Details about Marco Migueis

Access statistics for papers by Marco Migueis.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: pmi547

Working Papers

2023

1. 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)

2022

2. Cost of Banking for LMI and Minority Communities
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2021

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

2020

4. 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.)
5. 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

6. Benchmarking Operational Risk Stress Testing Models
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2018

7. Is Operational Risk Regulation Forward-looking and Sensitive to Current Risks?
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2017

8. 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)

2016

9. Benchmarking Operational Risk Models
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (34)
10. 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 (64)