Photo of Marco Migueis

Marco Migueis

Education

  • Ph.D., Economics, Massachusetts Institute of Technology, 2010
  • B.A., Economics, Universidade Nova de Lisboa, 2003
Current Research Topics
  • Operational Risk
  • Liquidity Risk
  • Principal Economist

    Board of Governors of the Federal Reserve System

    2016 - present
  • Senior Economist

    Board of Governors of the Federal Reserve System

    2015 - 2016
  • Economist

    Board of Governors of the Federal Reserve System

    2012 - 2015
  • Financial Economist

    Federal Reserve Bank of Richmond

    2010 - 2012
  • Financial Economist

    Fannie Mae

    2010
  • Curti, Filippo, and Marco Migueis (2016). "Predicting Operational Loss Exposure Using Past Losses," Finance and Economics Discussion Series 2016-002. Board of Governors of the Federal Reserve System (U.S.).
  • Curti, Filippo, Ibrahim Ergen, Minh Le, Marco Migueis, and Robert Stewart (2016). "Benchmarking Operational Risk Models," Finance and Economics Discussion Series 2016-070. Board of Governors of the Federal Reserve System (U.S.).
  • Balla, Eliana, Ibrahim Ergen, and Marco Migueis (2014). "Tail Dependence and Indicators of Systemic Risk for Large US Depositories," Journal of Financial Stability, vol. 15, pp. 195-209.
  • Migueis, Marco (2013). "The Effect of Political Alignment on Transfers to Portuguese Municipalities," Economics & Politics, vol. 25, no. 1, pp. 110-133.
  • Migueis, Marco (2010). "Essays on Political Economy," Ph.D. disseration, Massachusetts Institute of Technology.
  • conference

    November, 2016

    Operational Risk, Financial Republic Conference

    Benchmarking Operational Risk Stress Testing Models

  • conference

    November, 2016

    ABA Operational Risk Modeling Forum

    Benchmarking Operational Risk Stress Testing Models

  • conference

    July, 2016

    Western Economic Association International Conference

    Predicting Operational Loss Exposure Using Past Losses

  • conference

    April, 2016

    RMA's GCOR

    The Standardized Measurement Approach

  • conference

    March, 2016

    Op Risk North America

    The Standardized Measurement Approach

  • conference

    March, 2016

    Op Risk North America

    Operational Risk Capital Uncertainty

  • conference

    November, 2015

    Operational Riskdata eXchange Association Conference

    Predicting Operational Loss Exposure Using Past Losses

  • conference

    October, 2015

    ABA Operational Risk Modeling Forum

    Predicting Operational Loss Exposure Using Past Losses

  • conference

    October, 2015

    ABA Operational Risk Modeling Forum

    The Revised Standardized Approach for Operational Risk Capital

  • conference

    April, 2015

    RMA's GCOR

    Tail Exposure in Operational Risk

  • conference

    March, 2015

    Op Risk North America

    Operational Risk Regulatory Requirements

  • conference

    November, 2014

    Op Risk NY

    Operational Risk Regulatory Requirements

  • conference

    March, 2014

    Op Risk North America

    AMA Benchmarks

  • conference

    December, 2012

    Risk Quantification Forum

    Tail Dependence in the US financial sector and measures of systemic risk

Referee
  • Journal of Public Economics
  • Journal of Financial Stability
  • Economía
  • Public Choice
Last update: April 3, 2017