Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies
By Andrea Resti, A. Sironi. 2007
114 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/5beae0dce9215c65a0a27139d9a72c53fd94702f
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Citations in the corpus
- The differential impact of leverage on the default risk of small and large firms (2020, methodology): “To illustrate the effect of leverage on the pricing of loans to SMEs and large firms, we adopt an approach similar to that of Resti and Sironi (2007).19 The loan spread is decomposed into an expected loss component (del) and an “unexpected loss” component (dul).”
- Does Ownership Type Matter for Corporate Social Responsibility (2012, background): “The bank holdings can be motivated by non-financial reasons, such as package deals in the loan and bond markets or having stock for proprietary trading purposes (Resti & Sironi, 2007).”