Giulio Girardi
Financial Economist
Office of Risk Assessment

Education Summary

  • Ph.D. in Economics, Suffolk University, Boston MA, 2012
  • M.A. Economic Policy, Boston University, Boston MA, 2008
  • M.S. in Economics, (Summa Cum Laude), University of Modena, Italy, 2005
  • B.A. in Economics, (Summa Cum Laude), University of Modena, Italy, 2003

Fields of Interest

  • Financial crises
  • Non-bank financial institutions
  • Portfolio choice and investment decisions
  • Applied time-series analysis
Financial Economist
Division of Economic and Risk Analysis
U.S. Securities and Exchange Commission, Washington DC
Aug 2012–present
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
  • “Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR” (with A. T. Ergun), Journal of Banking and Finance, 37 (August 2013), 3169–3180
  • “Interconnectedness in the CDS Market” (with C. Lewis and M. Getmansky-Sherman) revised and resubmit to Financial Analysts Journal
  • “A New Approach to Portfolio Optimization with Left Tail Risk Measures” (with A. T. Ergun)
  • “Are the Benefits from International Diversification Eroding? Investigating the Extreme-Value Dependence of Country and Industry Portfolios”
  • “How to Account for Interdependence of Risk in Financial Markets? A Comparison Across, GARCH, EVT and Quantile Analysis for Conditional Value at Risk Estimation”

Conference Activities

SEC Conference 2014: An Accounting & Reporting Update for Public Companies. Talk on SEC’s Current Use of Data Analytics, McLean VA, June 2014, and Chicago IL, August 2014
U.S. Securities and Exchange Commission, 24th Annual International Institute for Securities Market Development. Talk on Risk Assessment in the Brokerage Industry, Washington DC, 2014
Predictive Analytics Forum, Department of Labor. Talk on Risk Assessment in the Brokerage Industry, Washington DC, 2014
Predictive Analytics World Government Conference. Talk on Risk Assessment in the Brokerage Industry, Washington DC, 2013
Eastern Finance Association Conference (48th meeting), Boston MA, 2012
“Conference on Hedge Funds - Hedge Funds, Market Liquidity and Systemic Risk” (4th edition) Paris, France, 2012
“Convergence, Interconnectedness, and Crises: Insurance and Banking”, Temple University, Philadelphia PA, 2011
Midwest Finance Association Conference (60th meeting), Chicago IL, 2011
International Paris Finance Meeting (8th edition), Paris, France, 2010