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FinReg|Alert – Filippo Curti
www.finregalert.com
Fed's Curti: SMA Will Smooth Capital Mismatches. By Tom Osborn March 22, 2018, Risk. The Basel Committee's decision to scrap the use of operational risk modelling in favour of a single standardised approach will help solve the … Read More → ...
2015 Federal Reserve Stress Testing Research Conference - Federal...
www.bostonfed.org
Filippo Curti. Discussant: Adam Ashcraft. Abstract: One of the biggest challenges that banks face in modeling operational risk is the substantial instability of risk estimates from one period to the next. The key elements responsible for this instability are the heavy-tailness of loss distributions and insufficient ...
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