Details about Marco Migueis

Access statistics for papers by Marco Migueis.

Last updated 2025-04-30. Update your information in the RePEc Author Service.

Short-id: pmi547

Working Papers

2025

1. Cost of Banking for LMI and Minority Communities
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
2. Effect of the GSIB surcharge on the systemic risk posed by the activities of GSIBs
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
3. Outlining and Measuring the Benefits of Risk Sensitivity in Bank Capital Requirements
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2023

4. 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)
   See also Journal Article The information value of past losses in operational risk, Journal of Operational Risk, Journal of Operational Risk

2021

5. Measuring the systemic importance of large US banks
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2020

6. Regulatory Arbitrage in the Use of Insurance in the New Standardized Approach for Operational Risk Capital
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
   See also Journal Article Regulatory arbitrage in the use of insurance in the new standardized approach for operational risk capital, Journal of Operational Risk, Journal of Operational Risk
7. SRISKv2 - A Note
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
   See also Journal Article SRISKv2 – A note, Economics Letters, Elsevier (2021) (2021)

2019

8. Benchmarking Operational Risk Stress Testing Models
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
   See also Journal Article Benchmarking operational risk stress testing models, Journal of Operational Risk, Journal of Operational Risk

2018

9. Is Operational Risk Regulation Forward-looking and Sensitive to Current Risks?
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
   See also Journal Article Is operational risk regulation forward looking and sensitive to current risks?, Journal of Operational Risk, Journal of Operational Risk

2017

10. Forward-looking and Incentive-compatible Operational Risk Capital Framework
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
    See also Journal Article Forward-looking and incentive-compatible operational risk capital framework, Journal of Operational Risk, Journal of Operational Risk

2016

11. Benchmarking Operational Risk Models
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (34)
12. 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

2021

1. SRISKv2 – A note
   Economics Letters, 2021, 201, (C)
   See also Working Paper SRISKv2 - A Note, FEDS Notes (2020) (2020)

2019

2. Evaluating the AMA and the new standardized approach for operational risk capital
   Journal of Banking Regulation, 2019, 20, (4), 302-311

2017

3. Redistributive choices and increasing income inequality: experimental evidence for income as a signal of deservingness
   Experimental Economics, 2017, 20, (4), 894-923 View citations (35)

2014

4. Tail dependence and indicators of systemic risk for large US depositories
   Journal of Financial Stability, 2014, 15, (C), 195-209 View citations (31)

2013

5. The Effect of Political Alignment on Transfers to Portuguese Municipalities
   Economics and Politics, 2013, 25, (1), 110-133 View citations (66)

Undated

6. Benchmarking operational risk stress testing models
   Journal of Operational Risk
   See also Working Paper Benchmarking Operational Risk Stress Testing Models, Finance and Economics Discussion Series (2019) View citations (1) (2019)
7. Forward-looking and incentive-compatible operational risk capital framework
   Journal of Operational Risk
   See also Working Paper Forward-looking and Incentive-compatible Operational Risk Capital Framework, Finance and Economics Discussion Series (2017) View citations (1) (2017)
8. Is operational risk regulation forward looking and sensitive to current risks?
   Journal of Operational Risk
   See also Working Paper Is Operational Risk Regulation Forward-looking and Sensitive to Current Risks?, FEDS Notes (2018) (2018)
9. Regulatory arbitrage in the use of insurance in the new standardized approach for operational risk capital
   Journal of Operational Risk
   See also Working Paper Regulatory Arbitrage in the Use of Insurance in the New Standardized Approach for Operational Risk Capital, FEDS Notes (2020) (2020)
10. The information value of past losses in operational risk
    Journal of Operational Risk
    See also Working Paper The Information Value of Past Losses in Operational Risk, Finance and Economics Discussion Series (2023) View citations (1) (2023)