Francesco Vallascas

Durham University

Mill Hill Lane

Durham, DH1 3LB

United Kingdom

  • Durham University

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 16,572

SSRN RANKINGS

Top 16,572

in Total Papers Downloads

6,305

TOTAL CITATIONS
Rank 24,236

SSRN RANKINGS

Top 24,236

in Total Papers Citations

32

Scholarly Papers (18)

Actions:
Email selected abstracts
1.

Cyberattacks on Small Banks and the Impact on Local Banking Markets

Number of pages: 68 Posted: 17 Apr 2021
Fabian Gogolin, Ivan Lim and Francesco Vallascas
University of Leeds - Faculty of Business, Durham University and Durham University
Downloads 1,209 (36,842)

Abstract:

Loading...

Cybersecurity, Small Banks, Deposit Markets, Bank Lending

2.

CEO Remuneration and Bank Default Risk: Evidence from the US and Europe

Downloads 1,007 (47,996)
Citation 2

CEO Remuneration and Bank Default Risk: Evidence from the US and Europe

CAREFIN Research Paper No. 15/2010
Number of pages: 47 Posted: 06 Apr 2011
Francesco Vallascas and Jens Hagendorff
Durham University and King’s College London - King's Business School
Downloads 524 (111,573)

Abstract:

Loading...

banks, default risk, executive compensation

CEO Bonus Compensation and Bank Default Risk: Evidence from the U.S. and Europe

Financial Markets, Institution and Instruments, Forthcoming
Number of pages: 49 Posted: 15 Oct 2010 Last Revised: 16 Jan 2017
Francesco Vallascas and Jens Hagendorff
Durham University and King’s College London - King's Business School
Downloads 483 (123,163)
Citation 2

Abstract:

Loading...

banks, default risk, executive compensation

3.

The Wolves of Wall Street? Managerial Attributes and Bank Risk

Number of pages: 43 Posted: 08 Oct 2015 Last Revised: 08 Jun 2021
Jens Hagendorff, Anthony Saunders, Sascha Steffen and Francesco Vallascas
King’s College London - King's Business School, New York University - Leonard N. Stern School of Business, Frankfurt School of Finance & Management and Durham University
Downloads 907 (55,445)
Citation 3

Abstract:

Loading...

Banks, managerial style, corporate governance, risk

4.

Income Diversification and Bank Performance During the Financial Crisis

Number of pages: 40 Posted: 25 Mar 2011 Last Revised: 18 Dec 2012
Francesco Vallascas, Fabrizio Crespi and Jens Hagendorff
Durham University, Universita di Cagliari and King’s College London - King's Business School
Downloads 904 (55,716)
Citation 5

Abstract:

Loading...

Banks, Diversification, Performance, Financial Crisis

5.

Modelling Deposit Insurance Scheme Losses in a Basel 2 Framework

Number of pages: 34 Posted: 04 Feb 2009 Last Revised: 11 Sep 2010
Riccardo De Lisa, Stefano Zedda, Francesco Vallascas, Francesca Campolongo and Massimo Marchesi
Universita di Cagliari, Universita di Cagliari, Durham University, Europoean Commission - Joint Reserach Centre and European Union - European Commission
Downloads 342 (185,069)
Citation 6

Abstract:

Loading...

Deposit Insurance, Basel 2, Monte Carlo Techniques

6.

Does Bank Default Risk Increase with Information Asymmetry? Evidence from Europe

Number of pages: 47 Posted: 15 Sep 2013
Francesco Vallascas and Kevin Keasey
Durham University and University of Leeds - Division of Accounting and Finance
Downloads 319 (199,300)
Citation 4

Abstract:

Loading...

Banking Risk, Global Financial Crisis, Information Asymmetry

7.

Is there a Benefit from Reduced Regulation on Small Banks?

Number of pages: 50 Posted: 06 Jun 2019
Abhishek Srivastav and Francesco Vallascas
University of Edinburgh - Business School and Durham University
Downloads 283 (226,287)

Abstract:

Loading...

Small Banks, Regulation, Small Business Lending, Local Economy

8.

When Banks Grow Too Big for their National Economies: Tail Risks, Risk Channels, and Government Guarantees

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 58 Posted: 28 Nov 2012 Last Revised: 22 Jun 2017
Jens Hagendorff, Kevin Keasey and Francesco Vallascas
King’s College London - King's Business School, University of Leeds - Division of Accounting and Finance and Durham University
Downloads 277 (231,280)
Citation 3

Abstract:

Loading...

Banks, Size, Tail Risk, Too-Big-to-Fail, Government Guarantees

9.

Does Debt Concentration Depend on the Risk-Taking Incentives in CEO Compensation?

