Aurelio Maccario

UniCredit Banca Mobiliare - Research & Strategy Unit

Via Tommaso Grossi, 10

Milan, 20121

Italy

Libera Università degli Studi Sociali (LUISS) Guido Carli - Istituto di Studi Economici

00162 Rome, Roma

Italy

  • UniCredit Banca Mobiliare - Research & Strategy Unit

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    • Tel: +39-06-88.62.39.21
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Scholarly Papers (2)

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1.

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
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Citation 1

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

2.

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
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Citation 13

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