Operational risk is more systemic than you think: Evidence from US bank holding companies AN Berger, F Curti, A Mihov, J Sedunov Journal of Banking & Finance 143, 2022 | 55 | 2022 |
US banking sector operational losses and the macroeconomic environment A Abdymomunov, F Curti, A Mihov Journal of Money, Credit and Banking 52 (1), 115-144, 2020 | 41 | 2020 |
Fraud recovery and the quality of country governance F Curti, A Mihov Journal of Banking & Finance 87, 446-461, 2018 | 39 | 2018 |
Cyber risk definition and classification for financial risk management F Curti, J Gerlach, S Kazinnik, MJ Lee, A Mihov Journal of Operational Risk 18 (2), 37-58, 2023 | 37* | 2023 |
Are the Largest Banking Organizations Operationally More Risky? F Curti, WS Frame, A Mihov Journal of Money, Credit, and Banking 54 (5), 1223-1259, 2022 | 33* | 2022 |
Quantifying and Stress Testing Operational Risk with Peer Banks’ Data A Abdymomunov, F Curti Journal of Financial Services Research 57, 287-313, 2020 | 20* | 2020 |
Let's Face It: Quantifying the Impact of Nonverbal Communication in FOMC Press Conferences F Curti, S Kazinnik Journal of Monetary Economics 139, 110-126, 2023 | 18 | 2023 |
Coming to terms with operational risk G Afonso, F Curti, A Mihov Liberty Street Economics, 2019 | 15 | 2019 |
The information value of past losses in operational risk F Curti, M Migueis Journal of Operational Risk 18 (2), 1-36, 2019 | 13* | 2019 |
Benchmarking Operational Risk Models F Curti, I Ergen, M Le, M Migueis, RT Stewart Finance and Economics Discussion Series - Federal Reserve Board, 2016 | 13 | 2016 |
Workforce Policies and Operational Risk: Evidence from U.S. Bank Holding Companies F Curti, L Fauver, A Mihov Journal of Financial and Quantitative Analyses 58 (7), 3085-3120, 2023 | 9 | 2023 |
Benchmarking Operational Risk Stress Testing Models F Curti, M Migueis, RT Stewart Journal of Operational Risk 15 (2), 27-42, 2019 | 9 | 2019 |
City Hall Has Been Hacked! The Financial Costs of Lax Cybersecurity F Curti, I Ivanov, M Macchiavelli, T Zimmermann Working Paper, 2023 | 5 | 2023 |
Catch the Thief! Fraud in the US Banking Industry F Curti, A Mihov Working Paper, 2019 | 5 | 2019 |
Climate risks in the US banking sector: Evidence from operational losses and extreme storms AN Berger, F Curti, N Lazaryan, A Mihov, RA Roman FRB of Philadelphia Working Paper, 2023 | 2 | 2023 |
Stolen Secrets: The Effect of Trade Secret Theft on Corporate Innovation F Curti, M Macchiavelli, A Mihov, K Pisciotta Available at SSRN, 2023 | 1 | 2023 |
Easy on the Eye: Central Bank Communication and Website Characteristics S Kazinnik, F Curti Journal of Economic Behavior & Organization 212, 1216-1241, 2023 | 1* | 2023 |
Calculate tail quantiles of compound distributions A Abdymomunov, F Curti, H Kane Journal of Computational Finance 22 (5), 2019 | 1 | 2019 |
Does Media Sentiment Influence Bank Supervision? D Aldama-Navarrete, F Curti, AL Hansen, S Kazinnik Available at SSRN, 2024 | | 2024 |
A Framework for Evaluating Banks' Resilience in a Rising Interest Rate Environment F Curti, JR Gerlach Available at SSRN, 2024 | | 2024 |