Giulio Girardi

Securities and Exchange Commission

Financial Economist

Washington, DC

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 18,256

SSRN RANKINGS

Top 18,256

in Total Papers Downloads

3,266

SSRN CITATIONS
Rank 23,359

SSRN RANKINGS

Top 23,359

in Total Papers Citations

17

CROSSREF CITATIONS

24

Scholarly Papers (6)

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 1,412 (16,050)
Citation 3

Abstract:

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

Portfolio Similarity and Asset Liquidation in the Insurance Industry

Number of pages: 59 Posted: 10 Oct 2017 Last Revised: 14 Jul 2020
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 945 (28,679)
Citation 10

Abstract:

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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
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 131 (260,933)
Citation 4

Abstract:

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

3.
Downloads 309 (118,171)
Citation 3

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
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Securities and Exchange Commission and Vanderbilt University - Finance
Downloads 194 (186,998)

Abstract:

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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
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Securities and Exchange Commission and Vanderbilt University - Finance
Downloads 115 (287,477)
Citation 3

Abstract:

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

SAFE Working Paper No. 193
Number of pages: 57 Posted: 02 Feb 2018 Last Revised: 08 Jun 2019
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 218 (168,268)
Citation 9

Abstract:

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

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 191 (189,789)

Abstract:

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Systemic Risk, Financial Crises, Financial Regulation

6.

Hedge Fund Liquidity Management: Insights for Fund Performance and Systemic Risk Oversight

Number of pages: 50 Posted: 05 Jan 2021 Last Revised: 22 Apr 2021
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 60 (428,869)

Abstract:

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Systemic risk, active investing, liquidity, hedge funds, performance, cash, borrowing