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Sironi, Andrea

SSRN Author Rank: 1,156 by Downloads

Bocconi University - Department of Finance

Via Roentgen 1
Milano, MI 20136
Italy

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Sironi, Andrea's Scholarly Papers Click on the title of any column to sort the table by that column.

Aggregate Statistics

Total
Downloads
12,442

Total
Citations
571

Papers (21)

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Citations

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The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality | View 3 Versions | Show Abstracts | Hide Abstracts|

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

Posted:
22 Jun 02
Last Revised:
05 Nov 08

3,479
(1,057)

Which Factors Affect Corporate Bond Pricing? Evidence from Eurobonds Primary Market Spreads | Show Abstract | Download |
Bocconi U, Newfin Research Center Working Paper
Working Paper Series

Sironi, Andrea

Bocconi University - Department of Finance

Gabbi, Giampaolo

SDA Bocconi

Posted:

09 May 02

2,485
(1,933)

Ownership Structure, Risk and Performance in the European Banking Industry | Show Abstract | Download |
Journal of Banking and Finance, Vol. 31, pp. 2127-2149, 2007
Accepted Paper Series

Nocera, Giacomo

Audencia Nantes School of Management

Iannotta, Giuliano

Università Cattolica

Sironi, Andrea

Bocconi University - Department of Finance

Posted:

10 Oct 07

1,054
(8,553)

The Link between Default and Recovery Rates: Effects on the Procyclicality of Regulatory Capital Ratios | Show Abstract | Download |
BIS Working Paper No. 113
Accepted Paper Series

Altman, Edward I.

New York University (NYU) - Salomon Center

Resti, Andrea

Bocconi University - Department of Finance

Sironi, Andrea

Bocconi University - Department of Finance

Posted:

11 Nov 05

1,017
(9,053)

Credit Risk Models: An Application to Deposit Insurance Pricing | Show Abstract | Download |
SDA BOCCONI Research Division Working Paper No. 03-84
Working Paper Series

Sironi, Andrea

Bocconi University - Department of Finance

Maccario, Aurelio

UniCredit Banca Mobiliare - Research & Strategy Unit

Zazzara, Cristiano

Libera Università degli Studi Sociali (LUISS) Guido Carli - Fondo Interbancario di Tutela dei Depositi and Instituto di Studi Economici

Posted:

25 May 03

834
(12,355)

Is Banks' Cost of Equity Capital Different Across Countries? Evidence from the G10 Countries Major Banks | Show Abstract | Download |
SDA Bocconi Research Division Working Paper No.02-77
Working Paper Series

Maccario, Aurelio

UniCredit Banca Mobiliare - Research & Strategy Unit

Sironi, Andrea

Bocconi University - Department of Finance

Zazzara, Cristiano

Libera Università degli Studi Sociali (LUISS) Guido Carli - Fondo Interbancario di Tutela dei Depositi and Instituto di Studi Economici

Posted:

03 Apr 03

587
(20,570)

Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues | View 2 Versions | Show Abstracts | Hide Abstracts|
- Journal of Money, Credit and Banking, Forthcoming
- FEDS Working Paper No. 2000-40

Sironi, Andrea

Bocconi University - Department of Finance

Posted:
11 Jan 01
Last Revised:
14 May 08

509
(24,944)

The Link between Default and Recovery Rates | Show Abstract | Download |
NYU Working Paper No. S-CDM-04-07
Working Paper Series

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

Posted:

05 Nov 08

443
(29,919)

163

Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence | Show Abstract | Download |
NYU Working Paper No. S-CDM-03-11
Working Paper Series

Altman, Edward I.

New York University (NYU) - Salomon Center

Resti, Andrea

Bocconi University - Department of Finance

Sironi, Andrea

Bocconi University - Department of Finance

Posted:

05 Nov 08

436
(30,530)

10.

