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Publications

by members of

Dipartimento di Management
Facoltà di Economia
"Sapienza" Università di Roma
Roma, Italy

(Department of Management, Faculty of Economics, Sapienza University of Rome)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2009

  1. Panetta, I. C. & Porretta, P., 2009. "Il rischio di liquidità: regolamentazione e best practice [Liquidity Risk: Supervisory Models and Best Practices]," MPRA Paper 36358, University Library of Munich, Germany.

Journal articles

2022

  1. Brogi, Marina & Lagasio, Valentina, 2022. "Better safe than sorry. Bank corporate governance, risk-taking, and performance," Finance Research Letters, Elsevier, vol. 44(C).

2021

  1. Paola Leone & Pasqualina Porretta & Luca Riccetti, 2021. "European Significant Bank Stock Market Volatility: Is there a Bail-In Effect?," International Journal of Business and Management, Canadian Center of Science and Education, vol. 14(5), pages 1-32, July.
  2. Porretta, Pasqualina & Agnese, Paolo, 2021. "The Fundamental Review of Trading Book: New standard approach and risk management impacts," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 14(2), pages 209-219, March.
  3. Valentina Lagasio & Nicola Cucari & Carl Åberg, 2021. "How corporate social responsibility initiatives affect the choice of a bank: Empirical evidence of Italian context," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(4), pages 1348-1359, July.
  4. Robert Engle & Marina Brogi & Nicola Cucari & Valentina Lagasio, 2021. "Environmental, Social, Governance: Implications for businesses and effects for stakeholders," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(5), pages 1423-1425, September.
  5. Marina Brogi & Valentina Lagasio & Luca Riccetti, 2021. "Systemic risk measurement: bucketing global systemically important banks," Annals of Finance, Springer, vol. 17(3), pages 319-351, September.
  6. Burcu Gurol & Valentina Lagasio, 2021. "Corporate governance and market performance of European banks: analysing differences and similarities between one-tier and two-tier models," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, vol. 15(1), pages 21-37.
  7. Valentina Lagasio & Marina Brogi, 2021. "Market reaction to banks’ interim press releases: an event study analysis," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 25(1), pages 95-119, March.
  8. Michelangelo Bruno & Valentina Lagasio, 2021. "An Overview of the European Policies on ESG in the Banking Sector," Sustainability, MDPI, vol. 13(22), pages 1-10, November.

2020

  1. Paolo Agnese & Paolo Capuano & Luca Secondi, 2020. "The Impact of Unconventional Monetary Policies on the Stocks of Bank Deposits: Evidence at an Aggregate Level in the Euro Area," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(6), pages 270-277, December.
  2. Paolo Agnese & Paolo Capuano, 2020. "Risk Governance and Performance: Evidence From Eurozone¡¯s Large Banks," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(5), pages 28-41, October.
  3. Vincenzo Russo & Valentina Lagasio & Marina Brogi & Frank J. Fabozzi, 2020. "Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules," Annals of Finance, Springer, vol. 16(1), pages 141-157, March.

2019

  1. Marina Brogi & Valentina Lagasio, 2019. "Do bank boards matter? A literature review on the characteristics of banks' board of directors," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, vol. 13(3), pages 244-274.
  2. Marina Brogi & Valentina Lagasio, 2019. "Environmental, social, and governance and company profitability: Are financial intermediaries different?," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 26(3), pages 576-587, May.
  3. Valentina Lagasio & Nicola Cucari, 2019. "Corporate governance and environmental social governance disclosure: A meta‐analytical review," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 26(4), pages 701-711, July.

2016

  1. Pasqualina Porretta & Francesco Giannone, 2016. "Market liquidity risk measurement and adjusted VaR," BANCARIA, Bancaria Editrice, vol. 10, pages 14-43, October.

2014

  1. Pasqualina Porretta & Fabrizio Santoboni, 2014. "Banks and Young People in Italy: Financial Product, Credit and other Features," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 4(3), pages 1-7.

2013

  1. Pasqualina Porretta & Paola Leone & Sabrina Leo, 2013. "Guarantee Funds in Microfinance: A Comparative Analysis," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 3(6), pages 1-11.
  2. Alessandro Conciarelli & Pasquale La Ganga & Pasqualina Porretta, 2013. "Funds Transfer Princing, Methods, Applications and Challanges in the Current Market," Banca Impresa Società, Società editrice il Mulino, issue 1, pages 79-112.

