Auflistung LIF-SAFE Working Papers nach Autor "Girardi, Giulio"

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    • Portfolio Similarity and Asset Liquidation in the Insurance Industry 

      Girardi, Giulio; Hanley, Kathleen Weiss; Nikolova, Stanislava; Pelizzon, Loriana; Getmansky, Mila (2018-07-30)
      An important assumption underlying the designation of some insurers as systemically important is that their overlapping portfolio holdings can result in common selling. We measure the overlap in holdings using cosine ...

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

      Bellia, Mario; Girardi, Giulio; Panzica, Roberto; Pelizzon, Loriana; Peltonen, Tuomas (2018-06-15)
      This paper is a first attempt at empirically analyzing whether post-crisis regulatory reforms developed by global-standard-setting bodies have created appropriate incentives to centrally clear Over-The-Counter (OTC) ...