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Filippo Curti
Filippo Curti
Verified email at rich.frb.org - Homepage
Title
Cited by
Cited by
Year
Operational risk is more systemic than you think: Evidence from US bank holding companies
AN Berger, F Curti, A Mihov, J Sedunov
Journal of Banking & Finance 143, 2022
552022
US banking sector operational losses and the macroeconomic environment
A Abdymomunov, F Curti, A Mihov
Journal of Money, Credit and Banking 52 (1), 115-144, 2020
412020
Fraud recovery and the quality of country governance
F Curti, A Mihov
Journal of Banking & Finance 87, 446-461, 2018
382018
Cyber risk definition and classification for financial risk management
F Curti, J Gerlach, S Kazinnik, MJ Lee, A Mihov
Journal of Operational Risk 18 (2), 37-58, 2023
37*2023
Are the Largest Banking Organizations Operationally More Risky?
F Curti, WS Frame, A Mihov
Journal of Money, Credit, and Banking 54 (5), 1223-1259, 2022
33*2022
Quantifying and Stress Testing Operational Risk with Peer Banks’ Data
A Abdymomunov, F Curti
Journal of Financial Services Research 57, 287-313, 2020
20*2020
Let's Face It: Quantifying the Impact of Nonverbal Communication in FOMC Press Conferences
F Curti, S Kazinnik
Journal of Monetary Economics 139, 110-126, 2023
172023
Coming to terms with operational risk
G Afonso, F Curti, A Mihov
Liberty Street Economics, 2019
152019
The information value of past losses in operational risk
F Curti, M Migueis
Journal of Operational Risk 18 (2), 1-36, 2019
13*2019
Benchmarking Operational Risk Models
F Curti, I Ergen, M Le, M Migueis, RT Stewart
Finance and Economics Discussion Series - Federal Reserve Board, 2016
132016
Workforce Policies and Operational Risk: Evidence from U.S. Bank Holding Companies
F Curti, L Fauver, A Mihov
Journal of Financial and Quantitative Analyses 58 (7), 3085-3120, 2023
92023
Benchmarking Operational Risk Stress Testing Models
F Curti, M Migueis, RT Stewart
Journal of Operational Risk 15 (2), 27-42, 2019
92019
Catch the Thief! Fraud in the US Banking Industry
F Curti, A Mihov
Working Paper, 2019
52019
City Hall Has Been Hacked! The Financial Costs of Lax Cybersecurity
F Curti, I Ivanov, M Macchiavelli, T Zimmermann
Working Paper, 2023
42023
Climate risks in the US banking sector: Evidence from operational losses and extreme storms
AN Berger, F Curti, N Lazaryan, A Mihov, RA Roman
FRB of Philadelphia Working Paper, 2023
22023
Easy on the Eye: Central Bank Communication and Website Characteristics
S Kazinnik, F Curti
Journal of Economic Behavior & Organization 212, 1216-1241, 2023
1*2023
Calculate tail quantiles of compound distributions
A Abdymomunov, F Curti, H Kane
Journal of Computational Finance 22 (5), 2019
12019
Does Media Sentiment Influence Bank Supervision?
D Aldama-Navarrete, F Curti, AL Hansen, S Kazinnik
Available at SSRN, 2024
2024
A Framework for Evaluating Banks' Resilience in a Rising Interest Rate Environment
F Curti, JR Gerlach
Available at SSRN, 2024
2024
Stolen Secrets: The Effect of Trade Secret Theft on Corporate Innovation
F Curti, M Macchiavelli, A Mihov, K Pisciotta
Available at SSRN, 2023
2023
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