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Biography

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

Scientific articles

The Failure of a Clearinghouse: Empirical Evidence

Review of Finance, Forthcoming, (in coll. with V. BIGNON)

Bank Interest Rate Risk Management

Management Science, Forthcoming,

Risk Management in Financial Institutions

Journal of Finance (The), Forthcoming, (in coll. with A. RAMPINI, S VISWANATHAN)

Who bears interest rate risk?

Review of Financial Studies, August 2019, vol. 32, n° 8, pp 2921-2954, (in coll. with P. HOFFMANN, S. LANGFIELD, F. PIEROBON)

Wholesale Funding Dry-Ups

Journal of Finance (The), April 2018, vol. 73, n° 2, pp 575-617, (in coll. with C. PERIGNON, D. THESMAR)

Central clearing and collateral demand

Journal of Financial Economics, May 2015, vol. 116, n° 2, pp 237-256, (in coll. with D. DUFFIE, M. SCHEICHER)

Epistemological foundations for the assessment of risks in banking and finance

Journal of Economic Methodology, 2014, vol. 21, n° 2, pp 125-138,

The network structure of the CDS market and its determinants

Journal of Financial Stability, aout 2014, vol. 13, pp 118-133, (in coll. with T. PELTONEN, M. SCHEICHER)

Working papers

Scientific articles

Who bears interest rate risk?

Review of Financial Studies, August 2019, vol. 32, n° 8, pp 2921-2954, (in coll. with P. HOFFMANN, S. LANGFIELD, F. PIEROBON)

Wholesale Funding Dry-Ups

Journal of Finance (The), April 2018, vol. 73, n° 2, pp 575-617, (in coll. with C. PERIGNON, D. THESMAR)

Central clearing and collateral demand

Journal of Financial Economics, May 2015, vol. 116, n° 2, pp 237-256, (in coll. with D. DUFFIE, M. SCHEICHER)

Epistemological foundations for the assessment of risks in banking and finance

Journal of Economic Methodology, 2014, vol. 21, n° 2, pp 125-138,

Working papers

Education

  • Ph.D., in Economics, Sciences Po Paris - France
  • Master of Science/Grande Ecole, in Economics, Ecole Polytechnique / Sciences Po Paris / ENSAE - France
  • Bachelor of Science, Economics and Political Science, Sciences Po Paris - France

Academic appointments

Academic responsabilities at HEC

  • 2015- Assistant Professor, Finance HEC Paris
  • 2015- Member of GREGHEC (CNRS) HEC Paris

Awards & honors

  • 2016 Best AFFI 2016 Paper Award for the paper "Wholesale Funding Runs"