Giulio Girardi

Branch Chief
Supervisory 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

Previous SEC Positions:

  • Branch Chief/Supervisory Financial Economist
    Division of Economic and Risk Analysis
    U.S. Securities and Exchange Commission
    April 2016 - Present
  • 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
  • “Interconnectedness in the CDS Market” (with C. Lewis and M. Getmansky-Sherman), Financial Analysts Journal, 72(4) (July/August 2016), 62-82
  • “Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR” (with A. T. Ergun), Journal of Banking and Finance, 37 (August 2013), 3169–3180
  • “Mutual Fund Liquidity Demand and Systemic Risk" (with C. W. Stahel and Y. Wu)
  • Portfolio Similarity and Asset Liquidation in the Insurance Industry” (with M. Getmansky, K. Hanley-Weiss, L. Pelizzon, and S.Nikolova)
  • “JPMorgan Chase London Whale Module F: Required Securities Disclosures” (with A. Metrick and A. G. Zeissler) Yale School of Management YPFS cases
  • “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
  • 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