Marco Migueis

Federal Reserve Board

Principal Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 24,222

in Total Papers Downloads

2,026

SSRN CITATIONS
Rank 18,987

SSRN RANKINGS

Top 18,987

in Total Papers Citations

14

CROSSREF CITATIONS

30

Scholarly Papers (12)

Forward-Looking and Incentive-Compatible Operational Risk Capital Framework

Number of pages: 37 Posted: 10 May 2017
Marco Migueis
Federal Reserve Board
Downloads 390 (77,349)
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 56 (388,739)

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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 50 (409,862)
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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Citation 1
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banking regulation, operational risk, regulatory capital, incentive compatibility

2.
Downloads 350 ( 88,526)
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 268 (117,804)

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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 82 (315,050)

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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 179 (174,670)
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 114 (252,518)

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

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 161 (191,552)

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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 23 (540,527)

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Benchmarking, Operational Risk, Stress Testing

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 175 (178,227)

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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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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 151 (202,045)
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 110 (257,761)
Citation 8

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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 98 (279,039)

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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 88 (298,845)
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 42 (432,571)
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

Number of pages: 9 Posted: 25 Nov 2019
Marco Migueis
Federal Reserve Board
Downloads 38 (448,999)

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Operational Risk, Capital Requirements, Regulatory Arbitrage, Insurance

12.

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 (675,288)
Citation 3
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