Francesco Vallascas
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Profile
Qualifications
Masters in Economics and Finance, Warwick Business School
First Degree in Economics, University of Cagliari, Italy
Teaching
Student Feedback
- 'I think Francesco does an amazing job'
- 'The teacher was good and had good subject knowledge and brought forward new issues'
Publications
Refereed Articles
2012
Bank Resilience to Shocks and the Stability of Banking Systems: Small is Beautiful, Journal of International Money and Finance, forthcoming (with K. Keasey).
The Volatility of European Banking Systems: A Two-dacder Study. Journal of Financial Services Research, forthcoming (with K. Keasey).
2011
The Impact of European Bank Mergers on Bidder Default Risk, Journal of Banking and Finance 35, 902-915 (with J. Hagendorff).
CEO Pay Incentives and Risk-taking: Evidence from Bank Acquisitions, Journal of Corporate Finance, 17, 1078-1095 (with J. Hagendorff).
Modelling Deposit Insurance Losses under Basel II Framework, Journal of Financial Services Research,40 123-141 (with R.De Lisa, S. Zedda, F. Campolongo, M. Marchesi).
Under Review
The Risk Sensitivity of Minimum Capital Requirements: Evidence from an International Sample of Large Banks. Second Round (with J. Hagendorff).
CEO Bonus Compensation and Bank Default Risk: Evidence from Europe and the US. First Round (with J. Hagendorff).
Income Diversification and Bank Performance during the Financial Crisis. First Round (with F. Crespi and J. Hagendorff).
Challenging the reliability of Comparables Under Profit-Based Transfer Pricing Methods. First Round (A. Mura and C. Emmanuel).
Working Papers
Measuring Systemic Importance in the International Financial System (with K. Keasey, C. Cai and Q. Zhang)
Stability and Opacity in European Banks (with K. Keasey).
Systemic Size, Bank Default Risk and Systemic Crises (with K. Keasey and J. Hagendorff).
Books
2012
Size, Governance and Risk in European Banks, OXFORD UNIVERSITY PRESS, forthcoming (with J. Hagendorff and K. Keasey).
2006
La Gestione finanziaria e valutaria delle imprese, Giuffre' Editore (with R. Malavasi).
2003
La struttura finanziaria delle piccole e medie imprese operanti in Sardegna: una analisi per il periodo 1993-2001, Franco Angeli.
Book Chapters
2012
Pay and Risk Taking in Banking: The Roles of bonus plans and deferred compensation in curbing CEO risk appetite forthcoming (with J.Hagendorff), in: Research Handbook for Banking and Governance (edited by J Barth, C. Lin & C Wihlborg), Edward Elgar Publishing.
Capital Regulation after the Financial Crisis in Asset Liability Management for Financial Institutions. Bloomsbury London, forthcoming (with J.Hagendorff).
2007
II sistema delle garanzie collettive nel Mezzogiorno, in R. De Lisa. L. Piras, F. Poli, F. Vallascas, Basilea 2 e rapporto banca-impresa nel Mezzogiorno: problemi e prospettive, Franco Angeli. (Book chapter).
Other Articles
2006
L'impatto di Basilea 2 sui prestiti alle imprese italiane:le opportunità per il Mezzogiorno, Bancaria, n. 12, 2006 (with R. De Lisa, M. Marchesi).
L'impatto delle garanzie sul pricing dei prestiti: una analisi di sensitività nel quadro della Direttiva sull'adeguatezza patrmoniale delle banche, Bancaria n. 2, 2006 (with R. De Lisa, M. Marchesi).
2005
Le garanzie nella nuova regolamentazione sull'adeguatezza patrmoniale nelle banche: problemi e prospettive per i Confidi, II Risparmio, n. 1, 2005.
2004
fattori esplicativi della struttura finanziaria delle PMI: una analisi empirica, II Risparmio, n. 2, 2004.
Work in Progress
When banks issue equity? An International Study (with V. Dinger)
Funding Costs and Systemic Importance (with K. Keasey)
Managerial Styles in Banks (with J. Hagendorff and S. Steffen)
CEO Pay, Overconfidence and Risk Taking: Evidence from Bank Mergers (with J. Hagendorff)