Marco Migueis

Board of Governors of the Federal Reserve System

Principal Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

16

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4,231

TOTAL CITATIONS
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Top 27,028

in Total Papers Citations

25

Scholarly Papers (16)

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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 894 (58,254)
Citation 4

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Banking Regulation, Operational Risk, Regulatory Capital

2.

Forward-Looking and Incentive-Compatible Operational Risk Capital Framework

Downloads 644 (89,708)
Citation 3

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 473 (130,267)
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 93 (614,056)
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 78 (684,922)

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Banking Regulation, Incentive Compatibility, Operational Risk, Regulatory Capital

3.

Benchmarking Operational Risk Models

Downloads 538 (112,772)

Benchmarking Operational Risk Models

Number of pages: 27 Posted: 03 Mar 2016
Filippo Curti, Ibrahim Ergen, Minh Le, Marco Migueis and Rob T Stewart
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 364 (176,547)

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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
Filippo Curti, Ibrahim Ergen, Minh Le, Marco Migueis and Rob T Stewart
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 174 (372,427)

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Banking Regulation, Benchmarking, Operational Risk, Risk Management

4.

Predicting Operational Loss Exposure Using Past Losses

Downloads 477 (130,445)
Citation 3

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 289 (226,894)
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 188 (347,059)

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

5.

The Information Value of Past Losses in Operational Risk

Downloads 336 (194,402)
Citation 1

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 257 (256,019)
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 79 (679,830)

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Banking, Operational risk, Risk management

6.

Benchmarking Operational Risk Stress Testing Models

Downloads 298 (221,342)

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 212 (309,695)

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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 86 (645,656)

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Benchmarking, Operational Risk, Stress Testing

7.

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

Downloads 288 (229,441)
Citation 1

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 288 (227,720)
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.

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 196 (334,811)
Citation 10

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9.

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 195 (336,460)
Citation 2

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Extreme value dependence, systemic risk, systemically important banks

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 106 (555,755)
Citation 1

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Fiscal Priorities, Ideology, Regression Discontinuity Design

11.

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

Downloads 101 (575,771)

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 101 (580,945)

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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.

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 75 (690,738)

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Bank fees; Deposit accounts; LMI; Majority-minority

13.

SRISKv2 - A Note

Downloads 70 (717,795)

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 70 (729,264)

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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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14.

Effect of the GSIB Surcharge on the Systemic Risk Posed by the Activities of GSIBs

FEDS Working Paper No. 2025-29
Number of pages: 21 Posted: 30 Apr 2025
Marco Migueis and Sydney Peirce
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 13 (1,247,667)

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Bank capital requirements, Banking regulation, GSIB surcharge, Systemic risk

15.

Outlining and Measuring the Benefits of Risk Sensitivity in Bank Capital Requirements

FEDS Notes No. 2025-03-28-3
Posted: 11 Apr 2025
Marco Migueis
Board of Governors of the Federal Reserve System

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16.

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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