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Pillar II in the new Basel accord : the challenge of economic capital
Resti, Andrea - 2008
Persistent link: https://www.econbiz.de/10003878392
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What drives the liquidity of sovereign bonds when markets are under stress? : an assessment of the new Basel 3 rules on bank liquid assets
Petrella, Giovanni; Resti, Andrea - In: Journal of financial stability 33 (2017), pp. 297-310
Persistent link: https://www.econbiz.de/10011877761
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The link between default and recovery rates : theory, empirical evidence, and implications
Altman, Edward I.; Brady, Brooks; Resti, Andrea; … - In: Credit risk : models, derivatives, and management, (pp. 211-234). 2008
Persistent link: https://www.econbiz.de/10003718478
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Loss given default and recovery risk: from Basel II standards to effective risk management tools
Resti, Andrea; Sironi, Andrea - In: The Basel handbook : a guide for financial practitioners, (pp. 49-82). 2005
Persistent link: https://www.econbiz.de/10003287258
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The risk-weights in the new Basel capital accord : lessons from bond spreads based on a simple structural model
Resti, Andrea; Sironi, Andrea - In: Journal of financial intermediation 16 (2007) 1, pp. 64-90
Persistent link: https://www.econbiz.de/10003407958
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The link between default and recovery rates : theory, empirical evidence, and implications
Altman, Edward I.; Brady, Brooks; Resti, Andrea; … - In: The journal of business : B 78 (2005) 6, pp. 2203-2228
Persistent link: https://www.econbiz.de/10003294717
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The Basel Committee approach to risk - weights and external ratings : what do we learn from bond spreads?
Resti, Andrea (contributor); Sironi, Andrea (contributor) - 2005
Persistent link: https://www.econbiz.de/10003146301
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The link between default and recovery rates : theory, empirical evidence and implications
Altman, Edward I.; Brady, Brooks; Resti, Andrea; … - 2003
Persistent link: https://www.econbiz.de/10001754467
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The link between default and recovery rates : implications for credit risk models and procyclicality
Altman, Edward I.; Brady, Brooks; Resti, Andrea; … - 2002
Persistent link: https://www.econbiz.de/10001682349
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The link between default and recovery rates : effects on the procyclicality of regulatory capital ratios
Altman, Edward I.; Resti, Andrea; Sironi, Andrea - 2002
Persistent link: https://www.econbiz.de/10013431894