Marco Migueis

Board of Governors of the Federal Reserve System

Principal Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

14

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Top 24,796

in Total Papers Downloads

3,855

SSRN CITATIONS
Rank 21,472

SSRN RANKINGS

Top 21,472

in Total Papers Citations

31

CROSSREF CITATIONS

28

Scholarly Papers (14)

1.

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

Number of pages: 19 Posted: 27 Apr 2018
Marco Migueis
Board of Governors of the Federal Reserve System
Downloads 821 (55,860)
Citation 4

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Banking Regulation, Operational Risk, Regulatory Capital

Forward-Looking and Incentive-Compatible Operational Risk Capital Framework

Number of pages: 37 Posted: 10 May 2017
Marco Migueis
Board of Governors of the Federal Reserve System
Downloads 455 (116,448)
Citation 2

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Banking Regulation, Operational Risk, Regulatory Capital, Incentive Compatibility

Forward-Looking and Incentive-Compatible Operational Risk Capital Framework

Number of pages: 16 Posted: 08 May 2018
Marco Migueis
Board of Governors of the Federal Reserve System
Downloads 82 (555,123)
Citation 1

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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: 29 Apr 2020
Marco Migueis
Board of Governors of the Federal Reserve System
Downloads 70 (609,644)

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Banking Regulation, Incentive Compatibility, Operational Risk, Regulatory Capital

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
Board of Governors of the Federal Reserve System
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Citation 4
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banking regulation, operational risk, regulatory capital, incentive compatibility

3.
Downloads 501 (105,021)
Citation 2

Benchmarking Operational Risk Models

Number of pages: 27 Posted: 03 Mar 2016
Federal Reserve Bank of Richmond - Quantitative Supervision & Research, Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Bank of Cleveland, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Chicago
Downloads 338 (163,553)

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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 Bank of Richmond - Quantitative Supervision & Research, Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Bank of Cleveland, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Chicago
Downloads 163 (332,952)

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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 Bank of Richmond - Quantitative Supervision & Research and Board of Governors of the Federal Reserve System
Downloads 259 (216,075)
Citation 3

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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 Bank of Richmond - Quantitative Supervision & Research and Board of Governors of the Federal Reserve System
Downloads 168 (324,242)

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

The Information Value of Past Losses in Operational Risk

Number of pages: 47 Posted: 08 Apr 2019 Last Revised: 21 Jan 2021
Filippo Curti and Marco Migueis
Federal Reserve Bank of Richmond - Quantitative Supervision & Research and Board of Governors of the Federal Reserve System
Downloads 238 (235,007)
Citation 1

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Banking, Operational Risk, Risk Management

The Information Value of Past Losses in Operational Risk

FEDS Working Paper No. 2023-3
Number of pages: 49 Posted: 26 Jan 2023
Filippo Curti and Marco Migueis
Federal Reserve Bank of Richmond - Quantitative Supervision & Research and Board of Governors of the Federal Reserve System
Downloads 56 (691,306)

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Banking, Operational risk, Risk management

The Information Value of Past Losses in Operational Risk

Journal of Operational Risk, Vol. 18, No. 2, 2023
Number of pages: 36 Posted: 12 Jun 2023
Filippo Curti and Marco Migueis
Federal Reserve Bank of Richmond - Quantitative Supervision & Research and Board of Governors of the Federal Reserve System
Downloads 1 (1,162,535)
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banking, operational risk, risk management, risk modeling, regulatory requirements

6.
Downloads 282 (199,433)
Citation 1

Benchmarking Operational Risk Stress Testing Models

Number of pages: 16 Posted: 24 Dec 2018
Filippo Curti, Marco Migueis and Rob T Stewart
Federal Reserve Bank of Richmond - Quantitative Supervision & Research, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Chicago
Downloads 204 (272,153)

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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 Bank of Richmond - Quantitative Supervision & Research, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Chicago
Downloads 77 (576,687)

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Benchmarking, Operational Risk, Stress Testing

Benchmarking Operational Risk Stress Testing Models

Journal of Operational Risk, Vol. 15, No. 2
Number of pages: 16 Posted: 08 Feb 2021
Filippo Curti, Marco Migueis and Robert Stewart
Federal Reserve Bank of Richmond - Quantitative Supervision & Research, Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads 1 (1,162,535)
Citation 1
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operational risk; stress testing; benchmarking; model risk; model validation.

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

Number of pages: 13 Posted: 29 Apr 2018
Marco Migueis
Board of Governors of the Federal Reserve System
Downloads 275 (203,425)
Citation 1

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Banking Regulation, Operational Risk, Regulatory Capital

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

FEDS Notes No. 2018-05-21-2
Posted: 06 Jun 2018 Last Revised: 02 Oct 2020
Marco Migueis
Board of Governors of the Federal Reserve System

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8.

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
Quantitative Supervision & Research - Federal Reserve Bank of Richmond, Federal Reserve Banks - Federal Reserve Bank of Richmond and Board of Governors of the Federal Reserve System
Downloads 181 (303,869)
Citation 2

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Extreme value dependence, systemic risk, systemically important banks

9.

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, Board of Governors of the Federal Reserve System and Tufts University
Downloads 176 (311,525)
Citation 10

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10.

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

Number of pages: 16 Posted: 22 Apr 2012
Marco Migueis
Board of Governors of the Federal Reserve System
Downloads 91 (515,003)
Citation 1

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Fiscal Priorities, Ideology, Regression Discontinuity Design

Regulatory Arbitrage in the Use of Insurance in the New Standardized Approach for Operational Risk Capital

Number of pages: 9 Posted: 25 Nov 2019
Marco Migueis
Board of Governors of the Federal Reserve System
Downloads 88 (530,992)

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Operational Risk, Capital Requirements, Regulatory Arbitrage, Insurance

Regulatory Arbitrage in the Use of Insurance in the New Standardized Approach for Operational Risk Capital

Journal of Operational Risk, Vol. 16, No. 1
Number of pages: 12 Posted: 23 Mar 2021
Marco Migueis
Board of Governors of the Federal Reserve System
Downloads 1 (1,162,535)
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operational risk; capital requirements; regulatory arbitrage; insurance

Regulatory Arbitrage in the Use of Insurance in the New Standardized Approach for Operational Risk Capital

FEDS Notes No. 2020-03-30 https://doi.org/10.17016/2380-7172.2479
Posted: 13 Aug 2020
Marco Migueis
Board of Governors of the Federal Reserve System

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12.
Downloads 58 (660,750)

SRISKv2 - A Note

Number of pages: 8 Posted: 03 Aug 2020 Last Revised: 24 Mar 2021
Marco Migueis and Alexander Jiron
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 58 (673,460)

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Systemic Risk, Systemic Importance, SRISK

SRISKv2 - A Note

FEDS Notes No. 2020-09-18-2 https://doi.org/10.17016/2380-7172.2724
Posted: 24 Sep 2020
Marco Migueis and Alexander Jiron
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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13.

Cost of Banking for LMI and Minority Communities

FEDS Working Paper No. 2022-40
Number of pages: 23 Posted: 13 Jul 2022
Marco Migueis, Michael Suher and Jessie Xu
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Duke University
Downloads 52 (694,823)

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Bank fees; Deposit accounts; LMI; Majority-minority

14.

Measuring the Systemic Importance of Large US Banks

FEDS Notes No. 2021-09-30
Posted: 19 Oct 2021
Andrew Hawley and Marco Migueis
Independent and Board of Governors of the Federal Reserve System

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