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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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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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PROCEEDINGS OF THE CONFERENCE ON 'CAPITAL ADEQUACY REQUIREMENTS: IMPACT AND EVOLUTION' - Analytical and Empirical Features of Internal Ratings: An Empirical Consistency Test based...
Resti, Andrea; Omacini, Cristina - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 3, pp. 457-490
Persistent link: https://www.econbiz.de/10006036993
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Regulation Can Foster Mergers, Can Mergers Foster Efficiency'? The Italian Case
Resti, Andrea - In: Journal of economics and business 50 (1998) 2, pp. 157-170
Persistent link: https://www.econbiz.de/10005977662
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Il dibattito su efficienza delle banche e economie di scala : il contributo della data envelopment analysis ed un'applicazione a dati italiani
Resti, Andrea - In: Politica economica : rivista di studi e ricerche per la … 10 (1993) 2, pp. 269-311
Persistent link: https://www.econbiz.de/10009940980
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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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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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The optimal structure of PD buckets
Krink, Thiemo; Paterlini, Sandra; Resti, Andrea - In: Journal of banking & finance 32 (2008) 10, pp. 2275
Persistent link: https://www.econbiz.de/10008099616
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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. 2275-2287
Persistent link: https://www.econbiz.de/10008897690
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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