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Andrea Sironi

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This is information that was supplied by Andrea Sironi in registering through RePEc. If you are Andrea Sironi , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Andrea
Middle Name:
Last Name: Sironi
Suffix:

RePEc Short-ID: psi350

Email:
Homepage: http://didattica.unibocconi.eu/docenti/cv.php?rif=48760&cognome=SIRONI&nome=ANDREA
Postal Address:
Phone:

Affiliation

Dipartimento di Finanza
Università Commerciale Luigi Bocconi
Location: Milano, Italy
Homepage: http://www.unibocconi.it/wps/wcm/connect/SitoPubblico_IT/Albero+di+navigazione/Home/Dipartimenti/Finanza/
Email:
Phone:
Fax:
Postal: Via Roentgen 1, 20136 Milano
Handle: RePEc:edi:iabocit (more details at EDIRC)

Works

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Working papers

  1. Andrea Resti & Andrea Sironi, 2005. "The Basel Committee Approach To Risk-Weights And External Ratings: What Do We Learn From Bond Spreads?," Temi di discussione (Economic working papers) 548, Bank of Italy, Economic Research and International Relations Area.
  2. Edward I. Altman & Andrea Resti & Andrea Sironi, 2002. "The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios," BIS Working Papers 113, Bank for International Settlements.
  3. Andrea Sironi, 2000. "An analysis of European banks SND issues and its implications for the design of a mandatory subordinated debt policy," Finance and Economics Discussion Series 2000-41, Board of Governors of the Federal Reserve System (U.S.).
  4. Andrea Sironi, 2000. "Testing for market discipline in the European banking industry: evidence from subordinated debt issues," Finance and Economics Discussion Series 2000-40, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Iannotta, Giuliano & Nocera, Giacomo & Sironi, Andrea, 2007. "Ownership structure, risk and performance in the European banking industry," Journal of Banking & Finance, Elsevier, vol. 31(7), pages 2127-2149, July.
  2. Andrea Resti & Andrea Sironi, 2007. "Understanding and measuring liquidity risk," BANCARIA, Bancaria Editrice, vol. 11, pages 2-17, November.
  3. Resti, Andrea & Sironi, Andrea, 2007. "The risk-weights in the New Basel Capital Accord: Lessons from bond spreads based on a simple structural model," Journal of Financial Intermediation, Elsevier, vol. 16(1), pages 64-90, January.
  4. Edward I. Altman & Brooks Brady & Andrea Resti & Andrea Sironi, 2005. "The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications," The Journal of Business, University of Chicago Press, vol. 78(6), pages 2203-2228, November.
  5. Giampaolo Gabbi & Andrea Sironi, 2005. "Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads," The European Journal of Finance, Taylor & Francis Journals, vol. 11(1), pages 59-74.
  6. Edward Altman & Andrea Resti & Andrea Sironi, 2004. "Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 33(2), pages 183-208, 07.
  7. Sironi, Andrea, 2003. " Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(3), pages 443-72, June.
  8. Sironi, Andrea & Zazzara, Cristiano, 2003. "The Basel Committee proposals for a new capital accord: implications for Italian banks," Review of Financial Economics, Elsevier, vol. 12(1), pages 99-126.
  9. Sironi, Andrea, 2002. "Strengthening banks' market discipline and leveling the playing field: Are the two compatible?," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 1065-1091, May.
  10. Andrea Sironi, 2001. "An Analysis of European Banks' SND Issues and its Implications for the Design of a Mandatory Subordinated Debt Policy," Journal of Financial Services Research, Springer, vol. 20(2), pages 233-266, October.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2005-07-11. Author is listed
  2. NEP-FMK: Financial Markets (1) 2001-01-21. Author is listed
  3. NEP-RMG: Risk Management (1) 2005-07-11. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  2. Wu-Index

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Co-authorship network on CollEc

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