Machine Learning for Credit risk: three successful Case Histories von Di Biasi, Paolo, Gnutti, Rita, Resti, Andrea, Vergari, Daniele

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Supervisors as information producers: Do stress tests reduce bank opaqueness? von Petrella, Giovanni, Resti, Andrea

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The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications von Altman, Edward I., Brady, Brooks, Resti, Andrea, Sironi, Andrea

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What drives the liquidity of sovereign bonds when markets are under stress? An assessment of the new Basel 3 rules on bank liquid assets von Petrella, Giovanni, Resti, Andrea

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Regulation Can Foster Mergers, Can Mergers Foster Efficiency? The Italian Case von Resti, Andrea

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Bank internal ratings: are capital floors a suitable tool to restore their credibility? von Resti, Andrea

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Evaluating the cost-efficiency of the Italian banking system: What can be learned from the joint application of parametric and non-parametric techniques von Resti, Andrea

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Do investors care about credit ratings? An analysis through the cycle von Iannotta, Giuliano, Nocera, Giacomo, Resti, Andrea

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Efficiency measurement for multi-product industries: A comparison of classic and recent techniques based on simulated data von Resti, Andrea

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Using differential evolution to improve the accuracy of bank rating systems von Krink, Thiemo, Paterlini, Sandra, Resti, Andrea

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Do investors care about credit ratings? An analysis through the cycle von Iannotta, Giuliano, Nocera, Giacomo, Resti, Andrea

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The optimal structure of PD buckets von Krink, Thiemo, Paterlini, Sandra, Resti, Andrea

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Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence von Altman, Edward, Resti, Andrea, Sironi, Andrea

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The risk-weights in the New Basel Capital Accord: Lessons from bond spreads based on a simple structural model von Resti, Andrea, Sironi, Andrea

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Using differential evolution to improve the accuracy of bank rating systems : Applications of optimization heuristics to estimation and modelling problems von KRINK, Thiemo, PATERLINI, Sandra, RESTI, Andrea

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Exposure to Default and Loss Given Default

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THE MOTIVATIONS FOR BANK TAKEOVERS: SOME EMPIRICAL EVIDENCE FROM ITALY [with DISCUSSION] von De Vincenzo, Alessio, Doria, Claudio, Salleo, Carmelo, Resti, Andrea

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Analytical and Empirical Features of Internal Ratings: An Empirical Consistency Test based on Statistical Models von Resti, Andrea, Omacini, Cristina

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Banking’s Final Exam: Stress Testing and Bank-Capital Reform von Resti, Andrea

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European Banks and the Creditmetrics Model: Can We Make Its Implementation Easier? von Resti, Andrea

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