Zobrazeno 1 - 10
of 77
pro vyhledávání: '"Filippo Curti"'
Publikováno v:
Journal of Money, Credit and Banking. 54:1223-1259
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::302029732fb3020353d55db5cee1fbc3
https://doi.org/10.1111/jmcb.12933
https://doi.org/10.1111/jmcb.12933
Publikováno v:
Validation of Risk Management Models for Financial Institutions ISBN: 9781108608602
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f69dcd827192dbc57c81d89cfc3cf4c0
https://doi.org/10.1017/9781108608602.014
https://doi.org/10.1017/9781108608602.014
Autor:
Filippo Curti, Marco Migueis
Publikováno v:
Journal of Operational Risk.
Operational risk is a substantial source of risk for US banks. Improving the performance of operational risk models allows banks’ management to make more informed risk decisions by better matching economic capital and risk appetite, and allows regu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::36ff127e1956c4e72f832aff4a096b2f
https://doi.org/10.21314/jop.2022.033
https://doi.org/10.21314/jop.2022.033
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::951344690b8f4355c2a37267879e8516
https://doi.org/10.2139/ssrn.4294026
https://doi.org/10.2139/ssrn.4294026
Autor:
Sophia Kazinnik, Filippo Curti
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8716eebf7b875203a37173b1de576933
https://doi.org/10.2139/ssrn.4243346
https://doi.org/10.2139/ssrn.4243346
Publikováno v:
Journal of Banking & Finance. 143:106619
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8c57887d4fffb39e74caf8cc39800c4d
https://doi.org/10.1016/j.jbankfin.2022.106619
https://doi.org/10.1016/j.jbankfin.2022.106619
Autor:
Azamat Abdymomunov, Filippo Curti
Publikováno v:
Journal of Financial Services Research. 57:287-313
One of the main challenges that banks face in quantifying operational risk is the instability of risk estimates caused by heavy-tailed and insufficient loss data. To address these issues, we propose a loss scaling method to combine a bank’s interna
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c65d92e3c6fe8983903a460d5109d808
https://doi.org/10.1007/s10693-019-00320-w
https://doi.org/10.1007/s10693-019-00320-w
Autor:
Filippo Curti, Sophia Kazinnik
Publikováno v:
SSRN Electronic Journal.
We apply facial recognition analysis to FOMC press conference videos and quantify one of the most important aspects of nonverbal communication - facial expressions. Using minute-level data, we align our nonverbal communication measure with a set of f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fc3a3a6af910ac471112383cd3f0f0e8
https://doi.org/10.2139/ssrn.3782239
https://doi.org/10.2139/ssrn.3782239
Publikováno v:
SSRN Electronic Journal.
Using supervisory data on operational losses from large U.S. bank holding companies (BHCs), we show that BHCs with socially responsible workforce policies suffer lower operational losses per dollar of total assets. The association significantly varie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::579cdbd9b9b324eed1d96a6d7c9be5a0
https://doi.org/10.2139/ssrn.3747134
https://doi.org/10.2139/ssrn.3747134
Autor:
Atanas Mihov, Filippo Curti
Publikováno v:
Journal of Banking & Finance. 87:446-461
Using supervisory data from U.S. financial institutions on fraud-related losses in foreign markets, we find that losses in countries with poor governance have lower recovery rates. Our results are robust to accounting for potential endogeneity and re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3493ed4b6fe69a5e6660f8a4c7d830a7
https://doi.org/10.1016/j.jbankfin.2017.11.009
https://doi.org/10.1016/j.jbankfin.2017.11.009