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Cecilia R. Caglio

Senior Economist

Financial Stability Assessment Section

Financial Stability

202-452-3084
cecilia.r.caglio@frb.gov
Education
  • Ph.D., Finance, Bocconi University, 2003
  • B.A., Economics (Summa cum laude), Bocconi University, 1998
  • Current Research Topics

  • CDS markets
  • Repo and securities lending
    • Economist

      Board of Governors of the Federal Reserve System

    • 2012 - present
    • Financial Economist

      U.S. Securities and Exchange Commission

    • 2008 - 2012
    • Visiting Assistant Professor

      George Washington University - School of Business

    • 2007 - 2008
    • Visiting Assistant Professor

      American University - Kogod School of Business

    • 2006 - 2007
    • Financial Economist

      U.S. Securities and Exchange Commission

    • 2005 - 2006
    • Visiting Assistant Professor

      Universitat Pompeu Fabra

    • 2004 - 2005
    • Research Fellow

      Ente Luigi Einaudi

    • 2003 - 2004
    • Visiting PhD Student

      The Wharton School - University of Pennsylvania

    • 2001 - 2002
  • Caglio, Cecilia, Kathleen Weiss Hanley, and Jennifer Marietta-Westberg (forthcoming). "Going Public Abroad," Journal of Corporate Finance.
  • Caglio, Cecilia R., and Kathleen Weiss Hanley, Jennifer Marietta-Westberg (2016). "What Does It Take to List Abroad? The Role of Global Underwriters," Finance and Economics Discussion Series 2016-041. Washington: Board of Governors of the Federal Reserve System.
  • Baklanova, Viktoria, Cecilia Caglio, Marco Cipriani, and Adam Copeland (2016). "A New Survey of the U.S. Bilateral Repo Market: A Snapshot of Broker-Dealer Activity," Staff Report 758. Federal Reserve Bank of New York.
  • Baklanova, Viktoria, Cecilia Caglio, Marco Cipriani, and Adam Copeland (2016). "The U.S. Bilateral Repo Market: Lessons from a New Survey," OFR Brief Series 16-01.
  • Caglio, Cecilia, and Stewart Mayhew (2016). "Equity Trading and the Allocation of Market Data Revenue," Journal of Banking and Finance, vol. 62, pp. 97-777.
  • Caglio, Cecilia, Kathleen Weiss Hanley, and Jennifer Marietta-Westberg (2013). "Going Public Abroad," Finance and Economics Discussion Series 2013-68. Board of Governors of the Federal Reserve System (U.S.).
  • Caglio, Cecilia, Kathleen Weiss Hanley, and Jennifer Marietta-Westberg (2013). "Going Public Abroad," DERA Working Paper 2013-01. Securities and Exchange Commission.
  • Caglio, Cecilia, and Andrea Pescatori (2013). "Competition among Exchanges and Enforcement Policy," IMF Working Paper WP/13/37. International Monetary Fund.
  • Caglio, Cecilia, and Stewart Mayhew (2012). "Equity Trading and the Allocation of Market Data Revenue," Finance and Economics Discussion Series 2012-65. Board of Governors of the Federal Reserve System (U.S.).
  • Caglio, Cecilia, G. Gabbi, and G. Zanotti (2008). "Short-Term Interest Rate Volatility and Liquidity Risk," in Lhabitant, François-Serge and Greg N. Gregoriou, eds., Stock Market Liquidity: Implications for Market Microstructure and Assets Pricing. Wiley Finance.
  • Caglio, Cecilia, and Kenneth A. Kavajecz (2006). "A Specialist's Quoted Depth as a Strategic Choice Variable: An Application to Spread Decomposition Models," Journal of Financial Research, vol. 29, no. 3, pp. 367-382.
  • Beber, Alessandro, and Cecilia Caglio (2005). "Order Submission Strategies and Information: Empirical Evidence from the NYSE," FAME Research Paper 146. International Center for Financial Asset Management and Engineering.
  • Caglio, Cecilia, A. Beber, and G. Gabbi (2002). "Banking Size and the Evolution of Settlement Systems (in Italian)," in Banche e Banchieri no. 3.
  • Caglio, Cecilia (1999). "The Prudential Treatment of Credit Derivatives: Problems and Proposals (in Italian)," in Sironi, A., Ed Giuffre eds., Credit Derivatives.
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Last update: August 22, 2016