Stathis Tompaidis
Stathis Tompaidis is a professor at the Information, Risk and Operations Management department, and, by courtesy appointment, to the department of Finance at the McCombs School of Business at The University of Texas at Austin. After finishing his undergraduate studies at Aristotle’s University of Thessaloniki in Greece, he received his Ph.D. in Physics from The University of Texas at Austin in 1994. He has also held visiting positions at Columbia University, Duke University, the Instituto Tecnologico Autonomo de Mexico (ITAM), and Northwestern University. From 2015 to 2017 he was the Associate Director for the Financial Markets group and the acting Associate Director for the Financial Institutions and Risk Management group at the Office of Financial Research.
His research focuses on the development of quantitative methods for solving complex problems in finance and economics. His interests include risk management, derivatives markets, asset allocation and asset management, central clearing, the structure and evolution of financial markets, energy finance, and real estate finance. His research has appeared in journals such as the Journal of Finance, Journal of Financial Economics, Operations Research, and Management Science.
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Articles by Stathis Tompaidis
Benefits and risks of central clearing in the repurchase agreement market
In this paper, the authors quantify the potential direct economic benefits to market participants and increased risks to CCPs of moving bilateral repo transactions between US dealers and their nondealer clients to CCPs.
Measuring system-wide resilience of central counterparties
This paper describes the three components needed to simultaneously stress clearing members and CCPs across markets: scenario generation, evaluation of the profit and loss (P&L) of clearing member portfolios for each scenario, and default of clearing…