Details about Andrea Sironi

Access statistics for papers by Andrea Sironi.

Last updated 2020-11-17. Update your information in the RePEc Author Service.

Short-id: psi350

Working Papers

2018

1. The evolution of banking regulation since the financial crisis: a critical assessment
   BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy View citations (9)

2013

2. The impact of government ownership on bank risk
   Post-Print, HAL View citations (134)
   See also Journal Article The impact of government ownership on bank risk, Journal of Financial Intermediation, Elsevier (2013) View citations (136) (2013)

2007

3. Ownership structure, risk and performance in the European banking industry
   Post-Print, HAL View citations (366)
   See also Journal Article Ownership structure, risk and performance in the European banking industry, Journal of Banking & Finance, Elsevier (2007) View citations (381) (2007)

2005

4. THE BASEL COMMITTEE APPROACH TO RISK-WEIGHTS AND EXTERNAL RATINGS: WHAT DO WE LEARN FROM BOND SPREADS?
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (8)

2002

5. The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios
   BIS Working Papers, Bank for International Settlements View citations (58)

2001

6. Testing for market discipline in the European banking industry: evidence from subordinated debt issues
   Proceedings, Federal Reserve Bank of Chicago View citations (5)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2000) View citations (24)
   See also Journal Article Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues, Journal of Money, Credit and Banking, Blackwell Publishing (2003) View citations (231) (2003)

2000

7. An analysis of European banks SND issues and its implications for the design of a mandatory subordinated debt policy
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
   See also Journal Article 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 (2001) View citations (36) (2001)

Journal Articles

2014

1. Breaking up the Bank: Alternative Proposals to Separate Banking Activities. A Critical Analysis
   Rivista di Politica Economica, 2014, (2), 17-37

2013

2. The impact of government ownership on bank risk
   Journal of Financial Intermediation, 2013, 22, (2), 152-176 View citations (136)
   See also Working Paper The impact of government ownership on bank risk, Post-Print (2013) View citations (134) (2013)

2010

3. The Basel Committee proposals to reform the capital adequacy system: empirical evidence from past research and implications for future research activity
   Banca Impresa Società, 2010, (2), 211-236
4. What is different about loans? An analysis of the risk structure of credit spreads
   International Journal of Banking, Accounting and Finance, 2010, 2, (2), 130-155

2007

5. Ownership structure, risk and performance in the European banking industry
   Journal of Banking & Finance, 2007, 31, (7), 2127-2149 View citations (381)
   See also Working Paper Ownership structure, risk and performance in the European banking industry, Post-Print (2007) View citations (366) (2007)
6. The risk-weights in the New Basel Capital Accord: Lessons from bond spreads based on a simple structural model
   Journal of Financial Intermediation, 2007, 16, (1), 64-90 View citations (7)
7. Understanding and measuring liquidity risk
   BANCARIA, 2007, 11, 2-17

2005

8. The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications
   The Journal of Business, 2005, 78, (6), 2203-2228 View citations (275)
9. Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads
   The European Journal of Finance, 2005, 11, (1), 59-74 View citations (38)

2003

10. Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues
    Journal of Money, Credit and Banking, 2003, 35, (3), 443-72 View citations (231)
    See also Working Paper Testing for market discipline in the European banking industry: evidence from subordinated debt issues, Proceedings (2001) View citations (5) (2001)
11. The Basel Committee proposals for a new capital accord: implications for Italian banks
    Review of Financial Economics, 2003, 12, (1), 99-126 View citations (9)
    Also in Review of Financial Economics, 2003, 12, (1), 99-126 (2003)

2002

12. Strengthening banks' market discipline and leveling the playing field: Are the two compatible?
    Journal of Banking & Finance, 2002, 26, (5), 1065-1091 View citations (16)

2001

13. An Analysis of European Banks' SND Issues and its Implications for the Design of a Mandatory Subordinated Debt Policy
    Journal of Financial Services Research, 2001, 20, (2), 233-266 View citations (36)
    See also Working Paper 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) View citations (3) (2000)