Andrea Sironi

Bocconi University - Department of Finance

Via Roentgen 1

Milano, MI 20136

Italy

SCHOLARLY PAPERS

21

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146

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913

Scholarly Papers (21)

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

Number of pages: 44 Posted: 22 Jun 2002
Bocconi University - Department of Finance, New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions and Bocconi University - Department of Finance
Downloads 3,625 (2,882)
Citation 7

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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality

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

NYU Working Paper No. 2451/26764
Number of pages: 46 Posted: 03 Nov 2008
New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 349 (92,321)

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

NYU Working Paper No. 2451/26764
Number of pages: 46 Posted: 05 Nov 2008
New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 285 (115,443)
Citation 2

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2.

Which Factors Affect Corporate Bond Pricing? Evidence from Eurobonds Primary Market Spreads

Bocconi U, Newfin Research Center Working Paper
Number of pages: 37 Posted: 09 May 2002
Andrea Sironi and Giampaolo Gabbi
Bocconi University - Department of Finance and SDA Bocconi School of Management
Downloads 3,158 (3,747)
Citation 10

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Eurobond, rating, spread, default risk

3.

The Evolution of Banking Regulation Since the Financial Crisis: A Critical Assessment

BAFFI CAREFIN Centre Research Paper No. 2018-103
Number of pages: 61 Posted: 20 Dec 2018 Last Revised: 09 Jan 2019
Andrea Sironi
Bocconi University - Department of Finance
Downloads 1,988 (8,176)
Citation 5

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4.

Ownership Structure, Risk and Performance in the European Banking Industry

Number of pages: 25 Posted: 10 Oct 2007
Giacomo Nocera, Giuliano Iannotta and Andrea Sironi
Audencia Business School, Università Cattolica and Bocconi University - Department of Finance
Downloads 1,425 (13,954)
Citation 11

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European banking, Ownership, Governance, Performance

5.

The Link between Default and Recovery Rates: Effects on the Procyclicality of Regulatory Capital Ratios

BIS Working Paper No. 113
Number of pages: 37 Posted: 13 Dec 2005
Edward I. Altman, Andrea Resti and Andrea Sironi
New York University (NYU) - Salomon Center, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 1,280 (16,461)

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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality

6.

Credit Risk Models: An Application to Deposit Insurance Pricing

SDA BOCCONI Research Division Working Paper No. 03-84
Number of pages: 28 Posted: 25 May 2003
Andrea Sironi, Aurelio Maccario and Cristiano Zazzara
Bocconi University - Department of Finance, UniCredit Banca Mobiliare - Research & Strategy Unit and Libera Università degli Studi Sociali (LUISS) Guido Carli - Fondo Interbancario di Tutela dei Depositi and Instituto di Studi Economici
Downloads 965 (25,050)
Citation 1

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Credit Risk, Bank crisis, Deposit insurance, Value at Risk

7.

Is Banks' Cost of Equity Capital Different Across Countries? Evidence from the G10 Countries Major Banks

SDA Bocconi Research Division Working Paper No.02-77
Number of pages: 33 Posted: 03 Apr 2003
Aurelio Maccario, Andrea Sironi and Cristiano Zazzara
UniCredit Banca Mobiliare - Research & Strategy Unit, Bocconi University - Department of Finance and Libera Università degli Studi Sociali (LUISS) Guido Carli - Fondo Interbancario di Tutela dei Depositi and Instituto di Studi Economici
Downloads 765 (34,731)
Citation 12

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Bank, cost of capital, bank regulation, capital ratios, earnings estimates

8.

Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence

NYU Working Paper No. S-CDM-03-11
Number of pages: 33 Posted: 05 Nov 2008
Edward I. Altman, Andrea Resti and Andrea Sironi
New York University (NYU) - Salomon Center, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 613 (46,777)
Citation 3

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credit rating, credit risk, recovery rate, default rate

Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues

FEDS Working Paper No. 2000-40
Number of pages: 33 Posted: 11 Jan 2001
Andrea Sironi
Bocconi University - Department of Finance
Downloads 597 (47,826)
Citation 27

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Banks, bank regulation, market discipline, subordinated debt, credit ratings

Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues

Journal of Money, Credit and Banking, Forthcoming
Posted: 27 Oct 2002
Andrea Sironi
Bocconi University - Department of Finance

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Banks, bank regulation, market discipline, subordinated debt, credit ratings

10.

