Faculty Directory

VUILLEMEY Guillaume

Guillaume VUILLEMEY

Assistant Professor

Finance

Member of CNRS-GREGHEC Research Group


Guillaume Vuillemey obtained a Ph.D. in economics at Sciences Po (Paris) in 2015, after a master degree in economics from Sciences Po and the Ecole Polytechnique. His main research interests include derivatives markets, the functioning and regulation of banks and financial markets, as well as risk management.

He has published a paper in the Journal of Financial Economics in 2015 (joint with Darrell Duffie and Martin Scheicher) on the central clearing of derivatives. His previous work provided the first description of the structure of credit default swaps (CDS) markets.

Guillaume Vuillemey has been a visiting researcher at several foreign institutions, including the European Central Bank and Harvard University. He has also worked as an economist for the Banque de France. He is also an affiliated researcher to the Autorité de contrôle prudentiel et de résolution (ACPR) Chair in systemic risk. 

To access his most recent works: http://sites.google.com/site/guillaumevuillemey/home

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