Valentina Lagasio | Università degli Studi "La Sapienza" di Roma (original) (raw)

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Papers by Valentina Lagasio

Research paper thumbnail of Women board members’ impact on ESG disclosure with environment and social dimensions: evidence from the European banking sector

Social Responsibility Journal

Purpose This study aims to investigate the relationship between banks’ board structure and sustai... more Purpose This study aims to investigate the relationship between banks’ board structure and sustainability performance. Design/methodology/approach The empirical quantitative paper covers a sample of 35 European banks that are listed at the EUROSTOXX 600. Regression analysis techniques were used in the analyses. Findings Results indicate that board size, women ratio and independent directors ratio on board are positively and significantly related to environmental social governance (ESG), E and S disclosure scores. Also, we find that ESG disclosure is related to bank profitability. Practical implications Findings have implications for both policymakers and practitioners (bankers and investors). Large bank boards, which have women and independent members, could perform better in terms of ESG disclosure. The results also show that large banks and banks with high borrowing care more about sustainability. For banks to reach resources, they should perform well in terms of sustainability di...

Research paper thumbnail of Cluster analysis of bank business models: The connection with performance, efficiency and risk

Research paper thumbnail of Corporate governance and market performance of European banks: analysing differences and similarities between one-tier and two-tier models

Due to the relevant role of banks in economies, the subject of corporate governance of banks is a... more Due to the relevant role of banks in economies, the subject of corporate governance of banks is attracting growing attention by researchers worldwide. They generally focus on the relationships between board structure and bank performance and risk level. Unfortunately, the results of the studies are somehow contradictory. Thus, this is calling for further investigation on this topic. We have tested the effects of several corporate governance variables (board size, women size, average age and board duration) on bank performance of 46 European banks with one-tier and two-tier corporate governance models. The results show differences and similarities within the two subgroups of banks (i.e., relating to board size, independence and number of female directors). Findings are presented and commented for inspiring policy makers and regulators as well as for driving the management strategy to foster profitability.

Research paper thumbnail of How corporate social responsibility initiatives affect the choice of a bank: Empirical evidence of Italian context

Corporate Social Responsibility and Environmental Management, 2021

Research paper thumbnail of SME Sources of Funding: More Capital or More Debt to Sustain Growth? An Empirical Analysis

This chapter investigates funding sources available to SMEs as a means of understanding whether d... more This chapter investigates funding sources available to SMEs as a means of understanding whether difficulties in accessing bank credit stem from the characteristics of the SMEs applying for financing. Based on creditworthiness measures applied to over 500,000 yearly financial statements of euro area SMEs in the 2006–2014 period, we find that the credit crunch experienced by SMEs stems from excessive leverage requirements. However, our analysis shows that more equity is necessary for growth and confirms that an expansionary monetary policy, even based on extremely low or negative interest rates, may not lead to more credit being extended to smaller companies if they are already highly geared; and that a successful policy must be complemented by interventions aimed at improving SME’s access to equity finance.

Research paper thumbnail of Sliced and diced: European banks’ business models and profitability

Research paper thumbnail of Short-term Costs and Long-term Adjustments

Research paper thumbnail of Il Mercato dei capitali per le imprese italiane

Research paper thumbnail of Board meetings dynamics and information diffusion

Research paper thumbnail of 35 years of literature on corporate governance in banks: Risk management, ownership and compensation

Corporate Governance: Search for the advanced practices, 2019

This paper provides a systematic literature review on the literature on corporate governance in b... more This paper provides a systematic literature review on the literature on corporate governance in banks. The review is conducted over academic papers published in the period 1980-2015, identifying 35 years of evolution in the core aspects of banking corporate governance: risk management, ownership structure and executive compensation of banks. Best practices for increasing performance and reducing risk in banks are commented, when identified. Gaps in the literature and lack of univocal consensus on the different implementation of corporate governance in the selected topic are also identified.

