Valentina Lagasio

Researcher

email: valentina.lagasio@uniroma1.it
phone:



Assistant Professor, Department of Management, Faculty of Economics, Sapienza University of Rome

National Scientific Qualification as Full Professor for the Sector 13/B4
Teaching the course "Artificial Intelligence in Banking and Finance" (in English).

Main Research Areas:
Financial markets, Corporate governance, ESG, Artificial Intelligence, Bank management
Member of ECGI, AIDEA, and ADEIMF.
Coordinator and member of Technical Commissions at AIFIRM since 2018.

Editorial Board and Reviewing Activities:
Member of the editorial boards of MIUR-recognized journals: Finance Research Letters, International Journal of Economics, Finance and Management Sciences, among others. Reviewer for several MIUR-recognized journals.
Guest editor of International Special Issues among the others: “Environmental, Social, Governance: implications for businesses and effects for stakeholders” in Corporate Social Responsibility and Environmental Management (Fascia A Anvur per il SSD 13/B4, IF 9.8) with the Nobel Laureate R. Engle – Honorary; M. Brogi e N. Cucari; “New Frontiers in Banking and Capital Markets” sulla rivista Finance Research Letters (Fascia A Anvur, IF 9.848)

Academic Career:
2022-2023: Teaching the course “Bank Corporate Governance”, LM in Intermediari, finanza internazionale e risk management, SSD-13/B4, 6 CFU, Facoltà di Economia, Sapienza Università di Roma
2021: Teaching the course “Internatrional Banking and Capital Markets”, LM in Intermediari, finanza internazionale e risk management, SSD-13/B4, 6 CFU, Facoltà di Economia, Sapienza Università di Roma
2020: Teaching Visiting at Baskent University, Turkey.
2019: Teaching Visiting at Peter the Great Saint-Petersburg Polytechnic University, Russia.
2016-2017: Holder of a tutoring grant for various courses.
2018-2020: Research Fellow in the project "Innovative quantitative approaches to measure and manage systemic risk".

Awards and Recognition:
2022: Top Cited Article 2021-2022 for the paper on ESG in the Journal of International Financial Management & Accounting.
2021: Winner of the second edition of the "Minerva Prize".
2019: Merit Mention in the "Minerva Prize".
2019: Merit scholarship for participation in the I.S.E.O Summer School.
2014: Merit scholarship for Ph.D. participation.

Research projects and Organization of International Conferences:
2022 Principal Investigator Using Artificial Intelligence and Machine Learning to Tackle the Environmental Social Governance Data Challenge for Financing Purposes - Facoltà di Economia, Sapienza Università di Roma
2023 Program Chair New Frontiers in Banking and Capital Markets conference, Facoltà di Economia, Sapienza Università di Roma
2021 Member of the organizing committee for the Consob-Academic seminar series "New Frontiers in Financial Markets and Regulation" (focusing on Cryptocurrencies, Climate Risk, and ESG factors), organized by Sapienza University and Consob
2018 Member of the Research Group Through thick and thin: the role of bank corporate governance in risk taking after the great financial crisis. Lessons from distressed banks and precautionary recapitalisation in Italy prior to and under the BRRD Facoltà di Economia, Sapienza Università di Roma
2017 Principal Investigator Are banks finding their feet? Cluster analysis of banks business models - Facoltà di Economia, Sapienza Università di Roma
2017 Principal Investigator Better safe than sorry. Will the single rulebook requirements on bank corporate governance prevent excessive risk taking? - Facoltà di Economia, Sapienza Università di Roma
2015 Principal Investigator Monetary policy and capital adequacy: the impact on credit supply? - Facoltà di Economia, Sapienza Università di Roma

Research products

11573/1716937 - 2024 - New but naughty. The evolution of misconduct in FinTech
Brogi, Marina; Lagasio, Valentina - 01a Articolo in rivista
paper: INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (Elsevier Science Incorporated / NY Journals:Madison Square Station, PO Box 882:New York, NY 10159:(212)633-3730, EMAIL: usinfo-f@elsevier.com, INTERNET: http://www.elsevier.com, Fax: (212)633-3680) pp. - - issn: 1057-5219 - wos: (0) - scopus: (0)

11573/1688407 - 2023 - Does the banks’ performance improve after share buybacks?
Brogi, Marina; Lagasio, Valentina; Bruno, Michelangelo - 01a Articolo in rivista
paper: RISK MANAGEMENT MAGAZINE (Milano: Associazione italiana Financial Industry Risk Managers (AIFIRM)) pp. 4-12 - issn: 2612-3665 - wos: (0) - scopus: (0)

