Guillaume Vuillemey

HEC Paris

1 rue de la Liberation

Jouy-en-Josas Cedex, 78351

France

SCHOLARLY PAPERS

8

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491

CITATIONS

0

Scholarly Papers (8)

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1.

Risk Management in Financial Institutions

Downloads 7 ( 25,042)

Risk Management in Financial Institutions

NBER Working Paper No. w25698
Number of pages: 65 Posted: 01 Apr 2019
Adriano A. Rampini, S. Viswanathan and Guillaume Vuillemey
Duke University, Duke University - Fuqua School of Business and HEC Paris
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2.

Who Bears Interest Rate Risk?

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Who Bears Interest Rate Risk?

Number of pages: 62 Posted: 01 Nov 2017 Last Revised: 02 Sep 2018
Peter Hoffmann, Sam Langfield, Federico Pierobon and Guillaume Vuillemey
European Central Bank (ECB) - Directorate General Research, European Central Bank, European Central Bank and HEC Paris
Downloads 327 (89,018)

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Interest Rate Risk, Banking, Risk Management, Hedging

Who Bears Interest Rate Risk?

ECB Working Paper No. 2176
Number of pages: 66 Posted: 26 Sep 2018
Peter Hoffmann, Sam Langfield, Federico Pierobon and Guillaume Vuillemey
European Central Bank (ECB) - Directorate General Research, European Central Bank, European Central Bank and HEC Paris
Downloads 54 (372,751)

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interest rate risk, banking, risk management, hedging

3.

The Failure of a Clearinghouse: Empirical Evidence

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The Failure of a Clearinghouse: Empirical Evidence

Banque de France Working Paper No. 638
Number of pages: 68 Posted: 30 Aug 2017
Vincent Bignon and Guillaume Vuillemey
Banque de France and HEC Paris
Downloads 77 (308,309)

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Derivatives, central clearing, central counterparties

The Failure of a Clearinghouse: Empirical Evidence

CEPR Discussion Paper No. DP11630
Number of pages: 63 Posted: 14 Nov 2016
Vincent Bignon and Guillaume Vuillemey
Banque de France and HEC Paris
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CCP, Central clearing, Collateral, Derivatives, Failure, Resolution

4.

The Private Production of Safe Assets

Downloads 1 (180,071)

The Private Production of Safe Assets

CEPR Discussion Paper No. DP12086
Number of pages: 59 Posted: 13 Jun 2017
Marcin T. Kacperczyk, Christophe Perignon and Guillaume Vuillemey
Imperial College London - Accounting, Finance, and Macroeconomics, HEC Paris - Finance Department and HEC Paris
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Collateral, safe assets, Short-term debt, Treasuries

The Private Production of Safe Assets

CEPR Discussion Paper No. DP12395
Number of pages: 62 Posted: 30 Oct 2017
Marcin T. Kacperczyk, Christophe Perignon and Guillaume Vuillemey
Imperial College London - Accounting, Finance, and Macroeconomics, HEC Paris - Finance Department and HEC Paris
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information sensitivity, safe assets, safety premium

5.

Entry in Banking Markets

Number of pages: 44 Posted: 15 Apr 2019
Marina Traversa and Guillaume Vuillemey
HEC Paris and HEC Paris
Downloads 16 (532,546)

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Banks, Barriers to entry, Branching, Acquisitions, Diversification, Adverse selection

6.

Mitigating Fire Sales with Contracts: Theory and Evidence

Number of pages: 45 Posted: 11 Apr 2019
Guillaume Vuillemey
HEC Paris
Downloads 6 (591,828)

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fire sales, liquidity, central clearing, CCP

7.

Completing Markets with Contracts: Evidence from the First Central Clearing Counterparty

CEPR Discussion Paper No. DP13230
Number of pages: 56 Posted: 15 Oct 2018 Last Revised: 22 Oct 2018
Guillaume Vuillemey
HEC Paris
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Central clearing, Contracts, incomplete markets, International trade

8.

Frictional Unemployment with Stochastic Bubbles

CEPR Discussion Paper No. DP11561
Number of pages: 75 Posted: 10 Oct 2016
Guillaume Vuillemey and Etienne Wasmer
HEC Paris and Observatoire Français des Conjonctures Economiques (OFCE)
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bubbles, labor frictions, Unemployment volatility