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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 optimal structure of PD buckets
Krink, Thiemo; Paterlini, Sandra; Resti, Andrea - In: Journal of banking & finance 32 (2008) 10, pp. 2275-2286
Persistent link: https://www.econbiz.de/10003778731
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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 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 Basel Committee approach to risk - weights and external ratings : what do we learn from bond spreads?
Resti, Andrea; Sironi, Andrea - 2005
Persistent link: https://www.econbiz.de/10003200769
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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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Rischio e valore nelle banche : misura, regolamentazione, gestione
Resti, Andrea; Sironi, Andrea - 2008 - Nueva ed., completamente rivista e ampliata, gennaio 2008
Persistent link: https://www.econbiz.de/10003688573
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Default recovery rates in credit risk modelling : a review of the literature and empirical evidence
Altman, Edward I.; 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/10003690200
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The liquidity of European corporate and government bonds : drivers and sensitivity to different market conditions
Galliani, Clara; Petrella, Giovani; Resti, Andrea - In: Banche e ciclo economico : redditività, stabilità e …, (pp. 285-313). 2013
Persistent link: https://www.econbiz.de/10011334304
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Are risk-based capital requirements detrimental to corporate lending? : evidence from Europe
Bruno, Brunella; Nocera, Giacomo; Resti, Andrea - In: Finance and investment : the European case, (pp. 327-334). 2018
Persistent link: https://www.econbiz.de/10011815596