11573/1614176 - 2023 - Women board members’ impact on ESG disclosure with environment and social dimensions. Evidence from the European banking sector
Gurol, Burcu; Lagasio, Valentina - 01a Articolo in rivista
paper: SOCIAL RESPONSIBILITY JOURNAL (London : Social Responsibility Network, 2005-) pp. 211-228 - issn: 1747-1117 - wos: WOS:000907630100010 (46) - scopus: 2-s2.0-85123867838 (51)

11573/1667994 - 2023 - May board committees reduce the probability of financial distress? A survival analysis on Italian listed companies
Lagasio, Valentina; Brogi, Marina; Gallucci, Carmen; Santullli, Rosalia - 01a Articolo in rivista
paper: INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (Elsevier Science Incorporated / NY Journals:Madison Square Station, PO Box 882:New York, NY 10159:(212)633-3730, EMAIL: usinfo-f@elsevier.com, INTERNET: http://www.elsevier.com, Fax: (212)633-3680) pp. - - issn: 1057-5219 - wos: WOS:000948569500001 (1) - scopus: 2-s2.0-85148767261 (6)

11573/1614180 - 2022 - Board meetings dynamics and information diffusion
Bonini, Stefano; Lagasio, Valentina - 01a Articolo in rivista
paper: CORPORATE GOVERNANCE (Oxford : Blackwell, 1993) pp. 96-119 - issn: 0964-8410 - wos: WOS:000746841300007 (6) - scopus: 2-s2.0-85123618822 (5)

11573/1624941 - 2022 - Determinants of Insurance Companies’ ESG Awareness
Brogi, Marina; Cappiello, Antonella; Lagasio, Valentina; Santoboni, Fabrizio - 01a Articolo in rivista
paper: CORPORATE SOCIAL RESPONSIBILITY & ENVIRONMENTAL MANAGEMENT (United Kingdom: John Wiley & Sons Limited) pp. - - issn: 1535-3958 - wos: (0) - scopus: (0)

11573/1622861 - 2022 - Be good to be wise. Environmental, social, and governance awareness as a potential credit risk mitigation factor
Brogi, Marina; Lagasio, Valentina; Porretta, Pasqualina - 01a Articolo in rivista
paper: JOURNAL OF INTERNATIONAL FINANCIAL MANAGEMENT & ACCOUNTING (Oxford: Basil Blackwell.) pp. - - issn: 0954-1314 - wos: WOS:000744342100001 (53) - scopus: 2-s2.0-85122825094 (59)

11573/1667985 - 2022 - NON-DAMAGE BUSINESS INTERRUPTION INSURANCE POLICIES DURING THE COVID-19 PANDEMIC
Brogi, Marina; Lagasio, Valentina; Santoboni, Fabrizio - 01a Articolo in rivista
paper: Economic Review: Journal of Economics and Business (University of Tuzla, Faculty of Economics) pp. 41-48 - issn: 1512-8962 - wos: (0) - scopus: (0)

11573/1503484 - 2022 - The impact of blockchain in banking processes. The Interbank Spunta case study
Cucari, Nicola; Lagasio, Valentina; Lia, Giuseppe; Torriero, Chiara - 01a Articolo in rivista
paper: TECHNOLOGY ANALYSIS & STRATEGIC MANAGEMENT (Carfax Publishing Limited:Rankine Road, Basingstoke RG24 8PR United Kingdom:011 44 1256 813000, EMAIL: madeline.sims@tandf.co.uk, INTERNET: http://www.carfax.co.uk, http://www.tandf.co.uk, Fax: 011 44 1256 330245) pp. 138-150 - issn: 0953-7325 - wos: WOS:000621282000001 (19) - scopus: 2-s2.0-85101656374 (38)

11573/1667984 - 2022 - The conceptualization of environmental, social and governance risks in portfolio studies A systematic literature review
Gallucci, Carmen; Santulli, Rosalia; Lagasio, Valentina - 01a Articolo in rivista
paper: SOCIO-ECONOMIC PLANNING SCIENCES (-New York: Pergamon Press. -Elsevier Science Limited:Oxford Fulfillment Center, PO Box 800, Kidlington Oxford OX5 1DX United Kingdom:011 44 1865 843000, 011 44 1865 843699, EMAIL: asianfo@elsevier.com, tcb@elsevier.co.UK, INTERNET: http://www.elsevier.com, http://www.elsevier.com/locate/shpsa/, Fax: 011 44 1865 843010) pp. 101382- - issn: 0038-0121 - wos: WOS:000965665500012 (8) - scopus: 2-s2.0-85134804245 (12)

