Author Page for Andrea Sironi

1.

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 5,611 (3,081)

Citation 17

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2.

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

Downloads 4,539 ( 4,471)

Citation 9

3

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

Number of pages: 44 Posted: 22 Jun 2002

Andrea Sironi, Edward I. Altman, Brooks Brady and Andrea Resti

Bocconi University - Department of Finance, New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions and Bocconi University - Department of Finance

Downloads 3,797 (5,889)

Citation 7

Abstract:

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

Edward I. Altman, Brooks Brady, Andrea Resti and Andrea Sironi

New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance

Downloads 382 (157,621)

Abstract:

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

Edward I. Altman, Brooks Brady, Andrea Resti and Andrea Sironi

New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance

Downloads 360 (168,530)

Citation 2

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3.

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 3,324 (7,467)

Citation 25

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4.

Ownership Structure, Risk and Performance in the European Banking Industry

Journal of Banking and Finance, Vol. 31, pp. 2127-2149, 2007

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 1,568 (24,445)

Citation 46

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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 1,370 (29,903)

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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 1,050 (43,963)

Citation 1

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7.

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

Downloads 932 (51,883)

Citation 32

4

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

Edward I. Altman, Brooks Brady, Andrea Resti and Andrea Sironi

New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance

Downloads 503 (113,937)

Abstract:

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

Edward I. Altman, Brooks Brady, Andrea Resti and Andrea Sironi

New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance

Downloads 178 (342,076)

Citation 5

Abstract:

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

Edward I. Altman, Brooks Brady, Andrea Resti and Andrea Sironi

New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance

Downloads 160 (375,586)

Citation 27

Abstract:

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

Edward I. Altman, Brooks Brady, Andrea Resti and Andrea Sironi

New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance

Downloads 91 (580,087)

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8.

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 852 (58,709)

Citation 16

Abstract:

9.

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 722 (73,163)

Citation 6

Abstract:

10.

The Link between Default and Recovery Rates

NYU Working Paper No. S-CDM-04-07

Number of pages: 32 Posted: 05 Nov 2008

Edward I. Altman, Brooks Brady, Andrea Resti and Andrea Sironi

New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance

Downloads 658 (82,298)

Citation 2

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11.

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

Downloads 649 (83,738)

Citation 34

2

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 649 (82,607)

Citation 34

Abstract:

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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12.

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

Downloads 572 (98,434)

Citation 1

2

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

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 375 (160,990)

Citation 1

Abstract:

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 197 (311,565)

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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 390 (155,464)

Citation 8

Abstract:

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 306 (202,428)

Abstract:

15.

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

Downloads 289 (215,034)

Citation 16

2

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 289 (213,494)

Citation 16

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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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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 273 (227,834)

Citation 1

Abstract:

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 215 (288,110)

Citation 1

Abstract:

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 204 (302,617)

Citation 2

Abstract:

19.

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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20.

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

Andrea Sironi

Bocconi University - Department of Finance

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