Research paper thumbnail of Monetary Policy and Capital Adequacy: the Impact on Credit Supply

Research paper thumbnail of Lights on the Shadows: Exploring the Need for Regulation in Shadow Banking

Research paper thumbnail of Corporate governance, ownership, and performance: A closer look at the Italian case

Corporate Ownership and Control

Corporate governance of companies is a hot topic for both researchers and practitioners since the... more Corporate governance of companies is a hot topic for both researchers and practitioners since the last decades. The investigations on this theme revealed the presence of many different approaches and practices in the decision-making process and managing companies among different countries. This paper is focused on Italy, where distinctive features of corporate governance can be identified (i.e., with regard to the ownership structure of companies) due to the peculiar legal and industrial framework in which Italian companies operate. The contribution of the paper is to further shed light on the historical background of the Italian industrial sector that made the Italian industrial system slightly different from the other countries and to give a comprehensive, but synthetic, view of the corporate governance of Italian listed companies. Current and further researches needed are also commented on and suggested

Research paper thumbnail of The impact of blockchain in banking processes: the Interbank Spunta case study

Technology Analysis & Strategic Management

Research paper thumbnail of Systemic risk measurement: bucketing global systemically important banks

Annals of Finance

The general consensus on the need to enhance the resilience of the financial system has led to th... more The general consensus on the need to enhance the resilience of the financial system has led to the imposition of higher capital requirements for certain institutions, supposedly based on their contribution to systemic risk. Global Systemically Important Banks (G-SIBs) are divided into buckets based on their required additional capital buffers ranging from 1% to 3.5%. We measure the marginal contribution to systemic risk of 26 G-SIBs using the Distressed Insurance Premium methodology proposed by Huang et al. (J Bank Financ 33:2036–2049, 2009) and examine ranking consistency with that using the SRISK of Acharya et al. (Am Econ Rev 102:59–64, 2012). We then compare the bucketing using the two academic approaches and supervisory buckets. Because it leads to capital surcharges, bucketing should be consistent, irrespective of methodology. Instead, discrepancies in the allocation between buckets emerge and this suggests the complementary use of other methodologies.

Research paper thumbnail of Market reaction to banks’ interim press releases: an event study analysis

Journal of Management and Governance

Research paper thumbnail of Better safe than sorry. Bank corporate governance, risk-taking, and performance

Research paper thumbnail of Covid-19 e governance bancaria, Position paper XXII

Research paper thumbnail of New frontiers in financial markets: from machine learning to algorithmic trading

Research paper thumbnail of Lights on the shadows: exploring the need for regulation in shadow banking

International Journal of Applied Decision Sciences

Research paper thumbnail of Women board members’ impact on ESG disclosure with environment and social dimensions: evidence from the European banking sector

Social Responsibility Journal

Purpose This study aims to investigate the relationship between banks’ board structure and sustai... more Purpose This study aims to investigate the relationship between banks’ board structure and sustainability performance. Design/methodology/approach The empirical quantitative paper covers a sample of 35 European banks that are listed at the EUROSTOXX 600. Regression analysis techniques were used in the analyses. Findings Results indicate that board size, women ratio and independent directors ratio on board are positively and significantly related to environmental social governance (ESG), E and S disclosure scores. Also, we find that ESG disclosure is related to bank profitability. Practical implications Findings have implications for both policymakers and practitioners (bankers and investors). Large bank boards, which have women and independent members, could perform better in terms of ESG disclosure. The results also show that large banks and banks with high borrowing care more about sustainability. For banks to reach resources, they should perform well in terms of sustainability di...

Research paper thumbnail of Cluster analysis of bank business models: The connection with performance, efficiency and risk

Research paper thumbnail of Corporate governance and market performance of European banks: analysing differences and similarities between one-tier and two-tier models

Due to the relevant role of banks in economies, the subject of corporate governance of banks is a... more Due to the relevant role of banks in economies, the subject of corporate governance of banks is attracting growing attention by researchers worldwide. They generally focus on the relationships between board structure and bank performance and risk level. Unfortunately, the results of the studies are somehow contradictory. Thus, this is calling for further investigation on this topic. We have tested the effects of several corporate governance variables (board size, women size, average age and board duration) on bank performance of 46 European banks with one-tier and two-tier corporate governance models. The results show differences and similarities within the two subgroups of banks (i.e., relating to board size, independence and number of female directors). Findings are presented and commented for inspiring policy makers and regulators as well as for driving the management strategy to foster profitability.

