6
H index
4
i10 index
221
Citations
Patrick Van Roy : Citation Profile
Nationale Bank van België/Banque national de Belqique (BNB) (50% share) | RESEARCH PRODUCTION: 14 Articles 13 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2005 - 2021). 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:
| Cites to:
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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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Capital requirements in Pillar 1 or Pillar 2: does it matter for market discipline?. (2024). Witte, Niklas. In: Working Paper Series. RePEc:ecb:ecbwps:20242988. Full description at Econpapers || Download paper |
| 2025 | Boosting credit risk models. (2025). Baesens, Bart ; Smedts, Kristien. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:4:s0890838923000884. Full description at Econpapers || Download paper |
| 2024 | Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters. (2024). Naifar, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400130x. Full description at Econpapers || Download paper |
| 2026 | Physical climate risk and banks’ credit risk: Worldwide evidence. (2026). Mansilla-Fernndez, Jos Manuel ; Abinzano, Isabel ; Corredor, Pilar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001901. Full description at Econpapers || Download paper |
| 2025 | Predictive power of oil prices on CDS spread dynamics of oil-producing countries. (2025). Nguyen, Tam Huu ; Maiani, Stefano ; Wegener, Christoph ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325001999. Full description at Econpapers || Download paper |
| 2024 | Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Wang, Gang-Jin ; Foglia, Matteo ; Pacelli, Vincenzo ; di Tommaso, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088. Full description at Econpapers || Download paper |
| 2024 | How does standardization affect OTC markets in the long term? Evidence from the small bang reform in the CDS market. (2024). Banti, Chiara ; Kellard, Neil ; Manac, Radu-Dragomir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001094. Full description at Econpapers || Download paper |
| 2024 | Basel liquidity regulation and credit risk market perception: Evidence from large European banks. (2024). Rigoni, Ugo ; Simion, Giorgia ; Cavezzali, Elisa ; Veller, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000205. Full description at Econpapers || Download paper |
| 2024 | The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk. (2024). DE TRUCHIS, Gilles ; Keddad, Benjamin ; Davin, Marion ; Constant, Karine. In: Post-Print. RePEc:hal:journl:hal-04794038. Full description at Econpapers || Download paper |
| 2024 | Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Rubino, Nicola ; Vilchez, Inmaculada. In: International Advances in Economic Research. RePEc:kap:iaecre:v:30:y:2024:i:3:d:10.1007_s11294-024-09909-x. Full description at Econpapers || Download paper |
| 2024 | The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk. (2024). DE TRUCHIS, Gilles ; Keddad, Benjamin ; Davin, Marion ; Constant, Karine. In: The Energy Journal. RePEc:sae:enejou:v:45:y:2024:i:5:p:65-89. Full description at Econpapers || Download paper |
| 2024 | From volatility to stability: understanding the role of macroeconomic factors in sovereign CDS spreads. (2024). Alqaralleh, Huthaifa Sameeh. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:3:d:10.1007_s40822-024-00274-y. Full description at Econpapers || Download paper |
| 2024 | Corporate credit default swap systematic factors. (2024). Lu, Qinye ; Lin, Mingtsung ; Chan, Ka Kei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1224-1256. Full description at Econpapers || Download paper |
| 2025 | Predictive power of oil prices on CDS spread dynamics of oil-producing countries. (2025). Basse, Tobias ; Wegener, Christoph ; Nguyen, Tam Huu ; Maiani, Stefano. In: Accountancy, Economics, and Finance Working Papers. RePEc:zbw:hwuaef:313644. 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 | 15 |
| 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: 15 | paper | |
| 2021 | Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 3 |
| 2018 | Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium.(2018) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | What determines Euro area bank CDS spreads? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 125 |
| 2009 | What determines euro area bank CDS spreads ?.(2009) In: Financial Stability Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 125 | 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: 125 | 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 | 21 |
| 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 | 25 |
| 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: 25 | 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 | 4 |
| 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 | 1 |
| 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 | 2 |
| 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 |
| 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. Last updated March, 14 2025. Contact: CitEc Team