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Dive into the research topics where Andrea Resti is active.

Publication


Featured researches published by Andrea Resti.


Archive | 2007

Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies

Andrea Resti; Andrea Sironi


Archive | 2005

The Basel Committee Approach To Risk-Weights And External Ratings: What Do We Learn From Bond Spreads?

Andrea Resti; Andrea Sironi


BANCARIA | 2007

Comprendere e misurare il rischio di liquidità

Andrea Resti; Andrea Sironi


Archive | 2012

Credit-Scoring Models

Andrea Resti; Andrea Sironi


Archive | 2012

Volatility Estimation Models

Andrea Resti; Andrea Sironi


Archive | 2012

Counterparty Risk on OTC Derivatives

Andrea Resti; Andrea Sironi


Archive | 2012

VaR Models: Summary, Applications and Limitations

Andrea Resti; Andrea Sironi


Archive | 2012

Some Applications of Credit Risk Measurement Models

Andrea Resti; Andrea Sironi


Archive | 2012

Evaluating VaR Models

Andrea Resti; Andrea Sironi


Archive | 2012

Cost of Capital and Value Creation

Andrea Resti; Andrea Sironi

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