Guillaume Vuillemey

HEC Paris

1 rue de la Liberation

Jouy-en-Josas Cedex, 78351

France

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 35,214

SSRN RANKINGS

Top 35,214

in Total Papers Downloads

1,620

SSRN CITATIONS
Rank 8,510

SSRN RANKINGS

Top 8,510

in Total Papers Citations

108

CROSSREF CITATIONS

42

Scholarly Papers (13)

1.
Downloads 22 ( 17,074)
Citation 14

Risk Management in Financial Institutions

NBER Working Paper No. w25698
Number of pages: 67 Posted: 01 Apr 2019 Last Revised: 21 Mar 2021
Adriano A. Rampini, S. Viswanathan and Guillaume Vuillemey
Duke University, Duke University - Fuqua School of Business and HEC Paris
Downloads 20 (635,763)

Abstract:

Loading...

Risk Management in Financial Institutions

CEPR Discussion Paper No. DP13787
Number of pages: 69 Posted: 11 Jun 2019 Last Revised: 29 Jul 2019
Adriano A. Rampini, S. Viswanathan and Guillaume Vuillemey
Duke University, Duke University - Fuqua School of Business and HEC Paris
Downloads 2 (785,604)
Citation 10
  • Add to Cart

Abstract:

Loading...

Derivatives, Financial constraints, financial institutions, Foreign exchange risk, interest rate risk, Risk management

2.
Downloads 13 ( 37,658)
Citation 26

Wholesale Funding Dry-Ups

ESRB: Working Paper Series No. 2017/49
Number of pages: 68 Posted: 05 Nov 2020
Christophe Pérignon, David Thesmar and Guillaume Vuillemey
HEC Paris - Finance Department, Massachusetts Institute of Technology (MIT) - Sloan School of Management and HEC Paris
Downloads 13 (690,184)
Citation 5

Abstract:

Loading...

asymmetric information, market freezes, wholesale bank funding

3.
Downloads 93 ( 68,078)
Citation 23

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 89 (342,626)
Citation 10

Abstract:

Loading...

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
Downloads 4 (764,826)
  • Add to Cart

Abstract:

Loading...

CCP, Central clearing, Collateral, Derivatives, Failure, Resolution

4.
Downloads 497 ( 68,429)
Citation 9

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 391 (90,273)
Citation 5

Abstract:

Loading...

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 106 (305,311)
Citation 5

Abstract:

Loading...

interest rate risk, banking, risk management, hedging

5.

The Economics of Central Clearing

Annual Review of Financial Economics (https://doi.org/10.1146/annurev-financial-100520-100321, Forthcoming).
Number of pages: 28 Posted: 08 Dec 2020
Albert J. Menkveld and Guillaume Vuillemey
Vrije Universiteit Amsterdam and HEC Paris
Downloads 388 (91,835)
Citation 3

Abstract:

Loading...

Central clearing, Counterparty risk, Margin, Default waterfall, Systemic risk

Evading Corporate Responsibilities: Evidence from the Shipping Industry

Number of pages: 60 Posted: 13 Nov 2020
Guillaume Vuillemey
HEC Paris
Downloads 387 (91,366)

Abstract:

Loading...

Corporate social responsibility; shipping; flags of convenience; limited liability; subsidiary; globalization

Evading Corporate Responsibilities: Evidence from the Shipping Industry

CEPR Discussion Paper No. DP15291
Number of pages: 57 Posted: 22 Sep 2020
Guillaume Vuillemey
HEC Paris
Downloads 0
  • Add to Cart

Abstract:

Loading...

Corporate social responsibility, flags of convenience, Globalization, limited liability, shipping, subsidiary

7.
Downloads 1 ( 96,192)
Citation 11

The Private Production of Safe Assets

CEPR Discussion Paper No. DP12086
Number of pages: 59 Posted: 13 Jun 2017
Marcin T. Kacperczyk, Christophe Pérignon and Guillaume Vuillemey
Imperial College London - Accounting, Finance, and Macroeconomics, HEC Paris - Finance Department and HEC Paris
Downloads 1 (799,569)
  • Add to Cart

Abstract:

Loading...

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 Pérignon and Guillaume Vuillemey
Imperial College London - Accounting, Finance, and Macroeconomics, HEC Paris - Finance Department and HEC Paris
Downloads 0
  • Add to Cart

Abstract:

Loading...

information sensitivity, safe assets, safety premium

8.

Entry in Banking Markets

Number of pages: 44 Posted: 15 Apr 2019
Marina Traversa and Guillaume Vuillemey
HEC Paris and HEC Paris
Downloads 90 (337,407)

Abstract:

Loading...

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

9.

Mitigating Fire Sales with a Central Clearing Counterparty

Number of pages: 51 Posted: 11 Apr 2019 Last Revised: 11 Aug 2020
Guillaume Vuillemey
HEC Paris
Downloads 85 (349,459)
Citation 4

Abstract:

Loading...

fire sales, liquidity, central clearing, CCP

Cash Is Not King: Evidence from the Commercial Paper Market

Number of pages: 68 Posted: 13 Apr 2021
Sven Klingler, Olav Syrstad and Guillaume Vuillemey
BI Norwegian Business School, Norges Bank and HEC Paris
Downloads 24 (606,690)

Abstract:

Loading...

Cash, Commercial Paper, Adverse Selection, Disclosure, Window Dressing

Cash is Not King: Evidence from the Commercial Paper Market

CEPR Discussion Paper No. DP16043
Number of pages: 70 Posted: 14 May 2021
Sven Klingler, Olav Syrstad and Guillaume Vuillemey
BI Norwegian Business School, Norges Bank and HEC Paris
Downloads 0
  • Add to Cart

Abstract:

Loading...

11.
Downloads 20 (615,221)
Citation 1

Set-Up Costs and the Financing of Young Firms

Banque de France Working Paper No. 792
Number of pages: 47 Posted: 25 Jan 2021
François Derrien, Jean-Stéphane Mésonnier and Guillaume Vuillemey
HEC Paris - Finance Department, Banque de France and HEC Paris
Downloads 19 (643,310)
Citation 1

Abstract:

Loading...

young firms, capital structure, set-up costs, leverage, debt maturity, financial frictions

Set-Up Costs and the Financing of Young Firms

CEPR Discussion Paper No. DP14512
Number of pages: 44 Posted: 25 Mar 2020
François Derrien, Jean-Stéphane Mésonnier and Guillaume Vuillemey
HEC Paris - Finance Department, Banque de France and HEC Paris
Downloads 1 (799,569)
  • Add to Cart

Abstract:

Loading...

Capital Structure, debt maturity, Financial Frictions, leverage, set-up costs, Young firms

12.

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
Downloads 0 (781,880)
  • Add to Cart

Abstract:

Loading...

Central clearing, Contracts, incomplete markets, International trade

13.

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 New York University (NYU) - New York University Abu Dhabi
Downloads 0 (781,880)
  • Add to Cart

Abstract:

Loading...

bubbles, labor frictions, Unemployment volatility