The Link between Default and Recovery Rates

NYU Working Paper No. S-CDM-04-07
Number of pages: 32 Posted: 05 Nov 2008
New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 570 (51,382)
Citation 2

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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality

The Impact of Government Ownership on Banks' Ratings: Evidence from the European Banking Industry

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 31 Posted: 22 Jul 2008 Last Revised: 09 Aug 2009
Giuliano Iannotta, Giacomo Nocera and Andrea Sironi
Università Cattolica, Audencia Business School and Bocconi University - Department of Finance
Downloads 321 (101,494)
Citation 1

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European banking, Ownership, Market Discipline, Credit Ratings

The Impact of Government Ownership on Banks' Ratings: Evidence from the European Banking Industry

CAREFIN Research Paper No. 10/08
Number of pages: 25 Posted: 01 Mar 2009
Giuliano Iannotta, Giacomo Nocera and Andrea Sironi
Università Cattolica, Audencia Business School and Bocconi University - Department of Finance
Downloads 160 (200,965)

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European banking, Ownership, Market Discipline, Credit Ratings

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

NYU Working Paper No. S-FI-03-19
Number of pages: 27 Posted: 11 Nov 2008
New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 218 (151,752)

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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality

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

NYU Working Paper No. S-CDM-03-02
Number of pages: 27 Posted: 05 Nov 2008
New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 96 (296,567)
Citation 5

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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality

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

NYU Working Paper No. S-DRP-03-08
Number of pages: 28 Posted: 07 Nov 2008
New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 89 (311,383)
Citation 19

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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality

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

NYU Working Paper No. FIN-03-006
Number of pages: 28 Posted: 03 Nov 2008
New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 55 (407,762)

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credit rating, capital requirements, credit risk, recovery rate, defaul, procyclicality

13.

The Impact of Government Ownership on Bank Risk and Lending Behaviour

Number of pages: 36 Posted: 02 Mar 2011
Giuliano Iannotta, Giacomo Nocera and Andrea Sironi
Università Cattolica, Audencia Business School and Bocconi University - Department of Finance
Downloads 306 (107,564)
Citation 7

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European banking, Government ownership, Bank risk

14.

The Basel Committee Proposals for Capital Adequacy Reform: A Critical Analysis

CAREFIN Research Paper No. 16/2010
Number of pages: 25 Posted: 05 Apr 2011
Andrea Sironi
Bocconi University - Department of Finance
Downloads 267 (124,316)

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An Analysis of European Banks Snd Issues and its Implications for the Design of a Mandatory Subordinated Debt Policy

FEDS Working Paper No. 2000-41
Number of pages: 43 Posted: 11 Jan 2001
Andrea Sironi
Bocconi University - Department of Finance
Downloads 256 (129,330)
Citation 16

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bank, capital regulation, market discipline, subordinated debt

An Analysis of European Banks Snd Issues and its Implications for the Design of a Mandatory Subordinated Debt Policy

Journal of Financial Services Research, Vol. 20, No. 2/3, Pp. 233-266, October 2001
Posted: 10 Jun 2002
Andrea Sironi
Bocconi University - Department of Finance

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bank, capital regulation, market discipline, subordinated debt

16.

What's Different about Loans? An Analysis of the Risk Structure of Credit Spreads

SDA Bocconi Research Paper No. 186/07
Number of pages: 35 Posted: 10 Sep 2008
Andrea Resti and Andrea Sironi
Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 224 (148,200)
Citation 1

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Eurobonds, syndicated loans, credit ratings, spreads, default risk

17.

The Impact of Government Ownership on Bank Risk

Journal of Financial Intermediation, Vol. 22, No. 2, 2013
Number of pages: 40 Posted: 15 Mar 2013
Giuliano Iannotta, Giacomo Nocera and Andrea Sironi
Università Cattolica, Audencia Business School and Bocconi University - Department of Finance
Downloads 166 (194,519)

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European banking, Government ownership, Bank risk

18.

CEO Overconfidence in Banking

Number of pages: 36 Posted: 15 Apr 2013 Last Revised: 07 Sep 2016
Felix Suntheim and Andrea Sironi
International Monetary Fund (IMF) - Monetary and Capital Markets Department and Bocconi University - Department of Finance
Downloads 66 (369,811)
Citation 1

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Banking, CEO overconfidence

19.

Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence

Economic Notes, Vol. 33, No. 2, pp. 183-208, July 2004
Number of pages: 26 Posted: 07 Oct 2004
Edward I. Altman, Andrea Resti and Andrea Sironi
New York University (NYU) - Salomon Center, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 20 (562,740)
Citation 4
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20.

The Impact of Government Ownership on Banks’ Ratings: Evidence from the European Banking Industry

Bancaria No. 06-2009
Posted: 29 Oct 2009
Andrea Sironi, Giuliano Iannotta and Giacomo Nocera
Bocconi University - Department of Finance, Università Cattolica and Audencia Business School

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European banking, Ownership, Market Discipline, Credit Ratings

21.

The Risk-Weights in the New Basel Capital Accord: Lessons from Bond Spreads Based on a Simple Structural Model

Journal of Financial Intermediation, Vol. 16, No. 1, 2007
Posted: 10 Oct 2007
Andrea Resti and Andrea Sironi
Bocconi University - Department of Finance and Bocconi University - Department of Finance

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eurobonds, credit ratings, spreads, structural models, capital regulation, deposit insurance, banks