Financial Economists
Filippo Curti
Financial Economist
Filippo Curti is a financial economist in the Supervision, Regulation and Credit department. His research focuses on financial economics, banking and insurance. Prior to joining the Richmond Fed, he worked for Toro Assicurazioni S.p.a. (now Assicurazioni Generali).
Curti earned his bachelor’s degree from Bocconi University in Milan, his master’s degree from the University of Turin and his doctoral degree from the University of Arizona.
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Federal Reserve Publications
Liberty Street Economics, May 17, 2019Liberty Street Economics, January 07, 2019
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Publications
"Workforce Policies and Operational Risk: Evidence from U.S. Banking Organizations," Journal of Financial and Quantitative Analysis, Forthcoming (with L. Fauver, and A. Mihov)
"Are the Largest Banking Organizations Operationally More Risky?" Journal of Money, Credit, and Banking, 2022, 54(5):1223-1259 (with W. Scott Frame, and A. Mihov)
"Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies," Journal of Banking & Finance, 2022, 143 (with A. Berger, A. Mihov, and J. Sedunov)
"U.S. Banking Sector Operational Losses and the Macroeconomic Environment," Journal of Money, Credit, and Banking, 2020, 52(1):115-144 (with A. Abdymomunov, and A. Mihov)
"Quantifying and Stress Testing Operational Risk with Peer Banks’ Data," Journal of Financial Services Research, 2020, 57:287-313 (with A. Abdymomunov)
"Benchmarking Operational Risk Stress Testing Models," Journal of Operational Risk, 2020, 15(2):27-42 (with M. Migueis, and R. Stewart)
"Approaches to Calculate Tail Quantiles of Compound Distributions," Journal of Computational Finance, 2019, 22:41-70 (with A. Abdymomunov, and H. Kane)
"Fraud Recovery and the Quality of Country Governance," Journal of Banking & Finance, 2018, 87:446-461 (with A. Mihov) -
Working Papers
"The Information Value of Past Losses in Operational Risk" (with M. Migueis)
"Catch the Thief: Fraud in the U.S. Banking Industry" (with A. Mihov)
"Cyber Risk Definition and Classification for Financial Risk Management " (with J. Gerlach, S. Kazinnik, M. Lee, and A. Mihov)
"Let’s Face It: Quantifying the Impact of Nonverbal Communication in FOMC Press Conferences" (with S. Kazinnik)
Contact Us
Filippo Curti
(704) 358-2514