Giulio Girardi

• Senior Financial Economist
  Division of Economic and Risk Analysis
  U.S. Securities and Exchange Commission
  March 2020 - Present
• Branch Chief/Supervisory Financial Economist
  Division of Economic and Risk Analysis
  U.S. Securities and Exchange Commission
  April 2016 - February 2020
• Financial Economist
  Division of Economic and Risk Analysis
  U.S. Securities and Exchange Commission
  2012 - April 2016
• Adjunct Professor
  University of Massachusetts, Boston MA
  Jan 2012 – June 2012
• Adjunct Professor
  Northeastern University, Boston MA
  Sept 2011 – June 2012
• Adjunct Professor
  Suffolk University, Boston MA
  Sept 2009 - Dec 2011
• Economist - Intern
  Department of Revenue at Massachusetts Government,
  Office of Tax and Policy Analysis, Boston MA
  May 2009 - Sept 2009

• Giulio Girardi, K. Hanley-Weiss, L. Pelizzon, S.Nikolova, and M. Getmansky Sherman, Forthcoming, Portfolio Similarity and Asset Liquidation in the Insurance Industry, Journal of Financial Economics, (October 2021), 142-1, pp. 69-96.
• Giulio Girardi, George Aragon, Tolga Ergun, and Mila Getmansky Sherman, 2021, Measuring Hedge Fund Liquidity Mismatch, The Journal of Alternative Investments, 2021.1.134.
• Giulio Girardi, C. Lewis and M. Getmansky-Sherman, 2016, Interconnectedness in the CDS Market, Financial Analysts Journal 72(4), 62-82-Awarded the Graham and Dodd Award of excellence in research and financial writing for best FAJ paper in 2016.
• A. T. Ergun and Giulio Girardi, 2013, Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR, Journal of Banking and Finance 37, 3169-3180

• "Hedge Fund Liquidity Management: Insights for Fund Performance and Systemic Risk Oversight" (with G. Aragon and Tolga Ergun)

• "The Demand for Central Clearing: To Clear or Not to Clear, That is the Question!” (with M. Bellia, R. Panzica, L. Pelizzon and T. Peltonen"

• "Cash Management and Extreme Liquidity Demand of Mutual Funds" (with C. W. Stahel and Y. Wu)

• "Hedge Funds: Portfolio, Investor, and Financing Liquidity" (with G. Aragon, T. Ergun, and M. Getmansky); SEC/DERA White Paper

• “JPMorgan Chase London Whale Module F: Required Securities Disclosures” (with A. Metrick and A. G. Zeissler) Yale School of Management YPFS cases

Conference Activities

• Paper presentation, 8th Annual Conference on Financial Market Regulation (CFMR 2021), Washington DC, 2021
• Panel - University of Alabama, Culverhouse College of Business - Analytics Symposium: The SEC’s Use of Data Analytics, Tuscaloosa, AL 2019
• FSB/SCAV – Workshop on Systemic Stress Test and Interconnectedness, Washington DC, 2019
• Paper presentation, European Financial Management Association Annual Meeting, Milan, Italy, 2018
• SIFMA Panel - Use of Data Analytics to Enhance Compliance Programs Orlando, FL, 2018
• Paper presentation, Midwest Finance Association Annual Meeting San Antonio, TX, 2018
• Panel - The SEC Speaks with the Practicing Law Institute - Portfolio, Investor, and Financing Liquidity at Hedge Funds, Washington DC, 2018
• Paper presentation, Financial Stability Board, Workshop on Systemic Stress, Investor Behavior and Market Liquidity, Amsterdam, Netherlands, June 2017
• Paper presentation, Fourth Annual Conference on Financial Market Regulation, Securities and Exchange Commission, University of Maryland, Lehigh University, CFA Institute, Washington DC, May 2017
• Paper presentation, American Finance Association Conference, Chicago IL, January 2017
• Paper presentation, Arizona State University, W. P. Carey School of Business, Finance Brown Bag Series, Tempe AZ, November 2016
• Paper presentation, Federal Reserve Board, Finance Forum Series, Washington DC, November 2016
• Talk on Risk-Based Supervision, U.S. Securities and Exchange Commission, International Institute for Capital Market Compliance and Examination, Washington DC, June 2015
• Paper presentation, Systemic Risk Workshop, Temple University, Philadelphia, PA, May 2015
• Paper presentation, The Consortium for Systemic Risk Analytics, "Interconnectedness in the CDS Market", MIT University, Cambridge MA, December 2014
• Talk, SEC Conference 2014: An Accounting & Reporting Update for Public Companies, "SEC’s Current Use of Data Analytics", McLean VA, June 2014, and Chicago IL, August 2014
• Talk, U.S. Securities and Exchange Commission, 24th Annual International Institute for Securities Market Development. "Risk Assessment in the Brokerage Industry", Washington DC, 2014
• Talk, Predictive Analytics Forum, Department of Labor. "Risk Assessment in the Brokerage Industry", Washington DC, 2014
• Talk, Predictive Analytics World Government Conference, "Risk Assessment in the Brokerage Industry", Washington DC, 2013
• Paper presentation, Eastern Finance Association Conference (48th meeting), Boston MA, 2012
• Paper presentation, “Conference on Hedge Funds - Hedge Funds, Market Liquidity and Systemic Risk” (4th edition), Paris, France, 2012
• Paper presentation, “Convergence, Interconnectedness, and Crises: Insurance and Banking”, Temple University, Philadelphia PA, 2011
• Paper presentation, Midwest Finance Association Conference (60th meeting), Chicago IL, 2011
• Paper presentation, International Paris Finance Meeting (8th edition), Paris, France, 2010