Van Roy, P. | nbb.be

maart 2018

Van Roy, P. / Ferrari, S. / Vespro, C.
Working Papers

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

Working Paper N° 338
april 2017

Koulischer, F. / Van Roy, P.
Working Papers

Using bank loans as collateral in Europe: The role of liquidity and funding purposes

Working Paper N° 318
mei 2010

Annaert, J. / De Ceuster, M. / Van Roy, P. / Vespro, C.
Working Papers

What determines euro area bank CDS spreads ?

Working Paper N° 190
december 2007

Mitchell, J. / Van Roy, P.
Working Papers

Failure prediction models: performance, disagreements, and internal rating systems

Working Paper N° 123
februari 2006

Van Roy, P.
Working Papers

Is there a difference between solicited and unsolicited bank ratings and if so, why ?

Working Paper N° 79