Francesco Vallascas

Durham University

Mill Hill Lane

Durham, DH1 3LB

United Kingdom

  • Durham University

SCHOLARLY PAPERS

18

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3,687

SSRN CITATIONS
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Top 37,327

in Total Papers Citations

10

CROSSREF CITATIONS

9

Scholarly Papers (18)

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1.

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

Downloads 904 ( 28,530)
Citation 1

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 University of Edinburgh - Business School
Downloads 472 (66,625)

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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 University of Edinburgh - Business School
Downloads 432 (74,222)
Citation 2

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banks, default risk, executive compensation

2.

The Wolves of Wall Street: Managerial Attributes and Bank Business Models

Number of pages: 58 Posted: 08 Oct 2015 Last Revised: 30 Aug 2018
Jens Hagendorff, Anthony Saunders, Sascha Steffen and Francesco Vallascas
University of Edinburgh - Business School, New York University - Leonard N. Stern School of Business, Frankfurt School of Finance & Management and Durham University
Downloads 755 (36,603)
Citation 3

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Banks, managerial style, corporate governance, risk

3.

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 University of Edinburgh - Business School
Downloads 686 (41,666)
Citation 5

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Banks, Diversification, Performance, Financial Crisis

4.

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 237 (144,539)
Citation 4

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Deposit Insurance, Basel 2, Monte Carlo Techniques

5.

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
University of Edinburgh - Business School, University of Leeds - Division of Accounting and Finance and Durham University
Downloads 235 (145,733)
Citation 2

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

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 190 (177,916)
Citation 2

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Banking Risk, Global Financial Crisis, Information Asymmetry

7.

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 184 (183,108)

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Debt Concentration; Executive Compensation; Asset Substitution; Corporate Governance

8.

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 128 (247,315)
Citation 2

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

9.

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 106 (283,440)

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Small Banks, Regulation, Small Business Lending, Local Economy

10.

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 99 (296,853)
Citation 3

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G21, G28

11.

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 60 (395,765)

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12.

Internal Rating Based Models: Do They Matter for Bank Profit Margins?

Number of pages: 58 Posted: 28 Jun 2019 Last Revised: 30 Jun 2019
Danilo V. Mascia, Kevin Keasey and Francesco Vallascas
University of Leeds, University of Leeds - Division of Accounting and Finance and Durham University
Downloads 43 (458,026)

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Net-Interest Margin, Internal Risk Models, Bank Regulation

13.

Outside CEOs of Financial and Non-Financial Firms As Independent Directors on Bank Boards

Number of pages: 56 Posted: 16 Oct 2018
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 39 (475,036)

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Bank Boards, Outside CEOs, Business Models

14.

SEOs by Systemically Risky Banks: Do They Produce Stabilization Effects?

Number of pages: 56 Posted: 18 Jun 2020 Last Revised: 22 Sep 2020
Valeriya Dinger, Francesco Vallascas and Qi Zhang
Universität Osnabrück, Durham University and Durham University
Downloads 20 (578,559)

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SEOs, Banking Regulation, Banking Crises, Contagion, Systemic Risk

15.

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

Financial Markets, Institutions & Instruments, Vol. 22, Issue 2, pp. 47-89, 2013
Number of pages: 43 Posted: 20 Apr 2013
Francesco Vallascas and Jens Hagendorff
Durham University and University of Edinburgh - Business School
Downloads 1 (721,497)
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banks, bonus compensation, default risk, executive compensation

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

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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

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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
University of Edinburgh - Business School and Durham University

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banks, mergers, default risk, CEO compensation