Number of pages: 57 Posted: 08 Jul 2016 Last Revised: 09 Feb 2018
Paula Castro, Kevin Keasey, Borja Amor-Tapia, Maria T. Tascón and Francesco Vallascas
Universidad de León, University of Leeds - Division of Accounting and Finance, Universidad de León, Universidad de León and Durham University
Downloads 252 (254,597)
Citation 3

Abstract:

Loading...

Debt Concentration; Executive Compensation; Asset Substitution; Corporate Governance

10.

Are Market-Based Rankings of Global Systemically Important Financial Institutions Useful for Regulators?

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 56 Posted: 11 Aug 2013 Last Revised: 05 Oct 2015
Qi Zhang, Francesco Vallascas, Kevin Keasey and Charlie X. Cai
Independent, Durham University, University of Leeds - Division of Accounting and Finance and University of Liverpool Management School
Downloads 216 (295,566)
Citation 2

Abstract:

Loading...

systemic risk, systemically important financial institutions, regulation, bank bailouts

11.

Three Decades of Failed Bank Acquisitions

Number of pages: 54 Posted: 27 Dec 2021
Laima Spokeviciute, Hossein Jahanshahloo, Kevin Keasey and Francesco Vallascas
Cardiff University, Cardiff University, University of Leeds - Division of Accounting and Finance and Durham University
Downloads 157 (394,045)

Abstract:

Loading...

Bank Failure, Acquisitions, Resolution, Bank Risk

12.

CEO Turnover in Large Banks: Does Tail Risk Matter?

Leeds University Business School Working Paper No. 18-01
Number of pages: 52 Posted: 11 May 2017
Abhishek Srivastav, Kevin Keasey, Sabur Mollah and Francesco Vallascas
University of Leeds - Division of Accounting and Finance, University of Leeds - Division of Accounting and Finance, Sheffield University Management School, University of Sheffield and Durham University
Downloads 142 (427,690)
Citation 3

Abstract:

Loading...

G21, G28

13.

Capital Externalities of Systemically Large Banks: Evidence from the Market Value of Smaller Banks

Number of pages: 68 Posted: 18 Jun 2020 Last Revised: 14 Dec 2024
Francesco Vallascas, Valeriya Dinger and Qi Zhang
Durham University, Universität Osnabrück and Shanghai Jiao Tong University (SJTU)
Downloads 107 (531,771)
Citation 1

Abstract:

Loading...

Payout Policies, Bank Capital, Intra-Industry Effects, Systemic Conditions

14.

Explaining State Support to European Banks During the Crisis: Which Implications for Regulation?

Interbank Deposit Protection Fund Working Paper No. 12
Number of pages: 44 Posted: 28 Jun 2013
Paolo Savona, Riccardo De Lisa, Ekaterina Dorodnykh and Francesco Vallascas
Luiss University, Universita di Cagliari, University of Rome Tor Vergata and Durham University
Downloads 103 (546,778)

Abstract:

Loading...

15.

Outside CEOs onto Bank Boards: The Drivers and Consequences of their Appointment

Number of pages: 61 Posted: 12 Oct 2021
Usman Gilani, Kevin Keasey and Francesco Vallascas
University of Leeds – Division of Accounting and Finance, University of Leeds - Division of Accounting and Finance and Durham University
Downloads 80 (640,275)

Abstract:

Loading...

Bank Boards, Outside CEOs, Business Models

16.

Does the Impact of Board Independence on Large Bank Risks Change after the Global Financial Crisis?

Journal of Corporate Finance, 2017
Posted: 24 Mar 2017 Last Revised: 26 Mar 2017
Francesco Vallascas, Sabur Mollah and Kevin Keasey
Durham University, Sheffield University Management School, University of Sheffield and University of Leeds - Division of Accounting and Finance

Abstract:

Loading...

Bank Risk, Bank Governance, Board Independence, Regulation

17.

Challenging the Reliability of Comparables under Profit-Based Transfer Pricing Methods

Accounting and Business Research (2013, Forthcoming)
Posted: 18 Apr 2013
Alessandro Mura, Clive R. Emmanuel and Francesco Vallascas
University of Cagliari - Dipartimento di Scienze Economiche e Aziendali, University of Glasgow - Glasgow Business School - Department of Accounting & Finance and Durham University

Abstract:

Loading...

Transfer pricing, reliability, comparables, profit-based methods

18.

CEO Pay Incentives and Risk-Taking: Evidence from Bank Acquisitions

Journal of Corporate Finance, Forthcoming
Posted: 18 Jun 2010 Last Revised: 24 Oct 2011
Jens Hagendorff and Francesco Vallascas
King’s College London - King's Business School and Durham University

Abstract:

Loading...

banks, mergers, default risk, CEO compensation