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Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence
Altman, Edward; Resti, Andrea; Sironi, Andrea - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 2, pp. 183-208
Persistent link: https://www.econbiz.de/10006020658
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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/10006011977
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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/10007392040
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What is different about loans? : an analysis of the risk structure of credit spreads
Resti, Andrea; Sironi, Andrea - In: International journal of banking, accounting and finance 2 (2010) 2, pp. 130-155
Persistent link: https://www.econbiz.de/10009888615
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What future for Basel II? ; regulation of the financial sector (Forum)
Resti, Andrea; Sironi, Andrea - In: CESifo DICE report : journal for institutional … 8 (2010) 1, pp. 3-7
Persistent link: https://www.econbiz.de/10009952819
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Efficiency measurement for multi-product industries: A comparison of classic and recent techniques based on simulated data
Resti, A. - In: European journal of operational research : EJOR 121 (2000) 3, pp. 559-578
Persistent link: https://www.econbiz.de/10006664331
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Evaluating the cost-efficiency of the Italian Banking System: What can be learned from the joint application of parametric and non-parametric techniques
Resti, A. - In: Journal of banking & finance 21 (1997) 2, pp. 221-250
Persistent link: https://www.econbiz.de/10005906397
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DISCUSSION - THE MOTIVATIONS FOR BANK TAKEOVERS: SOME EMPIRICAL EVIDENCE FROM ITALY
Resti, A. - In: Giornale degli economisti e annali di economia 64 (2005) 4, pp. 359-364
Persistent link: https://www.econbiz.de/10007273575
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Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues
Sironi, Andrea - In: Journal of money, credit and banking : JMCB 35 (2003) 3, pp. 443
Persistent link: https://www.econbiz.de/10006650649
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The Basel Committee proposals for a new capital accord: implications for Italian banks
Sironi, Andrea; Zazzara, Cristiano - In: Review of financial economics : RFE 12 (2003) 1, pp. 99-126
Persistent link: https://www.econbiz.de/10006436303