Details about Filippo Curti

Access statistics for papers by Filippo Curti.

Last updated 2023-06-26. Update your information in the RePEc Author Service.

Short-id: pcu237

Working Papers

2023

1. Climate Risks in the U.S. Banking Sector: Evidence from Operational Losses and Extreme Storms
   Working Papers, Federal Reserve Bank of Philadelphia
2. The Information Value of Past Losses in Operational Risk
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2020

3. Are the Largest Banking Organizations Operationally More Risky?
   Working Papers, Federal Reserve Bank of Dallas View citations (6)
   See also Journal Article Are the Largest Banking Organizations Operationally More Risky?, Journal of Money, Credit and Banking, Blackwell Publishing (2022) View citations (8) (2022)

2019

4. Benchmarking Operational Risk Stress Testing Models
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
5. Coming to Terms with Operational Risk
   Liberty Street Economics, Federal Reserve Bank of New York View citations (4)

2016

6. Benchmarking Operational Risk Models
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (34)
7. Predicting Operational Loss Exposure Using Past Losses
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

Journal Articles

2023

1. Central bank communication and website characteristics
   Journal of Economic Behavior & Organization, 2023, 212, (C), 1216-1241
2. Let's face it: Quantifying the impact of nonverbal communication in FOMC press conferences
   Journal of Monetary Economics, 2023, 139, (C), 110-126 View citations (2)
3. Workforce Policies and Operational Risk: Evidence from U.S. Bank Holding Companies
   Journal of Financial and Quantitative Analysis, 2023, 58, (7), 3085-3120

2022

4. Are the Largest Banking Organizations Operationally More Risky?
   Journal of Money, Credit and Banking, 2022, 54, (5), 1223-1259 View citations (8)
   See also Working Paper Are the Largest Banking Organizations Operationally More Risky?, Working Papers (2020) View citations (6) (2020)
5. Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies
   Journal of Banking & Finance, 2022, 143, (C) View citations (15)

2020

6. Quantifying and Stress Testing Operational Risk with Peer Banks’ Data
   Journal of Financial Services Research, 2020, 57, (3), 287-313 View citations (5)
7. U.S. Banking Sector Operational Losses and the Macroeconomic Environment
   Journal of Money, Credit and Banking, 2020, 52, (1), 115-144 View citations (21)

2018

8. Fraud recovery and the quality of country governance
   Journal of Banking & Finance, 2018, 87, (C), 446-461 View citations (10)