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
"Fraud Recovery and the Quality of Country Governance," Journal of Banking & Finance, 2018, 87:446-461 (with A.Mihov)
"Approaches to Calculate Tail Quantiles of Compound Distributions," Journal of Computational Finance, Forthcoming (with A.Abdymomunov and H. Kane)
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Working Papers
"U.S. Banking Sector Operational Losses and the Macroeconomic Environment" (with A.Abdymomunov and A.Mihov; Revise & Resubmit at Journal of Money, Credit and Banking)
"All Bank Risks are Idiosyncratic, Until They are Not: The Case of Operational Risk" (with A.Berger, A.Mihov, and J.Sedunov)
"Diseconomies of Scale in Banking: Evidence from Operational Risk" (with A.Mihov)
"Catch the Thief: Fraud in the U.S. Banking Industry" (with A.Mihov)
"Quantifying and Stress Testing Operational Risk with Peer Banks’ Data" (with A.Abdymomunov)
"Predicting Operational Loss Exposure Using Past Losses" (with M.Migueis)
Contact Us
Filippo Curti
(704) 358-2514
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