Marco Migueis

Federal Reserve Board

Principal Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

11

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1,890

SSRN CITATIONS
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SSRN RANKINGS

Top 20,479

in Total Papers Citations

7

CROSSREF CITATIONS

30

Scholarly Papers (11)

Forward-Looking and Incentive-Compatible Operational Risk Capital Framework

Number of pages: 37 Posted: 10 May 2017
Marco Migueis
Federal Reserve Board
Downloads 385 (76,048)
Citation 2

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Banking Regulation, Operational Risk, Regulatory Capital, Incentive Compatibility

Forward-Looking and Incentive-Compatible Operational Risk Capital Framework

FEDS Working Paper No. 2017-087
Number of pages: 17 Posted: 07 Sep 2017 Last Revised: 21 Feb 2019
Marco Migueis
Federal Reserve Board
Downloads 54 (384,452)

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Banking Regulation, Incentive Compatibility, Operational Risk, Regulatory Capital

Forward-Looking and Incentive-Compatible Operational Risk Capital Framework

Number of pages: 16 Posted: 08 May 2018
Marco Migueis
Federal Reserve Board
Downloads 49 (402,029)
Citation 1

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Banking Regulation, Operational Risk, Regulatory Capital, Incentive Compatibility

Forward-Looking and Incentive-Compatible Operational Risk Capital Framework

Journal of Operational Risk, Vol. 13, No. 3, 2018
Number of pages: 16 Posted: 18 Sep 2018
Marco Migueis
Federal Reserve Board
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banking regulation, operational risk, regulatory capital, incentive compatibility

2.
Downloads 342 ( 88,025)
Citation 2

Benchmarking Operational Risk Models

Number of pages: 27 Posted: 03 Mar 2016
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Federal Reserve Board and Federal Reserve Bank of Chicago
Downloads 264 (115,937)

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Banking Regulation, Risk Management, Operational Risk, Benchmarking

Benchmarking Operational Risk Models

FEDS Working Paper No. 2016-070
Number of pages: 28 Posted: 25 Aug 2016
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Federal Reserve Board and Federal Reserve Bank of Chicago
Downloads 78 (315,460)

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Banking Regulation, Benchmarking, Operational Risk, Risk Management

Predicting Operational Loss Exposure Using Past Losses

Number of pages: 52 Posted: 05 May 2016 Last Revised: 23 Aug 2018
Filippo Curti and Marco Migueis
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Board
Downloads 173 (174,697)
Citation 1

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Banking Regulation, Risk Management, Operational Risk, Tail Risk, Quantile Regression

Predicting Operational Loss Exposure Using Past Losses

FEDS Working Paper No. 2016-2
Number of pages: 50 Posted: 04 Feb 2016
Filippo Curti and Marco Migueis
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Board
Downloads 111 (249,930)

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Banking Regulation, Risk Management, Operational Risk, Tail Risk, Quantile Regression

Is Operational Risk Regulation Forward-Looking and Sensitive to Current Risks?

Number of pages: 13 Posted: 29 Apr 2018
Marco Migueis
Federal Reserve Board
Downloads 169 (178,346)

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Banking Regulation, Operational Risk, Regulatory Capital

Is Operational Risk Regulation Forward-Looking and Sensitive to Current Risks?

FED Notes No. 2018-05-21
Posted: 06 Jun 2018 Last Revised: 21 Feb 2019
Marco Migueis
Federal Reserve Board

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Benchmarking Operational Risk Stress Testing Models

Number of pages: 16 Posted: 24 Dec 2018
Filippo Curti, Marco Migueis and Rob T Stewart
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Board and Federal Reserve Bank of Chicago
Downloads 144 (204,290)

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Operational Risk, Stress Testing, Benchmarking

Benchmarking Operational Risk Stress Testing Models

FEDS Working Paper No. 2019-038
Number of pages: 17 Posted: 17 Jul 2019
Filippo Curti, Marco Migueis and Rob T Stewart
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Board and Federal Reserve Bank of Chicago
Downloads 16 (570,870)

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Benchmarking, Operational Risk, Stress Testing

6.

Tail Dependence in the US Banking Sector and Measures of Systemic Risk

Number of pages: 36 Posted: 19 Apr 2012
Eliana Balla, Ibrahim Ergen and Marco Migueis
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Board
Downloads 148 (199,306)
Citation 2

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Extreme value dependence, systemic risk, systemically important banks

7.

Redistributive Choices and Income Inequality: Experimental Evidence for Income as a Signal of Deservingness

Number of pages: 35 Posted: 12 Mar 2016 Last Revised: 13 Sep 2016
Laura Gee, Marco Migueis and Sahar Parsa
Tufts University, Federal Reserve Board and Tufts University
Downloads 107 (255,139)
Citation 7

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8.

The Information Value of Past Losses in Operational Risk

Number of pages: 42 Posted: 08 Apr 2019
Filippo Curti and Marco Migueis
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Board
Downloads 84 (298,769)

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Banking, Operational Risk, Risk Management

9.

Evaluation the AMA and the New Standardized Approach for Operational Risk Capital

Number of pages: 19 Posted: 27 Apr 2018
Marco Migueis
Federal Reserve Board
Downloads 69 (334,649)
Citation 3

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Banking Regulation, Operational Risk, Regulatory Capital

10.

Local Government Fiscal Policies: Left-Wing vs. Right-Wing Portuguese Municipalities

Number of pages: 16 Posted: 22 Apr 2012
Marco Migueis
Federal Reserve Board
Downloads 38 (436,224)

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Fiscal Priorities, Ideology, Regression Discontinuity Design

11.

The Effect of Political Alignment on Transfers to Portuguese Municipalities

Economics & Politics, Vol. 25, Issue 1, pp. 110-133, 2013
Number of pages: 24 Posted: 07 Feb 2013
Marco Migueis
Federal Reserve Board
Downloads 1 (656,991)
Citation 1
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