Resti Andrea Cesare
Associate Professor
Department of Finance
Bocconi University
Italy
Biography
Dr. RESTI ANDREA CESARE is affiliated to Department of Finance, Bocconi University, where Dr. RESTI ANDREA CESARE is currently working as Associate Professor. Dr. RESTI ANDREA CESARE has authored and co-authored several national and international publications and also working as a reviewer for reputed professional journals. Dr. RESTI ANDREA CESARE is having an active association with different societies and academies around the world. Dr. RESTI ANDREA CESARE made his mark in the scientific community with the contributions and widely recognition from honourable subject experts around the world. Dr. RESTI ANDREA CESARE has received several awards for the contributions to the scientific community. Dr. RESTI ANDREA CESARE major research interest involves 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..
Research Interest
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.
Publications
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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.
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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.
