Giulio Girardi

Securities and Exchange Commission

Financial Economist

Washington, DC

United States

  • Securities and Exchange Commission

SCHOLARLY PAPERS

6

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SSRN CITATIONS
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SSRN RANKINGS

Top 14,668

in Total Papers Citations

57

CROSSREF CITATIONS

24

Scholarly Papers (6)

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1.

Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR

Number of pages: 38 Posted: 14 Mar 2011 Last Revised: 03 Dec 2012
Giulio Girardi and A. Tolga Ergun
Securities and Exchange Commission and State Street Corporate
Downloads 1,555 (18,571)
Citation 3

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Value-at-Risk, Conditional Value-at-Risk, Systemic Risk, DCC Model

2.

Portfolio Similarity and Asset Liquidation in the Insurance Industry

Downloads 1,288 (24,668)
Citation 22

Portfolio Similarity and Asset Liquidation in the Insurance Industry

Number of pages: 59 Posted: 10 Oct 2017 Last Revised: 14 Jul 2020
Giulio Girardi, Kathleen Weiss Hanley, Stanislava (Stas) Nikolova, Loriana Pelizzon and Mila Getmansky Sherman
Securities and Exchange Commission, Lehigh University - College of Business, University of Nebraska-Lincoln, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Downloads 1,124 (29,720)
Citation 10

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Interconnectedness, asset liquidation, similarity, financial stability, insurance companies, fire sales

Portfolio Similarity and Asset Liquidation in the Insurance Industry

SAFE Working Paper No. 224
Number of pages: 56 Posted: 27 Aug 2018 Last Revised: 28 Aug 2018
Giulio Girardi, Kathleen Weiss Hanley, Stanislava (Stas) Nikolova, Loriana Pelizzon and Mila Getmansky Sherman
Securities and Exchange Commission, Lehigh University - College of Business, University of Nebraska-Lincoln, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Downloads 164 (278,809)
Citation 12

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Interconnectedness, Asset Liquidation, Similarity, Financial Stability, Insurance Companies, SIFI

3.

Interconnectedness in the CDS Market

Downloads 345 (136,022)
Citation 6

Interconnectedness in the CDS Market

Financial Analysts Journal, Forthcoming, Vanderbilt Owen Graduate School of Management Research Paper No. 2436634&
Number of pages: 35 Posted: 15 May 2014 Last Revised: 26 Feb 2016
Mila Getmansky Sherman, Giulio Girardi and Craig M. Lewis
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Securities and Exchange Commission and Vanderbilt University - Finance
Downloads 208 (225,701)

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CDS, dealers, network

Interconnectedness in the CDS Market

Vanderbilt Owen Graduate School of Management Research Paper
Number of pages: 24 Posted: 24 Jun 2014
Mila Getmansky Sherman, Giulio Girardi and Craig M. Lewis
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Securities and Exchange Commission and Vanderbilt University - Finance
Downloads 137 (323,203)
Citation 4

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4.

The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question!

Downloads 304 (139,019)
Citation 9

The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question!

SAFE Working Paper No. 193
Number of pages: 67 Posted: 02 Feb 2018 Last Revised: 24 Jan 2023
Mario Bellia, Giulio Girardi, Roberto Panzica, Loriana Pelizzon and Tuomas A. Peltonen
European Union - JRC-Ispra, European Commision, Securities and Exchange Commission, Joint Research Center of the European Commission, Goethe University Frankfurt - Faculty of Economics and Business Administration and European Central Bank (ECB)
Downloads 304 (154,512)
Citation 9

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Credit Default Swap (CDS), Central Counterparty Clearing House (CCP), European Market Infrastructure Regulation (EMIR), Sovereign CDS.

5.

JPMorgan Chase London Whale F: Required Securities Disclosures

Yale Program on Financial Stability Case Study 2014-2F-V1
Number of pages: 15 Posted: 18 Mar 2015
Arwin G Zeissler, Giulio Girardi and Andrew Metrick
Yale University - Yale Program on Financial Stability, Securities and Exchange Commission and Yale School of Management
Downloads 237 (199,780)

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Systemic Risk, Financial Crises, Financial Regulation

6.

Hedge Fund Liquidity Management: Insights for Fund Performance

Number of pages: 51 Posted: 05 Jan 2021 Last Revised: 23 Mar 2022
George O. Aragon, A. Tolga Ergun and Giulio Girardi
Arizona State University (ASU) - Finance Department, Securities and Exchange Commission and Securities and Exchange Commission
Downloads 233 (203,104)

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Liquidity buffer, hedge funds, fund performance, cash, borrowing