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Predicting Operational Loss Exposure Using Past Losses. (2016). Migueis, Marco ; Curti, Filippo.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2016-02.

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Cited: 2

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Cites: 24

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Cocites: 20

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Evaluating the AMA and the new standardized approach for operational risk capital. (2019). Migueis, Marco.
    In: Journal of Banking Regulation.
    RePEc:pal:jbkreg:v:20:y:2019:i:4:d:10.1057_s41261-019-00095-z.

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  2. Benchmarking Operational Risk Stress Testing Models. (2019). Stewart, Rob T ; Migueis, Marco ; Curti, Filippo.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-38.

    Full description at Econpapers || Download paper

References

References cited by this document

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Cocites

Documents in RePEc which have cited the same bibliography

  1. The Information Value of Past Losses in Operational Risk. (2023). Migueis, Marco ; Curti, Filippo.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2023-03.

    Full description at Econpapers || Download paper

  2. Does digital transformation matter for operational risk exposure?. (2023). Mollah, Sabur ; Uddin, Md Hamid ; Ali, Md Hakim ; Islam, Nazrul.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:197:y:2023:i:c:s0040162523006042.

    Full description at Econpapers || Download paper

  3. Are the Largest Banking Organizations Operationally More Risky?. (2022). Mihov, Atanas ; Frame, Scott W ; Curti, Filippo.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:54:y:2022:i:5:p:1223-1259.

    Full description at Econpapers || Download paper

  4. Operational Loss Recoveries and the Macroeconomic Environment: Evidence from the U.S. Banking Sector. (2022). Mihov, Atanas ; McLemore, Ping ; Lazaryan, Nika ; Frame, Scott W.
    In: Working Papers.
    RePEc:fip:feddwp:94718.

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  5. Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies. (2022). Sedunov, John ; Mihov, Atanas ; Curti, Filippo ; Berger, Allen N.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001996.

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  6. Press freedom and operational losses: The monitoring role of the media. (2022). Keresztúri, Judit Lilla ; Berlinger, Edina ; Tamasne, Zsuzsanna Vneki ; Lubloy, agnes ; Kereszturi, Judit Lilla.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002006.

    Full description at Econpapers || Download paper

  7. Is cloud computing the digital solution to the future of banking?. (2022). Zhao, Chenchen ; Jiang, Chunxia ; Qu, Yang ; Cheng, Maoyong.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000948.

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  8. Risk shifting and regulatory arbitrage: Evidence from operational risk. (2022). Ebrahim, Alireza ; Clark, Brian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001212.

    Full description at Econpapers || Download paper

  9. Credit Enhancement Mechanism in Loan Securitization and Its Implication to Systemic Risk. (2021). Ivanov, Katerina.
    In: Discussion Paper Series.
    RePEc:msb:wpaper:2021-01.

    Full description at Econpapers || Download paper

  10. Quantifying and Stress Testing Operational Risk with Peer Banks’ Data. (2020). Curti, Filippo ; Abdymomunov, Azamat.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:57:y:2020:i:3:d:10.1007_s10693-019-00320-w.

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  11. Haste Makes Waste: Banking Organization Growth and Operational Risk. (2020). Frame, W ; Mihov, Atanas ; McLemore, Ping.
    In: Working Papers.
    RePEc:fip:feddwp:88596.

    Full description at Econpapers || Download paper

  12. Are the Largest Banking Organizations Operationally More Risky?. (2020). Frame, W ; Mihov, Atanas ; Curti, Filippo.
    In: Working Papers.
    RePEc:fip:feddwp:88097.

    Full description at Econpapers || Download paper

  13. Operational and cyber risks in the financial sector. (2020). Aldasoro, Inaki ; Gambacorta, Leonardo ; Giudici, Paolo ; Leach, Thomas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14418.

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  14. Operational and cyber risks in the financial sector. (2020). Giudici, Paolo ; Gambacorta, Leonardo ; Aldasoro, Iñaki ; Leach, Thomas.
    In: BIS Working Papers.
    RePEc:bis:biswps:840.

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  15. An internal fraud model for operational losses in retail banking. (2020). Vega, Marco ; Paredes, Roc'Io.
    In: Papers.
    RePEc:arx:papers:2002.03235.

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  16. Benchmarking Operational Risk Stress Testing Models. (2019). Stewart, Rob T ; Migueis, Marco ; Curti, Filippo.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-38.

    Full description at Econpapers || Download paper

  17. Tail Dependence and Systemic Risk in Operational Losses of the US Banking Industry. (2017). Tian, Weidong ; Ergen, Ibrahim ; Abdymomunov, Azamat .
    In: International Review of Finance.
    RePEc:bla:irvfin:v:17:y:2017:i:2:p:177-204.

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  18. Predicting Operational Loss Exposure Using Past Losses. (2016). Migueis, Marco ; Curti, Filippo.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-02.

    Full description at Econpapers || Download paper

  19. Business complexity and risk management: evidence from operational risk events in U. S. bank holding companies. (2016). Ozdagli, Ali ; Chernobai, Anna ; Wang, Jianlin.
    In: Working Papers.
    RePEc:fip:fedbwp:16-16.

    Full description at Econpapers || Download paper

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Authors registered in RePEc who have wrote about the same topic

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