Andrea Sironi

Member: Fitch Academic Advisory Board.


 

Professor of Banking and Finance and Dean for International Affairs
Bocconi University
Viale Isonzo 25
20135 Milan,
Italy

• Bocconi University, (Economics) (1989)
• May 1989-May 1990: Finance program, The Chase Manhattan Bank, London.  Visiting positions at the Research and Statistics Department of the Federal Reserve Board of Governors, Washington (2000), and at the Salomon Brothers Center of Stern School of Business, NYU (1993).
• Areas of scientific interest: Financial Derivatives and Financial Risk Management, Bank Financial Management and Capital Allocation, International Banking Supervision and Capital Regulation.

Publications: that are posted on DefaultRisk.com

Credit Pricing

Which Factors Affect Corporate Bond Pricing? Evidence from Eurobonds Primary Market Spreads
by Andrea Sironi of Bocconi University, and
Giampaolo Gabbi of the Universita di Siena
(182K PDF) -- 48 pages -- September 2002

Recovery Rates

The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications
by Edward I. Altman of New York University,
Brooks Brady of Standard & Poor's,
Andrea Resti of Bergamo University, and
Andrea Sironi of Bocconi University
(428K PDF) -- 26 pages -- November 2005

Altman, Edward, Andrea Resti, and Andrea Sironi, "Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence", Economic Notes, Vol. 33, No. 2, (July 2004), pp. 183-208. [Abstract]

Analyzing and Explaining Default Recovery Rates
by Edward I. Altman of New York University,
Andrea Resti of Bergamo University, and
Andrea Sironi of Luigi Bocconi University
(3,613K PDF) -- 97 pages -- December 2001

Supervisory

The Risk-Weights in the New Basel Capital Accord: Lessons from Bond Spreads Based on a Simple Structural Model
by Andrea Resti of Bocconi University, and
Andrea Sironi of Bocconi University
(337K PDF) –- 35 pages -- May 2006

Sironi, Andrea, "Testing for Market Discipline in the European Banking Industry: Evidence from subordinated debt issues", Journal of Money, Credit & Banking, Vol. 35, No. 3, (June 1, 2003), pp. 443-472.  [Abstract]

Sironi, Andrea and Cristiano Zazzara, "The Basel Committee Proposals for a New Capital Accord: Implications for Italian banks", Vol. 12, No. 1, (March 2003), pp. 99-126.  [Abstract]

Credit Risk Models: An Application to Deposit Insurance Pricing
by Aurelio Maccario of the Unicredit Banca Mobiliare and Università LUISS-Guido Carli,
Andrea Sironi of the Università Luigi Bocconi, and
Cristiano Zazzara of Fondo Interbancario di Tutela dei Depositi and Università LUISS-Guido Carli
(401K PDF) -- 28 pages -- January 2003

Sironi, Andrea, "Strengthening banks' market discipline and leveling the playing field: Are the two compatible?", Journal of Banking & Finance, Vol. 26, No. 5, (May 2002), pp. 1065-1091.  [Abstract]

Sironi, Andrea, "An Analysis of European Banks' SND Issues and its Implications for the Design of a Mandatory Subordinated Debt Policy", Journal of Financial Services Research, Vol. 20, No. 2-3, (October 2001), pp. 233-266.  [Abstract]

Other

Applying Credit Risk Models to Deposit Insurance Pricing: Empirical evidence from the Italian banking system
by Aurelio Maccario of the Unicredit Banca Mobiliare and Università "LUISS-Guido Carli",
Andrea Sironi of the Università "Luigi Bocconi", and
Cristiano Zazzara of Capitalia and Università "LUISS-Guido Carli"
(122K PDF) –- 29 pages -- August 2003

Is Banks' Cost of Equity Capital Different Across Countries? Evidence from the G10 Countries Major Banks
by Aurelio Maccario of the Università Luiss,
Andrea Sironi of the Università Bocconi, and
Cristiano Zazzara of the Università Luiss"
(357K PDF) –- 33 pages -- May 2002

Books:

[Home]  [Credit Researchers]  [Top Ten Most Prolific]  [Top Ten Most Popular]

[ Home ] [ Up ]

Please contact me with problems or suggestions.
Copyright © 2000-2008 DefaultRisk.com
Last modified: August 07, 2008