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Andrea Resti
Andrea Resti
Professor of Finance
Verifierad e-postadress på unibocconi.it
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The link between default and recovery rates: Theory, empirical evidence, and implications
EI Altman, B Brady, A Resti, A Sironi
The Journal of Business 78 (6), 2203-2228, 2005
1239*2005
Evaluating the cost-efficiency of the Italian banking system: What can be learned from the joint application of parametric and non-parametric techniques
A Resti
Journal of banking & finance 21 (2), 221-250, 1997
6481997
Default recovery rates in credit risk modelling: a review of the literature and empirical evidence
E Altman, A Resti, A Sironi
Economic Notes 33 (2), 183-208, 2004
3902004
Risk management and shareholders’ value in banking
A Resti, A Sironi
From Risk Measurement Models to Capital Allocation Policies, 2007
381*2007
Supervisors as information producers: Do stress tests reduce bank opaqueness?
G Petrella, A Resti
Journal of Banking & Finance 37 (12), 5406-5420, 2013
2262013
Analyzing and explaining default recovery rates
EI Altman, A Resti, A Sironi
A report submitted to the International Swaps & Derivatives Association, 2001
2112001
Regulation can foster mergers, can mergers foster efficiency? The Italian case
A Resti
Journal of economics and business 50 (2), 157-169, 1998
1771998
Rischio e valore nelle banche: misura, regolamentazione, gestione
A Sironi, A Resti
Rischio e valore nelle banche, 1-955, 2008
1402008
Efficiency measurement for multi-product industries: A comparison of classic and recent techniques based on simulated data
A Resti
European Journal of Operational Research 121 (3), 559-578, 2000
1292000
The link between default and recovery rates: implications for credit risk models and procyclicality
EI Altman, B Brady, A Resti, A Sironi
NYU working paper, 2002
1072002
Recovery Risk-The next Challenge in Credit Risk Management
EI Altman, AC Resti, A Sironi
Risk Books, 2005
902005
Misurare e gestire il rischio di credito nelle banche: una guida metodologica
AC Resti
Alpha Test, 2001
512001
Do investors care about credit ratings? An analysis through the cycle
G Iannotta, G Nocera, A Resti
Journal of Financial Stability 9 (4), 545-555, 2013
502013
Linear programming and econometric methods for bank efficiency evaluation: An empirical comparison based on a panel of Italian banks
A Resti
Modelling Techniques for Financial Markets and Bank Management, 111-139, 1996
501996
The New Basel Capital Accord: Structure Possible Changes and Micro-and Macroeconomic Effects
A Resti
Ceps, 2002
492002
Using differential evolution to improve the accuracy of bank rating systems
T Krink, S Paterlini, A Resti
Computational Statistics & Data Analysis 52 (1), 68-87, 2007
432007
The credibility of European banks’ risk-weighted capital: structural differences or national segmentations?
B Bruno, G Nocera, A Resti
BAFFI CAREFIN Centre Research Paper, 2015
392015
Default recovery rates: A review of the literature and recent empirical evidence
EI Altman, A Resti, A Sironi
Journal of Finance Literature 12 (1), 21-45, 2006
342006
Banks' internal rating models-time for a change?
AC Resti
European Parliament, 2016
282016
The risk-weights in the New Basel Capital Accord: Lessons from bond spreads based on a simple structural model
A Resti, A Sironi
Journal of Financial Intermediation 16 (1), 64-90, 2007
272007
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Artiklar 1–20