The link between default and recovery rates: Theory, empirical evidence, and implications EI Altman, B Brady, A Resti, A Sironi The Journal of Business 78 (6), 2203-2228, 2005 | 1239* | 2005 |
Evaluating the cost-efficiency of the Italian banking system: What can be learned from the joint application of parametric and non-parametric techniques A Resti Journal of banking & finance 21 (2), 221-250, 1997 | 648 | 1997 |
Default recovery rates in credit risk modelling: a review of the literature and empirical evidence E Altman, A Resti, A Sironi Economic Notes 33 (2), 183-208, 2004 | 391 | 2004 |
Risk management and shareholders’ value in banking A Resti, A Sironi From Risk Measurement Models to Capital Allocation Policies, 2007 | 381* | 2007 |
Supervisors as information producers: Do stress tests reduce bank opaqueness? G Petrella, A Resti Journal of Banking & Finance 37 (12), 5406-5420, 2013 | 226 | 2013 |
Analyzing and explaining default recovery rates EI Altman, A Resti, A Sironi A report submitted to the International Swaps & Derivatives Association, 2001 | 211 | 2001 |
Regulation can foster mergers, can mergers foster efficiency? The Italian case A Resti Journal of economics and business 50 (2), 157-169, 1998 | 177 | 1998 |
Rischio e valore nelle banche: misura, regolamentazione, gestione A Sironi, A Resti Rischio e valore nelle banche, 1-955, 2008 | 140 | 2008 |
Efficiency measurement for multi-product industries: A comparison of classic and recent techniques based on simulated data A Resti European Journal of Operational Research 121 (3), 559-578, 2000 | 129 | 2000 |
The link between default and recovery rates: implications for credit risk models and procyclicality EI Altman, B Brady, A Resti, A Sironi NYU working paper, 2002 | 107 | 2002 |
Recovery Risk-The next Challenge in Credit Risk Management EI Altman, AC Resti, A Sironi Risk Books, 2005 | 90 | 2005 |
Misurare e gestire il rischio di credito nelle banche: una guida metodologica AC Resti Alpha Test, 2001 | 51 | 2001 |
Do investors care about credit ratings? An analysis through the cycle G Iannotta, G Nocera, A Resti Journal of Financial Stability 9 (4), 545-555, 2013 | 50 | 2013 |
Linear programming and econometric methods for bank efficiency evaluation: An empirical comparison based on a panel of Italian banks A Resti Modelling Techniques for Financial Markets and Bank Management, 111-139, 1996 | 50 | 1996 |
The New Basel Capital Accord: Structure Possible Changes and Micro-and Macroeconomic Effects A Resti Ceps, 2002 | 49 | 2002 |
Using differential evolution to improve the accuracy of bank rating systems T Krink, S Paterlini, A Resti Computational Statistics & Data Analysis 52 (1), 68-87, 2007 | 43 | 2007 |
The credibility of European banks’ risk-weighted capital: structural differences or national segmentations? B Bruno, G Nocera, A Resti BAFFI CAREFIN Centre Research Paper, 2015 | 39 | 2015 |
Default recovery rates: A review of the literature and recent empirical evidence EI Altman, A Resti, A Sironi Journal of Finance Literature 12 (1), 21-45, 2006 | 34 | 2006 |
Banks' internal rating models-time for a change? AC Resti European Parliament, 2016 | 28 | 2016 |
The risk-weights in the New Basel Capital Accord: Lessons from bond spreads based on a simple structural model A Resti, A Sironi Journal of Financial Intermediation 16 (1), 64-90, 2007 | 27 | 2007 |