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Filippo Curti

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Filippo Curti

Filippo Curti is a financial economist in the Supervision, Regulation and Credit department. His research focuses on financial economics, banking, and insurance.  Prior to joining the Richmond Fed, he worked for Toro Assicurazioni S.p.a. (now Assicurazioni Generali S.p.a.).

Filippo earned his bachelor’s degree from Bocconi University in Milan, his master’s degree from the University of Turin and his doctoral degree from the University of Arizona.

  • Federal Reserve Publications
    Understanding Cyber Risk: Lessons from a Recent Fed Workshop
    Liberty Street Economics, May 17, 2019

     

    Gara Afonso, Filippo Curti, Ping McLemore and Atanas Mihov

    Coming to Terms with Operational Risk
    Liberty Street Economics, January 07, 2019

    Gara Afonso, Filippo Curti and Atanas Mihov

  • Publications

     "U.S. Banking Sector Operational Losses and the Macroeconomic Environment" Journal of Money, Credit and Banking, 2020, 52:115-144 (with A.Abdymomunov, and A.Mihov)

    "Quantifying and Stress Testing Operational Risk with Peer Banks’ Data" Journal of Financial Services Research, 2020, 57:287-313 (with A.Abdymomunov)

    "Benchmarking Operational Risk Stress Testing Models" Journal of Operational Risk, 2020, 15(2):27-42 (with M. Migueis, and R. Stewart)

    "Approaches to Calculate Tail Quantiles of Compound Distributions," Journal of Computational Finance, Forthcoming (with A.Abdymomunov and H. Kane)

    "Fraud Recovery and the Quality of Country Governance," Journal of Banking & Finance, 2018, 87:446-461 (with A.Mihov)

  • Working Papers

    "Are the Largest Banking Organizations Operationally More Risky?" (with W. Scott Frame, and A. Mihov; Revise & Resubmit at Journal of Money, Credit, and Banking)

    "Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies" (with A. Berger, A. Mihov, and J. Sedunov; Revise & Resubmit at Journal of Banking & Finance)

    "Workforce Policies and Operational Risk: Evidence from U.S. Banking Organizations" (with L. Fauver, and A. Mihov; Revise & Resubmit at Journal of Financial and Quantitative Analysis)

    "The Information Value of Past Losses in Operational Risk" (with M. Migueis)

    "Catch the Thief: Fraud in the U.S. Banking Industry" (with A. Mihov)

    "Cyber Risk Definition and Classification for Financial Risk Management " (with J. Gerlach, S. Kazinnik, M. Lee, and A. Mihov)

    "Let’s Face It: Quantifying the Impact of Nonverbal Communication in FOMC Press Conferences" (with S. Kazinnik)

phone Contact Us

Filippo Curti (704) 358-2514