Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Marco Migueis"'
Publikováno v:
Finance and Economics Discussion Series. :1-23
Bank accounts are critical for participation in the modern economy. However, these accounts frequently require maintenance fees and incur overdraft charges. We assess whether minimum account balances to avoid fees, account maintenance fee amounts, an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f6d4fbefe28e214e0ea5e0963c997fe7
https://doi.org/10.17016/feds.2022.040
https://doi.org/10.17016/feds.2022.040
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
Autor:
Andrew Hawley, Marco Migueis
Publikováno v:
FEDS Notes. 2021
The failure of large and connected financial institutions often leads to system-wide financial crises and economic downturns (Labonte 2015). Even absent outright failure and bankruptcy, perceived weakness of a large and connected financial firm can r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f4af3bc5f43be22896fe3cbf2162743
https://doi.org/10.17016/2380-7172.2988
https://doi.org/10.17016/2380-7172.2988
Autor:
Marco Migueis
Publikováno v:
Journal of Banking Regulation. 20:302-311
Seven desirable properties for a capital framework are proposed, and the advanced measurement approach (AMA) and the new standardized approach (NSA) for operational risk capital are evaluated relative to them. The AMA is vulnerable to gaming, complex
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f99b770a7d88e61c90d9eebf70069299
https://doi.org/10.1057/s41261-019-00095-z
https://doi.org/10.1057/s41261-019-00095-z
Autor:
AJAY JHA, Marco Migueis
Publikováno v:
The Journal of Operational Risk.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2f3f17601b1de6f4cbc9842049c2aa8f
https://doi.org/10.21314/jop.2020.239
https://doi.org/10.21314/jop.2020.239
Autor:
Marco Migueis, Alexander Jiron
Publikováno v:
SSRN Electronic Journal.
SRISK is a very influential metric of the systemic risk posed by financial firms. However, SRISK suffers from a conceptual flaw in its capital shortfall calculation. This note proposes a modified version of this metric, SRISKv2, which corrects this f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::102ce2cd65b1c43e858dc6be2d8b267f
https://doi.org/10.2139/ssrn.3642020
https://doi.org/10.2139/ssrn.3642020
Publikováno v:
Experimental Economics. 20:894-923
We explore the relation between redistribution choices, source of income, and pre-redistribution inequality. Previous studies find that when income is earned through work there is less support for redistribution than when income is determined by luck
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b7e3a8d9763c7260d199f83e6935dbf8
https://doi.org/10.1007/s10683-017-9516-5
https://doi.org/10.1007/s10683-017-9516-5
Autor:
Marco Migueis
Publikováno v:
SSRN Electronic Journal.
Basel's new standardized approach (SA) for operational risk capital may allow for regulatory arbitrage through the use of insurance. Under the SA, banks will have incentive to insure recurring losses, which can meaningfully reduce capital requirement
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::83257008061e3fb48dd8c906a6383570
https://doi.org/10.2139/ssrn.3485866
https://doi.org/10.2139/ssrn.3485866
Publikováno v:
Finance and Economics Discussion Series. 2016:1-26
The 2004 Basel II accord requires internationally active banks to hold regulatory capital for operational risk, and the Federal Reserve's Comprehensive Capital Analysis and Review (CCAR) requires banks to project operational risk losses under stresse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::db05c5a34e6a3491d840b3e3460b0ced
https://doi.org/10.17016/feds.2016.070
https://doi.org/10.17016/feds.2016.070