11573/1667982 - 2022 - Assessing bank default determinants via machine learning
Lagasio, Valentina; Pampurini, Francesca; Pezzola, Annagiulia; Quaranta, Anna Grazia - 01a Articolo in rivista
paper: INFORMATION SCIENCES (Amsterdam; Boston: Elsevier 1968-) pp. 87-97 - issn: 0020-0255 - wos: WOS:000900845400006 (3) - scopus: 2-s2.0-85141481913 (5)

11573/1638293 - 2022 - COVID-19: managing a pandemic risk with a Non-physical Damage Business Interruption policy
Lagasio, Valentina; Santoboni, Fabrizio; Tremoglie, Davide - 01a Articolo in rivista
paper: RISK MANAGEMENT MAGAZINE (Milano: Associazione italiana Financial Industry Risk Managers (AIFIRM)) pp. 36-49 - issn: 2612-3665 - wos: (0) - scopus: (0)

11573/1638297 - 2022 - DLT and blockchain in the back-office processes of banks. The “Spunta Banca DLT” project
Lagasio, Valentina; Torriero, Chiara - 01a Articolo in rivista
paper: RIVISTA BANCARIA. MINERVA BANCARIA (Editrice Minerva Bancaria:via Silvio Pellico 12, 20121 Milan Italy:011 39 2 8692700) pp. 46-76 - issn: 1594-7556 - wos: (0) - scopus: (0)

11573/1549039 - 2021 - Better safe than sorry. Bank corporate governance, risk-taking, and performance
Brogi, M.; Lagasio, V. - 01a Articolo in rivista
paper: FINANCE RESEARCH LETTERS (Elsevier) pp. 102039- - issn: 1544-6123 - wos: WOS:000741353500019 (12) - scopus: 2-s2.0-85105784555 (20)

11573/1614236 - 2021 - Systemic risk measurement: bucketing global systemically important banks
Brogi, M.; Lagasio, V.; Riccetti, L. - 01a Articolo in rivista
paper: ANNALS OF FINANCE (Heidelberg ; Berlin : Springer.) pp. 319-351 - issn: 1614-2446 - wos: WOS:000670726800001 (4) - scopus: 2-s2.0-85109720418 (6)

11573/1610218 - 2021 - An Overview of the European Policies on ESG in the Banking Sector
Bruno, Michelangelo; Lagasio, Valentina - 01a Articolo in rivista
paper: SUSTAINABILITY (Basel : MDPI) pp. - - issn: 2071-1050 - wos: WOS:000806896100001 (7) - scopus: 2-s2.0-85119183524 (12)

11573/1638299 - 2021 - Environmental, Social, Governance: Implications for businesses and effects for stakeholders
Engle, R.; Brogi, M.; Cucari, N.; Lagasio, V. - 01m Editorial/Introduzione in rivista
paper: CORPORATE SOCIAL RESPONSIBILITY & ENVIRONMENTAL MANAGEMENT (United Kingdom: John Wiley & Sons Limited) pp. 1423-1425 - issn: 1535-3958 - wos: WOS:000674861200001 (7) - scopus: 2-s2.0-85110773926 (10)

11573/1638305 - 2021 - Corporate governance and market performance of European banks: Analysing differences and similarities between one-tier and two-tier models
Gurol, B.; Lagasio, V. - 01a Articolo in rivista
paper: INTERNATIONAL JOURNAL OF BUSINESS GOVERNANCE AND ETHICS (Olney (PO Box 735, Olney, Bucks MK46 5WB) : Inderscience Enterprises, 2004-) pp. 21-37 - issn: 1477-9048 - wos: (0) - scopus: 2-s2.0-85110265739 (8)

11573/1556548 - 2021 - How corporate social responsibility initiatives affect the choice of a bank. Empirical evidence of Italian context
Lagasio, Valentina; Cucari, Nicola; Åberg, Carl - 01a Articolo in rivista
paper: CORPORATE SOCIAL RESPONSIBILITY & ENVIRONMENTAL MANAGEMENT (United Kingdom: John Wiley & Sons Limited) pp. 1-12 - issn: 1535-3958 - wos: WOS:000657177500001 (11) - scopus: 2-s2.0-85107051401 (13)

11573/1614178 - 2021 - Cluster analysis of bank business models: The connection with performance, efficiency and risk
Lagasio, Valentina; Quaranta, Anna Grazia - 01a Articolo in rivista
paper: FINANCE RESEARCH LETTERS (Elsevier) pp. 102640- - issn: 1544-6123 - wos: WOS:000813443100001 (7) - scopus: 2-s2.0-85121775950 (9)

