Liberty Street Economics,
May 17, 2019
Liberty Street Economics,
January 07, 2019
Financial Economists
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.
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Federal Reserve Publications
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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)
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Working Papers
"The Information Value of Past Losses in Operational Risk" (with M.Migueis; Revise & Resubmit at Journal of Financial Services Research)
"Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies" (with A.Berger, A.Mihov, and J.Sedunov)
"Are the Largest Banking Organizations Operationally More Risky?" (with W. Scott Frame, and A.Mihov)
"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)
"Workforce Policies and Operational Risk: Evidence from U.S. Banking Organizations" (with L. Fauver, and A.Mihov)
Contact Us
Filippo Curti
(704) 358-2514
