6
H index
5
i10 index
128
Citations
Federal Reserve Bank of Richmond | 6 H index 5 i10 index 128 Citations RESEARCH PRODUCTION: 14 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Filippo Curti. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Operational Risk | 3 |
| Journal of Money, Credit and Banking | 2 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.) | 4 |
| Year | Title of citing document |
|---|---|
| 2025 | Financial Risks in Flooding: Bank Response to Climate-Induced Natural Disasters. (2025). Ryan, Alexander. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360730. Full description at Econpapers || Download paper |
| 2025 | Trading with the Devil: Risk and Return in Foundation Model Strategies. (2025). Zhang, Jinrui. In: Papers. RePEc:arx:papers:2510.17165. Full description at Econpapers || Download paper |
| 2025 | Informative Risk Measures in the Banking Industry: A Proposal based on the Magnitude-Propensity Approach. (2025). Bonollo, Michele ; Grasselli, Martino ; Mori, Gianmarco ; Oz, Havva Nilsu. In: Papers. RePEc:arx:papers:2511.21556. Full description at Econpapers || Download paper |
| 2025 | Banking system stability: A global analysis of cybercrime laws. (2025). Nguyen, MY ; Cumming, Douglas ; Pham, Anh Viet ; Samarasinghe, Ama. In: Papers. RePEc:arx:papers:2512.01237. Full description at Econpapers || Download paper |
| 2026 | Algorithmic Compliance and Regulatory Loss in Digital Assets. (2026). Sharma, Krishna ; Bhatt, Khem Raj. In: Papers. RePEc:arx:papers:2603.04328. Full description at Econpapers || Download paper |
| 2026 | Measuring the risk or reducing it, that is the question: is risk measurement necessary for risk reduction?. (2026). Uberti, Pierpaolo. In: Papers. RePEc:arx:papers:2604.28124. Full description at Econpapers || Download paper |
| 2025 | Forecasting value‐at‐risk for cryptocurrencies. (2025). Poudyal, Niraj ; Michaelides, Michael. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:3:n:e70029. Full description at Econpapers || Download paper |
| 2026 | The Power of Voice: Monetary Policy and Cryptocurrency. (2026). Cho, Dooyeon. In: International Review of Finance. RePEc:bla:irvfin:v:26:y:2026:i:1:n:e70062. Full description at Econpapers || Download paper |
| 2026 | ECB exchange rate communication. (2026). Mehl, Arnaud ; Ehrmann, Michael ; Minesso, Massimo Ferrari ; Palacios, Mar Domenech ; Comazzi, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20263229. Full description at Econpapers || Download paper |
| 2025 | Can employee welfare policies insure workers against fluctuations in employment?. (2025). Loncan, Tiago. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001178. Full description at Econpapers || Download paper |
| 2025 | Agree to disagree: Measuring hidden dissent in FOMC meetings. (2025). Yang, Zichao ; Tsang, Kwok Ping. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:180:y:2025:i:c:s0165188925001630. Full description at Econpapers || Download paper |
| 2025 | Self-regulation, media pressure, and corporate catastrophes. (2025). Lublóy, Ágnes ; Berlinger, Edina ; Lubly, Gnes ; Keresztri, Judit Lilla. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1337-1356. Full description at Econpapers || Download paper |
| 2025 | Model Risk of Volatility Models. (2025). Lazar, Emese ; Zhang, Ning. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:1-22. Full description at Econpapers || Download paper |
| 2025 | How stressed are the banks? An inter-temporal network analysis. (2025). Swain, Pankaj ; Misra, Arun Kumar ; Poddar, Abhishek. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001189. Full description at Econpapers || Download paper |
| 2025 | Exploring the non-linear dynamics between Commercial Real Estate and systemic risk. (2025). Kladakis, George ; Lux, Nicole ; Skouralis, Alexandros. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000295. Full description at Econpapers || Download paper |
| 2025 | Bank misconduct: The deterrent effect of country governance and customer reaction. (2025). Cucinelli, Doriana ; Carretta, Alessandro ; Fattobene, Lucrezia ; Schwizer, Paola. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:174:y:2025:i:c:s0378426625000548. Full description at Econpapers || Download paper |
| 2025 | Generative AI: The transformative impact of ChatGPT on systemic financial risk in Chinese banks. (2025). Nagayasu, Jun ; Zhao, Yikai ; Dai, Runyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25001660. Full description at Econpapers || Download paper |
| 2025 | A novel credit model risk measure: Do more data lead to lower model risk?. (2025). de Genaro, Alan ; Yoshida, Valter T ; Schiozer, Rafael. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000018. Full description at Econpapers || Download paper |
| 2026 | Do online judicial auctions matter for bank risk-taking? Evidence of Chinese commercial banks. (2026). Chen, Shuangyi ; Jiang, Hai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:83:y:2026:i:c:s027553192500529x. Full description at Econpapers || Download paper |