11573/1416101 - 2020 - Can governance help in making an IPO “successful”? New evidence from Europe
Brogi, M.; Lagasio, V.; Pesic, V. - 01a Articolo in rivista
paper: JOURNAL OF INTERNATIONAL FINANCIAL MANAGEMENT & ACCOUNTING (Oxford: Basil Blackwell.) pp. - - issn: 0954-1314 - wos: WOS:000563786800001 (6) - scopus: 2-s2.0-85081715361 (8)

11573/1583023 - 2020 - Il ruolo della BCE e le dinamiche del settore bancario
Brogi, Marina; Lagasio, Valentina - 01a Articolo in rivista
paper: RIVISTA DI POLITICA ECONOMICA (Roma: Editore SIPI.) pp. 53-75 - issn: 0035-6468 - wos: (0) - scopus: (0)

11573/1583033 - 2020 - Banking after Covid-19
Brogi, Marina; Lagasio, Valentina - 02a Capitolo o Articolo
book: The italian economy after Covid-19. Short-term costs and long-term adjustements - (978-92-76-15038-1)

11573/1583019 - 2020 - Banche locali e ripresa economica: proporzionalità e vigilanza flessibile
Brogi, Marina; Lagasio, Valentina; Torriero, Chiara - 01a Articolo in rivista
paper: BANCARIA (Roma: Bancaria editrice) pp. 15-29 - issn: 0005-4623 - wos: (0) - scopus: (0)

11573/1638310 - 2020 - IL PROCEDIMENTO SANZIONATORIO DELLA BANCA CENTRALE EUROPEA: FONTI NORMATIVE E IMPATTI SULLA QUOTAZIONE DI BORSA
Figliolini, Roberto; Lagasio, Valentina - 02a Capitolo o Articolo
book: SVILUPPI IN TEMA DI ANALISI DEL RISCHIO SISTEMICO E INDICAZIONI DI POLICY - ()

11573/1638313 - 2020 - ESG and profitability: the case of financial institutions
Lagasio, Valentina - 02a Capitolo o Articolo
book: Joint JRC - EBA workshop on Banking Regulation and Sustainability - (978-92-76-15038-1)

11573/1416093 - 2020 - Market reaction to banks’ interim press releases: an event study analysis
Lagasio, Valentina; Brogi, Marina - 01a Articolo in rivista
paper: THE JOURNAL OF MANAGEMENT AND GOVERNANCE (-Netherlands: Springer Netherlands -Dordrecht ; Boston: Kluwer Academic Publishers) pp. - - issn: 1385-3457 - wos: WOS:000541212600001 (3) - scopus: (0)

11573/1366644 - 2020 - Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, V.; Lagasio, V.; Brogi, M.; Fabozzi, F. J. - 01a Articolo in rivista
paper: ANNALS OF FINANCE (Heidelberg ; Berlin : Springer.) pp. 141-157 - issn: 1614-2446 - wos: WOS:000507697500001 (4) - scopus: 2-s2.0-85078599698 (6)

11573/1116015 - 2019 - Equity markets
Brogi, Marina; Lagasio, Valentina - 02a Capitolo o Articolo
book: Capital markets union and beyond - (9780262042765)

11573/1212621 - 2019 - Lights on the shadows: exploring the need for regulation in shadow banking
Brogi, Marina; Lagasio, Valentina - 01a Articolo in rivista
paper: INTERNATIONAL JOURNAL OF APPLIED DECISION SCIENCES (Inderscience Enterprises) pp. 1- - issn: 1755-8077 - wos: (0) - scopus: 2-s2.0-85063725064 (0)

11573/1212639 - 2019 - Do bank boards matter? A literature review on the characteristics of banks' Board of Directors
Brogi, Marina; Lagasio, Valentina - 01a Articolo in rivista
paper: INTERNATIONAL JOURNAL OF BUSINESS GOVERNANCE AND ETHICS (Olney (PO Box 735, Olney, Bucks MK46 5WB) : Inderscience Enterprises, 2004-) pp. - - issn: 1477-9048 - wos: (0) - scopus: 2-s2.0-85065144882 (10)

11573/1212637 - 2019 - Corporate governance, board of directors and company performance in Italy
Lagasio, Valentina - 02a Capitolo o Articolo
book: BOARD OF DIRECTORS AND COMPANY PERFORMANCE: AN INTERNATIONAL OUTLOOK - (978-617-7309-00-9)

