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An Empirical Analysis on Board Monitoring Role and Loan Portfolio Quality Measurement in Banks

Stefanelli, Valeria - 2012

This paper aims to analyze the effectiveness of the board monitoring role on specific loan portfolio quality measures in banks (default rate, recovery rate and provisioning rate). We use a sample comprises a totality of Italian-based banks, listed at Borsa Italiana SpA in 2006-2008, and a number...

Persistent link: https://www.econbiz.de/10013115878

Bank size, functional distance and loss given default rate of bank loans

Cotugno, Matteo; Stefanelli, Valeria - In: International journal of financial research 2 (2011) 1, pp. 31-44

Persistent link: https://www.econbiz.de/10009305718

Relationsship lending, default rate and loan portfolio quality

Cotugno, Matteo; Stefanelli, Valeria; Torluccio, Giuseppe - In: Applied financial economics 23 (2013) 7/9, pp. 573-587

Persistent link: https://www.econbiz.de/10009750704

Can peer monitoring improve loan quality? : empirical evidence from Italian cooperative banks

Boscia, Vittorio; Cotugno, Matteo; Stefanelli, Valeria - In: Financial systems in troubled waters : information, …, (pp. 99-124). 2013

Persistent link: https://www.econbiz.de/10009628906

The spillover effect of enforcement actions on bank risk-taking

Caiazza, Stefano; Cotugno, Matteo; Fiordelisi, Franco; … - In: Journal of banking & finance 91 (2018), pp. 146-159

Persistent link: https://www.econbiz.de/10011963655

Do capital buffers matter? : evidence from the stocks and flows of nonperforming loans

Cicchiello, Antonella Francesca; Cotugno, Matteo; … - In: International review of financial analysis 84 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013472831

Can interlocking directorates be good? : insight of problem loans in Italian listed banks

Brogi, Marina; Stefanelli, Valeria - In: Financial systems in troubled waters : information, …, (pp. 19-39). 2013

Persistent link: https://www.econbiz.de/10009628910

Business model and ESG pillars : the impacts on banking default risk

Palmieri, Egidio; Ferilli, Greta Benedetta; Altunbaş, Yener - In: International review of financial analysis 91 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014446997

Assessing the influence of ESG score, industry, and stock index on firm default risk : a sustainable bank lending perspective

Palmieri, Egidio; Ferilli, Greta B.; Stefanelli, Valeria; … - In: Finance research letters 57 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014526674

Assessing the Influence of ESG Score, Industry, and Stock Index on Firm Default Risk : A Sustainable Bank Lending Perspective

Palmieri, Egidio; Ferilli, Greta Benedetta; Stefanelli, … - 2023

Using a European sample of 211 listed firms from 2013 to 2022, we analyze the mitigation effect on firms’ probability of default (PD) provided by the effect of ESG performance combined with firms’ industry or membership in stock indexes. The study implements a novel approach, monitoring both...

Persistent link: https://www.econbiz.de/10014354534