Meet the Researchers
Marco Migueis
[email protected]
Education
- Ph.D., Economics, Massachusetts Institute of Technology, 2010
- B.A., Economics, Universidade Nova de Lisboa, 2003
- Regulatory Capital, Operational Risk, and Systemic Risk
- Political Economy
Principal Economist
Board of Governors of the Federal Reserve System
2016 - presentSenior Economist
Board of Governors of the Federal Reserve System
2015 - 2016Economist
Board of Governors of the Federal Reserve System
2012 - 2015Financial Economist
Federal Reserve Bank of Richmond
2010 - 2012Financial Economist
Fannie Mae
2010
- The information value of past losses in operational risk
Filippo Curti and Marco Migueis
Journal of Operational Risk (2023)
https://doi.org/10.21314/JOP.2022.033
See also » FRB Working Paper (2023) - The Information Value of Past Losses in Operational Risk
Filippo Curti and Marco Migueis
Finance and Economics Discussion Series (2023)
https://doi.org/10.17016/FEDS.2023.003 - Cost of Banking for LMI and Minority Communities
Marco Migueis, Michael Suher, and Jessie Xu
Finance and Economics Discussion Series (2022)
https://doi.org/10.17016/FEDS.2022.040 - Measuring the systemic importance of large US banks
Andrew Hawley and Marco Migueis
FEDS Notes (2021)
https://doi.org/10.17016/2380-7172.2988 - SRISKv2 – A note
Marco Migueis and Alexander Jiron
Economics Letters (2021)
https://doi.org/10.1016/j.econlet.2021.109797 - Regulatory arbitrage in the use of insurance in the new standardized approach for operational risk capital
Marco Migueis
Journal of Operational Risk (2021)
https://doi.org/10.21314/JOP.2020.25 - SRISKv2 - A Note
Marco Migueis and Alexander Jiron
FEDS Notes (2020)
https://doi.org/10.17016/2380-7172.2724 - Benchmarking Operational Risk Stress Testing Models
Filippo Curti, Marco Migueis, and Robert Stewart
Journal of Operational Risk (2020)
https://doi.org/10.21314/JOP.2020.239
See also » FRB Working Paper (2019) - Regulatory Arbitrage in the Use of Insurance in the New Standardized Approach for Operational Risk Capital
Marco Migueis
FEDS Notes (2020)
https://doi.org/10.17016/2380-7172.2479 - Benchmarking Operational Risk Stress Testing Models
Filippo Curti, Marco Migueis, and Robert Stewart
Finance and Economics Discussion Series (2019)
https://doi.org/10.17016/FEDS.2019.038 - Evaluating the AMA and the New Standardized Approach for Operational Risk Capital
Marco Migueis
Journal of Banking Regulation (2019)
https://doi.org/10.1057/s41261-019-00095-z - Is Operational Risk Regulation Forward Looking and Sensitive to Current Risks?
Marco Migueis
Journal of Operational Risk (2018)
https://doi.org/10.21314/JOP.2018.216 - Forward-Looking and Incentive-Compatible Operational Risk Capital Framework
Marco Migueis
Journal of Operational Risk (2018)
https://doi.org/10.21314/JOP.2018.219
See also » FRB Working Paper (2017) - Is Operational Risk Regulation Forward-looking and Sensitive to Current Risks?
Marco Migueis
FEDS Notes (2018)
https://doi.org/10.17016/2380-7172.2198 - Redistributive Choices and Increasing Income Inequality: Experimental Evidence for Income as a Signal of Deservingness
Laura K. Gee, Marco Migueis, and Sahar Parsa
Experimental Economics (2017)
https://doi.org/10.1007/s10683-017-9516-5 - Benchmarking Operational Risk Models
Filippo Curti, Ibrahim Ergen, Minh Le, Marco Migueis, and Robert Stewart
Finance and Economics Discussion Series (2016)
https://doi.org/10.17016/FEDS.2016.070 - Tail Dependence and Indicators of Systemic Risk for Large US Depositories
Eliana Balla, Ibrahim Ergen, and Marco Migueis
Journal of Financial Stability (2014)
https://doi.org/10.1016/j.jfs.2014.10.002 - The Effect of Political Alignment on Transfers to Portuguese Municipalities
Marco Migueis
Economics & Politics (2013)
https://doi.org/10.1111/ecpo.12005 - Essays on Political Economy
Marco Migueis
Massachusetts Institute of Technology (2010)
conference
November 2019ABA Risk Quantification Forum
The Information Value of Past Losses in Operational Risk
conference
September 2019FDIC/JFSR Annual Bank Research Conference
The Information Value of Past Losses in Operational Risk
conference
June 2019Op Risk North America
The Information Value of Past Losses in Operational Risk
conference
December 2018Paris Financial Management Conference
Forward-looking and Incentive-compatible Operational Risk Capital Framework
conference
July 2018FRB of Richmond Operational Risk Research Conference
Forward-looking and Incentive-compatible Operational Risk Capital Framework
conference
April 2018RMA's GCOR
The New Standardized Approach for Operational Risk
conference
November 2017ORX Analytics and Scenarios Forum
Forward-looking and Incentive-compatible Operational Risk Capital Framework
conference
September 2017ABA Risk Quantification Forum
Forward-looking and Incentive-compatible Operational Risk Capital Framework
conference
June 2017Op Risk North America
Forward-looking and Incentive-compatible Operational Risk Capital Framework
conference
November 2016Operational Risk, Financial Republic Conference
Benchmarking Operational Risk Stress Testing Models
conference
November 2016ABA Operational Risk Modeling Forum
Benchmarking Operational Risk Stress Testing Models
conference
July 2016Western Economic Association International Conference
Predicting Operational Loss Exposure Using Past Losses
conference
April 2016RMA's GCOR
The Standardized Measurement Approach
conference
March 2016Op Risk North America
The Standardized Measurement Approach
conference
March 2016Op Risk North America
Operational Risk Capital Uncertainty
conference
November 2015Operational Riskdata eXchange Association Conference
Predicting Operational Loss Exposure Using Past Losses
conference
October 2015ABA Operational Risk Modeling Forum
Predicting Operational Loss Exposure Using Past Losses
conference
October 2015ABA Operational Risk Modeling Forum
The Revised Standardized Approach for Operational Risk Capital
conference
April 2015RMA's GCOR
Tail Exposure in Operational Risk
conference
March 2015Op Risk North America
Operational Risk Regulatory Requirements
conference
November,2014Op Risk NY
Operational Risk Regulatory Requirements
conference
March 2014Op Risk North America
AMA Benchmarks
conference
December 2012Risk Quantification Forum
Tail Dependence in the US financial sector and measures of systemic risk
Referee
- Journal of Public Economics
- Economia
- Southern Economic Journal
- Journal of Financial Stability
- Public Choice
- Journal of Operational Risk