| 2025 | TRACING THE LITERATURE ON CENTRAL BANK COMMUNICATION: A BIBLIOMETRIC REVIEW. (2025). Dubey, Amlendu ; Madan, Kanupriya. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:28:y:2025:i:4c:p:553-594. Full description at Econpapers || Download paper |
| 2026 | The Market Impact of Fed Communications: The Role of the Press Conference. (2026). Narain, Namrata. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2026:q:1:a:7. Full description at Econpapers || Download paper |
| 2025 | Data Breach Announcement Effect on Bank Loans, Deposits, and Stock Performance. (2025). Durongkadej, Isarin ; Wang, Heng Emily. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:68:y:2025:i:3:d:10.1007_s10693-025-00447-z. Full description at Econpapers || Download paper |
| 2025 | How reliable are systemic risk measures? Model risk estimates of MES and ΔCoVaR. (2025). Pasieczna-Dixit, Aleksandra. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:56:y:2025:i:4:p:463-496. Full description at Econpapers || Download paper |
| 2025 | Bank charter values and operational risk. (2025). Schenck, Natalya ; Ebrahim, Alireza ; Bautista, Sebastian. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:2:d:10.1057_s41261-024-00245-y. Full description at Econpapers || Download paper |
| 2026 | Banking system stability: a global analysis of cybercrime laws. (2026). Cumming, Douglas ; Samarasinghe, Ama ; Pham, Anh Viet ; Nguyen, MY. In: Journal of International Business Studies. RePEc:pal:jintbs:v:57:y:2026:i:3:d:10.1057_s41267-025-00838-3. Full description at Econpapers || Download paper |
| 2025 | Just Transition Risks in the Banking Sector. (2025). Bank, World. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:11098. Full description at Econpapers || Download paper |
| 2025 | The ECB press conference statement: deriving a new sentiment indicator for the euro area. (2025). Siklos, Pierre L ; Kanelis, Dimitrios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:652-664. Full description at Econpapers || Download paper |
| 2025 | Driving the Green Transformation of Enterprises: The Role of Patent Insurance. (2025). Zhong, Junhao ; Wang, Zhenzhen ; Deng, Yunfeng. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:2:p:1373-1391. Full description at Econpapers || Download paper |
| 2025 | Emotion in euro area monetary policy communication and bond yields: The Draghi era. (2025). Siklos, Pierre L ; Kanelis, Dimitrios. In: Discussion Papers. RePEc:zbw:bubdps:320429. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Workforce Policies and Operational Risk: Evidence from U.S. Bank Holding Companies In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 1 |
| 2026 | Does media sentiment influence bank supervision? In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 0 |
| 2022 | Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
| 2018 | Fraud recovery and the quality of country governance In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
| 2023 | Central bank communication and website characteristics In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 1 |
| 2023 | Lets face it: Quantifying the impact of nonverbal communication in FOMC press conferences In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 8 |
| 2020 | Are the Largest Banking Organizations Operationally More Risky? In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2022 | Are the Largest Banking Organizations Operationally More Risky?.(2022) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2016 | Predicting Operational Loss Exposure Using Past Losses In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Benchmarking Operational Risk Models In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 42 |
| 2019 | Benchmarking Operational Risk Stress Testing Models In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
| Benchmarking operational risk stress testing models.() In: Journal of Operational Risk. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | ||
| 2023 | The Information Value of Past Losses in Operational Risk In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
| The information value of past losses in operational risk.() In: Journal of Operational Risk. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | ||
| 2024 | Exposure to Cyber Risk and Inadequate Cybersecurity Regulations: Evidence from Municipalities In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 0 |
| 2019 | Coming to Terms with Operational Risk In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Climate Risks in the U.S. Banking Sector: Evidence from Operational Losses and Extreme Storms In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Quantifying and Stress Testing Operational Risk with Peer Banks’ Data In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 4 |
| Calculate tail quantiles of compound distributions In: Journal of Computational Finance. [Full Text][Citation analysis] | article | 0 | |
| Cyber risk definition and classification for financial risk management In: Journal of Operational Risk. [Full Text][Citation analysis] | article | 0 | |
| 2020 | U.S. Banking Sector Operational Losses and the Macroeconomic Environment In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 16 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 10 2026. Contact: CitEc Team