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What determines euro area bank CDS spreads ?

May 2010
Annaert, J. / De Ceuster, M. / Van Roy, P. / Vespro, C.

Working Paper N° 190

www.nbb.be/en/articles/what-determines-euro-are...

Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium

March 2018
Van Roy, P. / Ferrari, S. / Vespro, C.

Working Paper N° 338

www.nbb.be/en/articles/sensitivity-credit-risk-...