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Supervisors as information producers : do stress tests reduce bank opaqueness?
Petrella, Giovanni; Resti, Andrea - In: Journal of banking & finance 37 (2013) 12, pp. 5406-5420
Persistent link: https://www.econbiz.de/10010343685
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The interplay between banks and markets : supervisory stress test results and investor reactions
Petrella, Giovanni; Resti, Andrea - In: The Palgrave handbook of European banking, (pp. 409-447). 2016
Persistent link: https://www.econbiz.de/10011609002
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European banks and the creditmetrics model: can we make its implementation easier?
Resti, Andrea - In: Financial modelling : with 74 tables : [a selection of …, (pp. 353-375). 2000
Persistent link: https://www.econbiz.de/10001485054
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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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The 2016 EU-wide bank stress test : an analysis of the main methodological novelties
Resti, Andrea - In: International journal of banking, accounting and finance 7 (2016) 2, pp. 95-110
Persistent link: https://www.econbiz.de/10011688270
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Bank internal ratings : are capital floors a suitable tool to restore their credibility?
Resti, Andrea - In: Journal of financial management, markets and institutions 4 (2016) 2, pp. 179-194
Persistent link: https://www.econbiz.de/10011954527
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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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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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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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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/10003985973