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Resti, Andrea's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
8,475 |
Total
Citations
424 |
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1.
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The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality
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Versions (3)
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Export Bibliographic Info |
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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Posted:
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22 Jun 02
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Last Revised:
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05 Nov 08
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3,479
(1,058)
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28
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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155
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28
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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232
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28
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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality
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Sironi, Andrea
Bocconi University - Department of Finance Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance
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3,092
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28
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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality
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2.
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Resti, Andrea
Bocconi University - Department of Finance
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Last Revised:
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05 Nov 08
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1,096
(7,994)
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capitale economico, secondo pilastro, rischio di concentrazione
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3.
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Altman, Edward I.
New York University (NYU) - Salomon Center Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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1,017
(9,059)
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32
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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality
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4.
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Resti, Andrea
Bocconi University - Department of Finance Siciliano, Giovanni
CONSOB (Commissione Nazionale per le Società e la Borsa)
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900
(10,957)
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bank, mergers, efficiency, CAR
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5.
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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443
(29,942)
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163
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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality
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6.
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Altman, Edward I.
New York University (NYU) - Salomon Center Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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436
(30,558)
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38
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credit rating, credit risk, recovery rate, default rate
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7.
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Resti, Andrea
Bocconi University - Department of Finance Iannotta, Giuliano
Università Cattolica
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309
(46,620)
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8.
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The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications
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Show Abstracts |
Hide Abstracts |
Versions (4)
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hide multiple versions |
Export Bibliographic Info |
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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Posted:
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03 Nov 08
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Last Revised:
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22 Dec 08
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307
(46,965)
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128
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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154
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128
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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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60
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128
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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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51
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128
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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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42
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128
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credit rating, capital requirements, credit risk, recovery rate, defaul, procyclicality
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9.
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Petrella, Giovanni
Università Cattolica del Sacro Cuore Resti, Andrea
Bocconi University - Department of Finance
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07 Dec 11
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Last Revised:
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20 Mar 12
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262
(56,321)
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stress tests, financial crises, event study
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10.
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Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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168
(88,501)
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Eurobonds, syndicated loans, credit ratings, spreads, default risk
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11.
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Iannotta, Giuliano
Università Cattolica Nocera, Giacomo
Audencia Nantes School of Management Resti, Andrea
Bocconi University - Department of Finance
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17 Oct 11
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Last Revised:
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22 Oct 11
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38
(224,352)
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Bonds, Credit spreads, Ratings, Opaqueness
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12.
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Altman, Edward I.
New York University (NYU) - Salomon Center Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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20
(275,545)
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35
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13.
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Resti, Andrea
Bocconi University - Department of Finance Cecconi, Massimiliano
affiliation not provided to SSRN Alghisi Manganello, Elisa
affiliation not provided to SSRN
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Basel 2, Exposure At Default, Credit Conversion Factors
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14.
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Saita, Francesco
Bocconi University - Department of Finance Resti, Andrea
Bocconi University - Department of Finance
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| Posted: |
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17 Jul 09
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Last Revised:
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15 Jan 10
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VAR, internal rating systems, pricing
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15.
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Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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eurobonds, credit ratings, spreads, structural models, capital regulation, deposit insurance, banks
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