2011

  1. Francesco Germini & Pasqualina Porretta & Massimo Proietti, 2011. "Otc derivatives and counterparty risk management," BANCARIA, Bancaria Editrice, vol. 1, pages 45-62, January.

Books

2018

  1. Paola Leone & Pasqualina Porretta & Mario Vellella (ed.), 2018. "Measuring and Managing Operational Risk," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, number 978-3-319-69410-8, December.

2016

  1. Giovanni Nicola Pes & Pasqualina Porretta (ed.), 2016. "Microfinance, EU Structural Funds and Capacity Building for Managing Authorities," Palgrave Studies in Impact Finance, Palgrave Macmillan, number 978-1-137-53602-0, December.

2014

  1. Paola Leone & Pasqualina Porretta, 2014. "Microcredit Guarantee Funds in the Mediterranean," Palgrave Studies in Impact Finance, Palgrave Macmillan, number 978-1-137-45299-3, December.

Chapters

2021

  1. Pasqualina Porretta & Fabrizio Santoboni, 2021. "Basel IV: The Challenge of II Pillar for Risk Management Function," Chapters, in: Muddassar Sarfraz & Larisa Ivascu (ed.), Risk Management, IntechOpen.

2018

  1. Paola Leone & Pasqualina Porretta, 2018. "Operational Risk Management: Regulatory Framework and Operational Impact," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Paola Leone & Pasqualina Porretta & Mario Vellella (ed.), Measuring and Managing Operational Risk, chapter 0, pages 25-93, Palgrave Macmillan.
  2. Paola Leone & Pasqualina Porretta, 2018. "Introduction to the Work and Operational Risk," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Paola Leone & Pasqualina Porretta & Mario Vellella (ed.), Measuring and Managing Operational Risk, chapter 0, pages 1-23, Palgrave Macmillan.
  3. Paola Leone & Vitantonio Matarazzo & Pasqualina Porretta & Mario Vellella, 2018. "Almost Concluding Thoughts Between a Comparative Analysis and a Sensitivity Analysis: Look Over the Regulatory View," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Paola Leone & Pasqualina Porretta & Mario Vellella (ed.), Measuring and Managing Operational Risk, chapter 0, pages 183-205, Palgrave Macmillan.
  4. Paola Leone & Pasqualina Porretta & Mario Vellella, 2018. "Erratum to: Measuring and Managing Operational Risk," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Paola Leone & Pasqualina Porretta & Mario Vellella (ed.), Measuring and Managing Operational Risk, pages E1-E1, Palgrave Macmillan.

2017

  1. Marina Brogi & Valentina Lagasio, 2017. "SME Sources of Funding: More Capital or More Debt to Sustain Growth? An Empirical Analysis," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Stefania Rossi (ed.), Access to Bank Credit and SME Financing, chapter 7, pages 173-199, Palgrave Macmillan.

2016

  1. Alessandro Cardente & Perrine Lantoine & Fulvio Pellegrini & Giovanni Nicola Pes & Pasqualina Porretta & Paolo Rita & Fabrizio Santoboni, 2016. "Microfinance and Capacity Building in the EU Policy," Palgrave Studies in Impact Finance, in: Giovanni Nicola Pes & Pasqualina Porretta (ed.), Microfinance, EU Structural Funds and Capacity Building for Managing Authorities, chapter 4, pages 148-209, Palgrave Macmillan.
  2. Paola Leone & Massimo Proietti & Pasqualina Porretta & Gianfranco A. Vento, 2016. "OTC Derivatives and Counterparty Credit Risk Mitigation: The OIS Discounting Framework," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Santiago Carbó Valverde & Pedro Jesús Cuadros Solas & Francisco Rodríguez Fernández (ed.), Liquidity Risk, Efficiency and New Bank Business Models, chapter 4, pages 57-91, Palgrave Macmillan.
  3. Giorgio Centurelli & Pasqualina Porretta & Fabrizio Santoboni, 2016. "EU Cohesion Policy and Microfinance," Palgrave Studies in Impact Finance, in: Giovanni Nicola Pes & Pasqualina Porretta (ed.), Microfinance, EU Structural Funds and Capacity Building for Managing Authorities, chapter 2, pages 74-101, Palgrave Macmillan.
  4. Riccardo Graziano & Pasqualina Porretta & Giovanni Nicola Pes & Cristiana Turchetti & Matteo Re, 2016. "Capacity Building Surveys," Palgrave Studies in Impact Finance, in: Giovanni Nicola Pes & Pasqualina Porretta (ed.), Microfinance, EU Structural Funds and Capacity Building for Managing Authorities, chapter 5, pages 213-251, Palgrave Macmillan.
  5. Francesco Minnetti & Pasqualina Porretta & Ervin Sinani, 2016. "Financial Crises and EU Credit Access Policy," Palgrave Studies in Impact Finance, in: Giovanni Nicola Pes & Pasqualina Porretta (ed.), Microfinance, EU Structural Funds and Capacity Building for Managing Authorities, chapter 1, pages 3-73, Palgrave Macmillan.