11573/1614183 - 2019 - 35 years of literature on corporate governance in banks: Risk management, ownership and compensation
Lagasio, Valentina - 04b Atto di convegno in volume
conference: Corporate Governance: Search for the Advanced Practices (Rome)
book: Corporate Governance: Search for the Advanced Practices - (9786177309054)

11573/1638307 - 2019 - New frontiers in financial markets: from machine learning to algorithmic trading
Lagasio, Valentina - 01a Articolo in rivista
paper: RISK MANAGEMENT MAGAZINE (Milano: Associazione italiana Financial Industry Risk Managers (AIFIRM)) pp. 14-18 - issn: 2612-3665 - wos: (0) - scopus: (0)

11573/1212623 - 2019 - Corporate Governance and Environmental Social Governance: A Meta- Analytical Review of Voluntary Disclosure and Non-Financial Reporting. Corporate Social Responsibility and Environmental Management
Lagasio, Valentina; Cucari, Nicola - 01a Articolo in rivista
paper: CORPORATE SOCIAL RESPONSIBILITY & ENVIRONMENTAL MANAGEMENT (United Kingdom: John Wiley & Sons Limited) pp. - - issn: 1535-3958 - wos: (0) - scopus: 2-s2.0-85060510691 (232)

11573/1092425 - 2018 - Is the market swayed by press releases on corporate governance? Event study on the Eurostoxx banks
Brogi, Marina; Lagasio, Valentina - 01a Articolo in rivista
paper: CORPORATE OWNERSHIP & CONTROL (Sumy : Virtus Interpress) pp. 23-31 - issn: 1727-9232 - wos: (0) - scopus: (0)

11573/1212618 - 2018 - Environmental, social, and governance and company profitability: Are financial intermediaries different?
Brogi, Marina; Lagasio, Valentina - 01a Articolo in rivista
paper: CORPORATE SOCIAL RESPONSIBILITY & ENVIRONMENTAL MANAGEMENT (United Kingdom: John Wiley & Sons Limited) pp. 1-12 - issn: 1535-3958 - wos: WOS:000467369500005 (167) - scopus: 2-s2.0-85058243014 (191)

11573/1212631 - 2018 - Corporate governance in banks: systematic literature review and meta-analysis
Lagasio, Valentina - 01a Articolo in rivista
paper: CORPORATE OWNERSHIP & CONTROL (Sumy : Virtus Interpress) pp. 14-27 - issn: 1727-9232 - wos: (0) - scopus: (0)

11573/1019729 - 2017 - Credito e vigilanza: dagli impulsi di policy all'economia reale
Lagasio, Valentina - 03a Saggio, Trattato Scientifico
book: Credito e Vigilanza: dagli impulsi di policy all’economia reale - (978-620-2-45018-8)

11573/1021754 - 2017 - Il peso dei derivati nei bilanci delle banche
Lagasio, Valentina - 03a Saggio, Trattato Scientifico
book: Il peso dei derivati nei bilanci delle banche - (978-620-2-45025-6)

11573/928308 - 2016 - SME sources of funding: more capital or more debt to sustain growth? An empirical analysis
Brogi, Marina; Lagasio, Valentina - 02a Capitolo o Articolo
book: Access to bank credit and SME financing - (978-3-319-41362-4)

11573/928309 - 2016 - Sliced and diced: European banks’ business models and profitability
Brogi, Marina; Lagasio, Valentina - 02a Capitolo o Articolo
book: Industrial, Institutional and Behavioural Economics, 2016 Report on the Italian Financial System - (978-88-449-1106-5)

11573/801463 - 2015 - Monetary policy and capital adequacy: the impact on credit supply
Brogi, Marina; Lagasio, Valentina; Langone, Rosaria - 02a Capitolo o Articolo
book: 20th Report on the Italian Financial System. European Banking 3.0. Bank Industry and Supervision in the Behavioural Finance Revolution - (978-88-449-1058-7)

11573/832996 - 2015 - Il Mercato dei capitali per le imprese italiane
Lagasio, Valentina - 01a Articolo in rivista
paper: BANCHE E BANCHIERI (Roma:EMB - Editrice Minerva Bancaria Sr Milan Italy: ICEB) pp. 273-280 - issn: 0390-1378 - wos: (0) - scopus: (0)

11573/1116001 - - Lights in the shadows: exploring the need for regulation in shadow banking
Brogi, Marina; Lagasio, Valentina - 01a Articolo in rivista
paper: INTERNATIONAL JOURNAL OF APPLIED DECISION SCIENCES (Inderscience Enterprises) pp. - - issn: 1755-8077 - wos: (0) - scopus: (0)

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