Research paper thumbnail of How corporate social responsibility initiatives affect the choice of a bank: Empirical evidence of Italian context

Corporate Social Responsibility and Environmental Management, 2021

Research paper thumbnail of SME Sources of Funding: More Capital or More Debt to Sustain Growth? An Empirical Analysis

This chapter investigates funding sources available to SMEs as a means of understanding whether d... more This chapter investigates funding sources available to SMEs as a means of understanding whether difficulties in accessing bank credit stem from the characteristics of the SMEs applying for financing. Based on creditworthiness measures applied to over 500,000 yearly financial statements of euro area SMEs in the 2006–2014 period, we find that the credit crunch experienced by SMEs stems from excessive leverage requirements. However, our analysis shows that more equity is necessary for growth and confirms that an expansionary monetary policy, even based on extremely low or negative interest rates, may not lead to more credit being extended to smaller companies if they are already highly geared; and that a successful policy must be complemented by interventions aimed at improving SME’s access to equity finance.

Research paper thumbnail of Sliced and diced: European banks’ business models and profitability

Research paper thumbnail of Short-term Costs and Long-term Adjustments

Research paper thumbnail of Il Mercato dei capitali per le imprese italiane

Research paper thumbnail of Board meetings dynamics and information diffusion

Research paper thumbnail of 35 years of literature on corporate governance in banks: Risk management, ownership and compensation

Corporate Governance: Search for the advanced practices, 2019

This paper provides a systematic literature review on the literature on corporate governance in b... more This paper provides a systematic literature review on the literature on corporate governance in banks. The review is conducted over academic papers published in the period 1980-2015, identifying 35 years of evolution in the core aspects of banking corporate governance: risk management, ownership structure and executive compensation of banks. Best practices for increasing performance and reducing risk in banks are commented, when identified. Gaps in the literature and lack of univocal consensus on the different implementation of corporate governance in the selected topic are also identified.

Research paper thumbnail of Monetary Policy and Capital Adequacy: the Impact on Credit Supply

Research paper thumbnail of Lights on the Shadows: Exploring the Need for Regulation in Shadow Banking

Research paper thumbnail of Corporate governance, ownership, and performance: A closer look at the Italian case

Corporate Ownership and Control

Corporate governance of companies is a hot topic for both researchers and practitioners since the... more Corporate governance of companies is a hot topic for both researchers and practitioners since the last decades. The investigations on this theme revealed the presence of many different approaches and practices in the decision-making process and managing companies among different countries. This paper is focused on Italy, where distinctive features of corporate governance can be identified (i.e., with regard to the ownership structure of companies) due to the peculiar legal and industrial framework in which Italian companies operate. The contribution of the paper is to further shed light on the historical background of the Italian industrial sector that made the Italian industrial system slightly different from the other countries and to give a comprehensive, but synthetic, view of the corporate governance of Italian listed companies. Current and further researches needed are also commented on and suggested

Research paper thumbnail of The impact of blockchain in banking processes: the Interbank Spunta case study

Technology Analysis & Strategic Management

Research paper thumbnail of Systemic risk measurement: bucketing global systemically important banks

Annals of Finance

The general consensus on the need to enhance the resilience of the financial system has led to th... more The general consensus on the need to enhance the resilience of the financial system has led to the imposition of higher capital requirements for certain institutions, supposedly based on their contribution to systemic risk. Global Systemically Important Banks (G-SIBs) are divided into buckets based on their required additional capital buffers ranging from 1% to 3.5%. We measure the marginal contribution to systemic risk of 26 G-SIBs using the Distressed Insurance Premium methodology proposed by Huang et al. (J Bank Financ 33:2036–2049, 2009) and examine ranking consistency with that using the SRISK of Acharya et al. (Am Econ Rev 102:59–64, 2012). We then compare the bucketing using the two academic approaches and supervisory buckets. Because it leads to capital surcharges, bucketing should be consistent, irrespective of methodology. Instead, discrepancies in the allocation between buckets emerge and this suggests the complementary use of other methodologies.

Research paper thumbnail of Market reaction to banks’ interim press releases: an event study analysis

Journal of Management and Governance

Research paper thumbnail of Better safe than sorry. Bank corporate governance, risk-taking, and performance

Research paper thumbnail of Covid-19 e governance bancaria, Position paper XXII

Research paper thumbnail of New frontiers in financial markets: from machine learning to algorithmic trading

Research paper thumbnail of Lights on the shadows: exploring the need for regulation in shadow banking

International Journal of Applied Decision Sciences