2014

  1. Paola Leone & Sabrina Leo & Ida C. Panetta & Pasqualina Porretta, 2014. "Mapping Microcredit Institutions/Operators: A Comparative Analysis," Palgrave Studies in Impact Finance, in: Microcredit Guarantee Funds in the Mediterranean, chapter 3, pages 63-130, Palgrave Macmillan.
  2. Paola Leone & Pasqualina Porretta, 2014. "Nearly Conclusive Considerations," Palgrave Studies in Impact Finance, in: Microcredit Guarantee Funds in the Mediterranean, chapter 5, pages 212-219, Palgrave Macmillan.
  3. Paola Leone & Sabrina Leo & Ida C. Panetta & Pasqualina Porretta, 2014. "The Microcredit Guarantee Funds and Institutions: A Comparative Analysis," Palgrave Studies in Impact Finance, in: Microcredit Guarantee Funds in the Mediterranean, chapter 4, pages 131-211, Palgrave Macmillan.
  4. Paola Leone & Pasqualina Porretta, 2014. "Introduction," Palgrave Studies in Impact Finance, in: Microcredit Guarantee Funds in the Mediterranean, chapter 1, pages 1-21, Palgrave Macmillan.
  5. Paola Leone & Fabio Massimo Mango & Ida C. Panetta & Pasqualina Porretta, 2014. "Regulatory Framework and Supervisory Authorities in Microcredit Sector: A Comparative Analysis," Palgrave Studies in Impact Finance, in: Microcredit Guarantee Funds in the Mediterranean, chapter 2, pages 22-62, Palgrave Macmillan.

2013

  1. Pasqualina Porretta & Gianfranco A. Vento & Fabrizio Santoboni, 2013. "Country Risk: Measurement Approaches and ECAIs Rating," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Joseph Falzon (ed.), Bank Performance, Risk and Securitization, chapter 7, pages 147-186, Palgrave Macmillan.
  2. Paola Leone & Ida C. Panetta & Pasqualina Porretta, 2013. "Credit Guarantee Institutions, Performance and Risk Analysis: An Experimental Scoring," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Joseph Falzon (ed.), Bank Stability, Sovereign Debt and Derivatives, chapter 5, pages 115-160, Palgrave Macmillan.

2012

  1. Paolo Capuano & Pasqualina Porretta, 2012. "The Guarantee System in Hungary," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Paola Leone & Gianfranco A. Vento (ed.), Credit Guarantee Institutions and SME Finance, chapter 6, pages 170-210, Palgrave Macmillan.
  2. Gianfranco A. Vento & Pasqualina Porretta, 2012. "Introduction," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Paola Leone & Gianfranco A. Vento (ed.), Credit Guarantee Institutions and SME Finance, chapter 1, pages 1-10, Palgrave Macmillan.
  3. Paola Leone & Pasqualina Porretta, 2012. "A Comparative Analysis of Credit Guarantee Systems," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Paola Leone & Gianfranco A. Vento (ed.), Credit Guarantee Institutions and SME Finance, chapter 9, pages 287-326, Palgrave Macmillan.
  4. Pasqualina Porretta & Ignace G. Bikoula, 2012. "The Guarantee System in France," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Paola Leone & Gianfranco A. Vento (ed.), Credit Guarantee Institutions and SME Finance, chapter 3, pages 38-74, Palgrave Macmillan.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.