ANDREA CESARE RESTI

Degree in Economics from the Università di Brescia. PhD in Finance from the Università di Bergamo.

Associate Professor of Finance. Senior Faculty Member, SDA Bocconi School of Management. Formerly Director of FinMonitor, a research center on M&A in Banking, Finance and Insurance.

Rating systems, loss given default, credit VaR and the Basel Capital Accord.  Mergers and aggregations among banks. Asset management and private banking. Efficiency measurements for financial institutions.

Krink T. e Paterlini S. e Resti A. "The optimal structure of PD  buckets", Journal of Banking and Finance, vol. 32, 2008, pp. 2255-2266.
Resti A. (forthcoming 2008), Pillar II in the New Basel Accord: The Challenge of Economic Capital, Riskbooks, London, .
Resti A (forthcoming 2009), "Exposure at Default, LGD and Recovery Risk", in Rama Cont (ed.) Encyclopedia of Quantitive Finance, John Wiley &Sons, Chichester.
Krink T., Paterlini S. e Resti A. "Using differential evolution to improve the accuracy of bank rating systems", Computational Statistics and Data Analysis, vol. 52, 2007, pp. 68-87.
Resti A. and A. Sironi (2007), "The risk-weights in the New Basel Capital Accord: Lessons from bond spreads based on a simple structural model", Journal of Financial Intermediation.
Altman E., Resti A. and A. Sironi (2005), Loss Given Default: the next Challenge in Credit Risk Management, Risk Books.
Altman E., Resti A. and A. Sironi (2005), "The Link Between Default and Recovery Rates: Theory, Empirical Evidence and Implications", Journal of Business.
Altman E., Resti A. and A. Sironi (2005), "Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence", Journal of Finance Literature.
Altman E., Resti A. and A. Sironi (2004), "Default Recovery Rates in Credit RiskModelling: A Review of the Literature and Empirical Evidence", Economic Notes.