The Impact of Government Ownership on Banks' Ratings: Evidence from the European Banking Industry | View 2 Versions | Show Abstracts | Hide Abstracts|
- CAREFIN Research Paper No. 10/08
- 21st Australasian Finance and Banking Conference 2008 Paper

Iannotta, Giuliano

Università Cattolica

Nocera, Giacomo

Audencia Nantes School of Management

Sironi, Andrea

Bocconi University - Department of Finance

Posted:
22 Jul 08
Last Revised:
09 Aug 09

395
(34,593)

11.

The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications | View 4 Versions | Show Abstracts | Hide Abstracts|

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

Posted:
03 Nov 08
Last Revised:
22 Dec 08

307
(47,096)

128

12.

An Analysis of European Banks SND Issues and Its Implications for the Design of a Mandatory Subordinated Debt Policy | View 2 Versions | Show Abstracts | Hide Abstracts|
- Journal of Financial Services Research, Vol. 20, No. 2/3, Pp. 233-266, October 2001
- FEDS Working Paper No. 2000-41

Sironi, Andrea

Bocconi University - Department of Finance

Posted:
11 Jan 01
Last Revised:
14 May 08

237
(62,732)

13.

The Basel Committee Proposals for Capital Adequacy Reform: A Critical Analysis | Show Abstract | Download |
CAREFIN Research Paper No. 16/2010
Working Paper Series

Sironi, Andrea

Bocconi University - Department of Finance

Posted:

05 Apr 11

194
(77,148)

14.

What's Different about Loans? An Analysis of the Risk Structure of Credit Spreads | Show Abstract | Download |
SDA Bocconi Research Paper No. 186/07
Working Paper Series

Resti, Andrea

Bocconi University - Department of Finance

Sironi, Andrea

Bocconi University - Department of Finance

Posted:

10 Sep 08

168
(88,437)

15.

The Impact of Government Ownership on Bank Risk and Lending Behaviour | Show Abstract | Download |
Working Paper Series

Iannotta, Giuliano

Università Cattolica

Nocera, Giacomo

Audencia Nantes School of Management

Sironi, Andrea

Bocconi University - Department of Finance

Posted:

02 Mar 11

140
(103,998)

16.

The Impact of Government Ownership on Bank Risk Profile and Lending Behaviour | Show Abstract | Download |
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Working Paper Series

Nocera, Giacomo

Audencia Nantes School of Management

Iannotta, Giuliano

Università Cattolica

Sironi, Andrea

Bocconi University - Department of Finance

Posted:

12 Oct 11

117
(120,494)

17.

The Impact of Government Ownership on Bank Risk | Show Abstract | Download |
Journal of Financial Intermediation, Vol. 22, No. 2, 2013
Accepted Paper Series

Iannotta, Giuliano

Università Cattolica

Nocera, Giacomo

Audencia Nantes School of Management

Sironi, Andrea

Bocconi University - Department of Finance

Posted:

15 Mar 13

20
(278,945)

18.

Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence | Show Abstract | Download |
Economic Notes, Vol. 33, No. 2, pp. 183-208, July 2004
Accepted Paper Series

Altman, Edward I.

New York University (NYU) - Salomon Center

Resti, Andrea

Bocconi University - Department of Finance

Sironi, Andrea

Bocconi University - Department of Finance

Posted:

07 Oct 04

20
(275,375)

19.

CEO Overconfidence in Banking | Show Abstract |
Working Paper Series

Suntheim, Felix

Financial Conduct Authority

Sironi, Andrea

Bocconi University - Department of Finance

Posted:

15 Apr 13

20.

The Impact of Government Ownership on Banks’ Ratings: Evidence from the European Banking Industry | Show Abstract |
Bancaria No. 06-2009
Accepted Paper Series

Sironi, Andrea

Bocconi University - Department of Finance

Iannotta, Giuliano

Università Cattolica

Nocera, Giacomo

Audencia Nantes School of Management

Posted:

29 Oct 09

21.

The Risk-Weights in the New Basel Capital Accord: Lessons from Bond Spreads Based on a Simple Structural Model | Show Abstract |
Journal of Financial Intermediation, Vol. 16, No. 1, 2007
Accepted Paper Series

Resti, Andrea

Bocconi University - Department of Finance

Sironi, Andrea

Bocconi University - Department of Finance

Posted:

10 Oct 07

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