Andrea Resti

发表

Recovery Risk: The Next Challenge in Credit Risk Management

Edward I. Altman, Andrea Resti, Andrea Sironi, 2005 .

How Should We Measure Bank Efficiency? A Comparison of Classic and Recent Techniques Based on Simulated Data

Andrea Resti, Andrea Resti, 1999 .

Operational Risk: Definition, Measurement and Management

Andrea Resti, Andrea Sironi, 2012 .

Efficiency measurement for multi-product industries: A comparison of classic and recent techniques based on simulated data

Andrea Resti, Andrea Resti, 2000, Eur. J. Oper. Res..

European Banks and the Creditmetrics Model: Can We Make Its Implementation Easier?

Andrea Resti, Andrea Resti, 2000 .

Using differential evolution to improve the accuracy of bank rating systems

Sandra Paterlini, Thiemo Krink, Andrea Resti, 2007, Comput. Stat. Data Anal..

Bank internal ratings: are capital floors a suitable tool to restore their credibility?

Andrea Resti, 2016 .

How relevant are the new elements in the 2016 stress test design

Andrea Resti, Andrea Resti, 2016 .

VaR Models: Summary, Applications and Limitations

Andrea Resti, Andrea Sironi, 2012 .

Credit-Scoring Models

Andrea Resti, Andrea Sironi, 2012 .

Models Based on Cash-Flow Mapping

Andrea Resti, Andrea Sironi, 2012 .

The PD/LGD link: Empirical Evidence from the Bond Market

Edward I. Altman, Andrea Resti, Andrea Sironi, 2005 .

The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications

Andrea Resti, Andrea Sironi, E. Altman, 2003 .

The optimal structure of PD buckets

Sandra Paterlini, Thiemo Krink, Andrea Resti, 2008 .

Are Risk-Based Capital Requirements Detrimental to Corporate Lending? Evidence from Europe

Brunella Bruno, Andrea Resti, Andrea Resti, 2017 .

Pillar II in the New Basel Accord - The Challenge of Economic Capital

Andrea Resti, Andrea Resti, 2008 .

Linear Programming and Econometric Methods for Bank Efficiency Evaluation: an Empirical Comparison Based on a Panel of Italian Banks

Andrea Resti, Andrea Resti, 1996 .

Regulation Can Foster Mergers, Can Mergers Foster Efficiency? The Italian Case

Andrea Resti, Andrea Resti, 1998 .

The Credibility of European Banks’ Risk-Weighted Capital: Structural Differences or National Segmentations?

Brunella Bruno, Andrea Resti, Andrea Resti, 2015 .

The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality

Andrea Resti, Andrea Sironi, E. Altman, 2002 .

Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies

Andrea Resti, Andrea Sironi, Andrea Resti, 2007 .