Curriculum Vitae
Professore associato del Dipartimento di finanza dell'Università Bocconi.
Laurea in Economia presso l'Università di Brescia.
Dottorato di ricerca in Finanza presso l'Università di Bergamo.
Interessi di Ricerca
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Sistemi di rating, perdita data default, credit VaR e Basel Capital Accord.
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Fusioni e aggregazioni tra banche.
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Gestione patrimoniale e private banking.
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Misure di efficienza per le istituzioni finanziarie.
Selezione
- 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.