -- Universite Libre de Bruxelles | 4 |
| Finance / University Library of Munich, Germany | 3 |
Recent works citing Patrick Van Roy (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:768. Full description at Econpapers || Download paper |
| 2023 | The mitigation role of corporate sustainability: Evidence from the CDS spread. (2023). la Rosa, Giovanni ; Galloppo, Giuseppe ; Caiazza, Stefano. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007371. Full description at Econpapers || Download paper |
| 2023 | The role of credit lines and multiple lending in financial contagion and systemic events. (2023). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000414. Full description at Econpapers || Download paper |
| 2023 | How do markets react to tighter bank capital requirements?. (2023). Henricot, Dorian ; Couaillier, Cyril. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000572. Full description at Econpapers || Download paper |
| 2023 | Bail-in and bank funding costs. (2023). Galfrascoli, Paola ; Cerasi, Vittoria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000797. Full description at Econpapers || Download paper |
| 2023 | Determinants of bail-in debt yields in the EU banking sector: a multi-country approach with idiosyncratic factors. (2023). Rocamora, Maria ; Monjas, Manuel ; Suarez, Nuria. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09586-9. Full description at Econpapers || Download paper |
| 2023 | Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6. Full description at Econpapers || Download paper |
Works by Patrick Van Roy:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Use of credit registers to monitor financial stability risks: A cross-country application to sectoral risk In: IFC Bulletins chapters. [Full Text][Citation analysis] | chapter | 2 |
| 2008 | Réglementation prudentielle des banques et notations bancaires non sollicitées In: Reflets et perspectives de la vie économique. [Full Text][Citation analysis] | article | 0 |
| 2017 | Ten Years after the Financial Crisis: Regulatory Reforms and the Belgian Banking Sector In: Reflets et perspectives de la vie économique. [Full Text][Citation analysis] | article | 0 |
| 2017 | Ten years after the financial crisis: Regulatory reforms and the Belgian Banking Sector.(2017) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2005 | Credit ratings and the standardised approach to credit risk in Basel II In: Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
| 2005 | Credit ratings and the standardised approach to credit risk in Basel II.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2013 | What determines Euro area bank CDS spreads? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 110 |
| 2009 | What determines euro area bank CDS spreads ?.(2009) In: Financial Stability Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 110 | article | |
| 2010 | What determines euro area bank CDS spreads ?.(2010) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 110 | paper | |
| 2008 | Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 20 |
| 2013 | Is There a Difference Between Solicited and Unsolicited Bank Ratings and, If So, Why? In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 24 |
| 2006 | Is there a difference between solicited and unsolicited bank ratings and if so, why ?.(2006) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2012 | The role and impact of external support in bank credit ratings In: Financial Stability Review. [Full Text][Citation analysis] | article | 4 |
| 2013 | Loans to non-financial corporations: what can we learn from credit condition surveys? In: Financial Stability Review. [Full Text][Citation analysis] | article | 3 |
| 2014 | The role of internal models in regulatory capital requirements: a comparison of Belgian banks’ credit risk parameters In: Financial Stability Review. [Full Text][Citation analysis] | article | 2 |
| 2007 | A survey of failure prediction models offered by vendors with an application to Belgian data In: Financial Stability Review. [Full Text][Citation analysis] | article | 0 |
| 2007 | A survey of failure prediction models offered by vendors with an application to Belgian data.(2007) In: ULB Institutional Repository. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | Transparency in banking In: Financial Stability Review. [Full Text][Citation analysis] | article | 0 |
| 2010 | In search of timely credit risk indicators : a view of the current crisis from a market-implied ratings perspective In: Financial Stability Review. [Full Text][Citation analysis] | article | 0 |
| 2011 | Stress testing credit risk: modelling issues In: Financial Stability Review. [Full Text][Citation analysis] | article | 3 |
| 2007 | Failure prediction models : performance, disagreements, and internal rating systems In: Working Paper Research. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Using bank loans as collateral in Europe : The role of liquidity and funding purposes In: Working Paper Research. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium In: Working Paper Research. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Essays on the economics of banking and the prudential regulation of banks In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Vocabulaire de léconomie en Belgique In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 2005 | Is there a difference in treatment between solicited and unsolicited bank ratings and, if so, why? In: Finance. [Full Text][Citation analysis] | paper | 6 |
| 2005 | The impact of the 1988 Basel Accord on banks capital ratios and credit risk-taking: an international study In: Finance. [Full Text][Citation analysis] | paper | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team