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The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations

septembre 2007
Coppens, F. / Gonzáles, F. / Winkler, G.

Working Paper N° 118

www.nbb.be/fr/articles/performance-credit-ratin...

What determines euro area bank CDS spreads ?

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

Working Paper N° 190

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

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

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

Working Paper N° 338

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

Determinants of Euro Term Structure of Credit Spreads

juillet 2004
Van Landschoot, A.
www.nbb.be/fr/articles/determinants-euro-term-s...