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Publications

by alumni of

University of Arizona → Eller College of Management

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2023

  1. Filippo Curti & Marco Migueis, 2023, "The Information Value of Past Losses in Operational Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-003, Jan, DOI: 10.17016/FEDS.2023.003.
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  2. Allen N. Berger & Filippo Curti & Nika Lazaryan & Atanas Mihov & Raluca A. Roman, 2023, "Climate Risks in the U.S. Banking Sector: Evidence from Operational Losses and Extreme Storms," Working Papers, Federal Reserve Bank of Philadelphia, number 21-31, Dec, DOI: 10.21799/frbp.wp.2023.31.

2020

  1. Filippo Curti & W. Scott Frame & Atanas Mihov, 2020, "Are the Largest Banking Organizations Operationally More Risky?," Working Papers, Federal Reserve Bank of Dallas, number 2016, May, DOI: 10.24149/wp2016.

2019

  1. Filippo Curti & Marco Migueis & Rob T. Stewart, 2019, "Benchmarking Operational Risk Stress Testing Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-038, May, DOI: 10.17016/FEDS.2019.038.
      Unknown
  2. Gara Afonso & Filippo Curti & Atanas Mihov, 2019, "Coming to Terms with Operational Risk," Liberty Street Economics, Federal Reserve Bank of New York, number 20190107, Jan.

2016

  1. Filippo Curti & Marco Migueis, 2016, "Predicting Operational Loss Exposure Using Past Losses," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-2, Feb, DOI: 10.17016/FEDS.2016.002r1.
  2. Filippo Curti & Ibrahim Ergen & Minh Le & Marco Migueis & Rob T. Stewart, 2016, "Benchmarking Operational Risk Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-070, Mar, DOI: 10.17016/FEDS.2016.070.

Journal articles

2026

  1. Aldama-Navarrete, David & Curti, Filippo & Hansen, Anne Lundgaard & Kazinnik, Sophia, 2026, "Does media sentiment influence bank supervision?," Journal of Financial Stability, Elsevier, volume 84, issue C, DOI: 10.1016/j.jfs.2026.101538.

2024

  1. Filippo Curti & Ivan T. Ivanov & Marco Macchiavelli & Tom Zimmermann, 2024, "Exposure to Cyber Risk and Inadequate Cybersecurity Regulations: Evidence from Municipalities," Chicago Fed Letter, Federal Reserve Bank of Chicago, volume 501, September.

2023

  1. Curti, Filippo & Fauver, Larry & Mihov, Atanas, 2023, "Workforce Policies and Operational Risk: Evidence from U.S. Bank Holding Companies," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 58, issue 7, pages 3085-3120, November.
  2. Curti, Filippo & Kazinnik, Sophia, 2023, "Central bank communication and website characteristics," Journal of Economic Behavior & Organization, Elsevier, volume 212, issue C, pages 1216-1241, DOI: 10.1016/j.jebo.2023.05.017.
  3. Curti, Filippo & Kazinnik, Sophia, 2023, "Let's face it: Quantifying the impact of nonverbal communication in FOMC press conferences," Journal of Monetary Economics, Elsevier, volume 139, issue C, pages 110-126, DOI: 10.1016/j.jmoneco.2023.06.007.

2022

  1. Berger, Allen N. & Curti, Filippo & Mihov, Atanas & Sedunov, John, 2022, "Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106619.
  2. Filippo Curti & W. Scott Frame & Atanas Mihov, 2022, "Are the Largest Banking Organizations Operationally More Risky?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 5, pages 1223-1259, August, DOI: 10.1111/jmcb.12933.

2020

  1. Azamat Abdymomunov & Filippo Curti, 2020, "Quantifying and Stress Testing Operational Risk with Peer Banks’ Data," Journal of Financial Services Research, Springer;Western Finance Association, volume 57, issue 3, pages 287-313, June, DOI: 10.1007/s10693-019-00320-w.
  2. Azamat Abdymomunov & Filippo Curti & Atanas Mihov, 2020, "U.S. Banking Sector Operational Losses and the Macroeconomic Environment," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 1, pages 115-144, February, DOI: 10.1111/jmcb.12661.
  3. Carolina Vera Rivera, 2020, "Modelo de riesgo competitivo en los “Senior Workers”: evidencia del mercado laboral chileno," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 33, pages 143-179.

2018

  1. Curti, Filippo & Mihov, Atanas, 2018, "Fraud recovery and the quality of country governance," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 446-461, DOI: 10.1016/j.jbankfin.2017.11.009.

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