Samim Ghamami

Job title: 
Affiliated Researcher
Bio/CV: 

Samim Ghamami is currently an economist at the U.S. Securities and Exchange Commission, the Division of Economic and Risk Analysis (DERA), a senior researcher and an adjunct professor of finance at New York University, a senior researcher at UC Berkeley Center for Risk Management Research, and a senior advisor at SOFR Academy. Ghamami also serves on the advisory board of the Mathematics in Finance Program at the NYU Courant Institute.

Ghamami has been a senior economist, a senior strategist, and a senior vice president at Goldman Sachs. He has also been an adjunct associate professor of economics at Columbia University. In 2019, Ghamami moved to the Financial Services Forum through Goldman Sachs, where he has been the senior economist and managing director. Ghamami has also been an associate director and a senior economist at the U.S. Department of the Treasury, Office of Financial Research, and an economist at the Board of Governors of the Federal Reserve System.

Ghamami’s work has broadly focused on financial economics, quantitative finance, and on the interplay of finance and macroeconomics. His work on banking, asset management, risk management, economic policy, financial stability, financial regulation, and central clearing has been presented and discussed at central banks. He has been an advisor to the Bank for International Settlements and has worked as an expert with the Financial Stability Board on post-financial crisis reforms in 2016 and 2017. Ghamami has also served on the National Science Foundation panel on Financial Mathematics in 2017 and 2018.

Ghamami has also been a visiting scholar at the Department of Economics at UC Berkeley, a senior quantitative researcher at MSCI, a quantitative researcher at Barclays, an adjunct professor at the University of Southern California, and a post-doctoral researcher at CREATE Homeland Security Center.

Ghamami received his Ph.D. in Mathematical Finance and Operations Research from USC in 2009, where his principal advisor was Sheldon Ross. His publications have appeared in different journals including Management Science, Journal of Applied Probability, Mathematics of Operations Research, Journal of Financial Intermediation, Journal of Credit Risk, Journal of Derivatives, Probability in the Engineering and Informational Sciences, Quantitative Finance, Journal of Risk, and International Journal of Financial Engineering. Ghamami holds a Master of Science (2003) from the University of Tehran in Operations Research and a Bachelor of Science (2000) from the Iran University of Science and Technology in Operations Research and Industrial Engineering.  

Role: 

Selected Papers

Rama Cont; Samim Ghamami
2023 Working Papers, 2023
Rama Cont; Samim Ghamami
2021 Working Papers, 2021
Samim Ghamami; Paul Glasserman; Peyton Young
Journal Article, 2021
Rama Cont; Samim Ghamami
2020 Working Papers, 2020
Samim Ghamami; Paul Glasserman; Peyton Young
2020 Working Papers, 2020
Samim Ghamami; Paul Glasserman
Journal Article, 2019
Samim Ghamami; Baeho Kim; Dong Hwan Oh
2018 Working Papers, 2018
Peter Carr; Samim Ghamami
Journal Article, 2017
Samim Ghamami; Paul Glasserman
Journal Article, 2017
Samim Ghamami
Journal Article, 2015
Samim Ghamami; Bo Zhang
Journal Article, 2014
Samim Ghamami; Bo Zhang
Journal Article, 2014
Samim Ghamami; Bo Zhang
Journal Article, 2014
Samim Ghamami; Sheldon Ross
Journal Article, 2012
Samim Ghamami; Sheldon Ross
Journal Article, 2012
Samim Ghamami; Sheldon Ross
Journal Article, 2008

Other Publications and Research Notes

Samim Ghamami. Unintended Impact of LIBOR-SOFR Transition on Credit Markets and Economic Activity, July 2023.

Samim Ghamami. On the Impact of the Pandemic-Driven Fiscal Stimulus and Monetary Policy on Inflation and Bond-Stock Comovement, July 2023.

Samim Ghamami. On Credit Sensitive Rates: AXI. Professional Risk Managers' International Association, August 2021.

Samim Ghamami. A Discussion on Inflation and the Fed's New Monetary Policy Framework. PIMCO, April 2021. 

Samim Ghamami. A Discussion on Central Bank Policy Rate Cuts in the Low-for-Long Environment. PIMCO, April 2021.

Samim Ghamami. Too-Big-To-Fail Reforms and Financial Stability. Research Note, October 2020.

Samim Ghamami. The Unintended Impact of Swap Stays on Financial Stability. Risk Magazine, September 2020.

Samim Ghamami. Contractionary Interest Rate Cuts. Research Note, September 2020. 

Samim Ghamami. The Unintended Impact of Collateral on Financial Stability. Risk, July 2020.

Sean Campbell and Samim Ghamami. Building Bridges Between Savers and Borrowers During the Pandemic: Large Bank Underwriting. Financial Services Forum, July 2020. 

Sean Campbell and Samim Ghamami, and Grant Bodnar. What a Difference a Month Makes: Large Banks Hit the Mark in the Paycheck Protection Program. Financial Services Forum, June 2020. 

Sean Campbell and Samim Ghamami. Large Bank Market Making During the COVID-19 Crisis. Financial Services Forum, May 2020.

Sean Campbell and Samim Ghamami. The Decline of Too Big to Fail. Financial Services Forum, January 2020.

Samim Ghamami. Rethinking Liquidity Regulation. Financial Services Forum, November 2019.

Samim Ghamami. Collateral Impact. Financial Services Forum, October 2019.

Review of OTC Derivatives Market Reform: Effectiveness and Broader Effects of the Reforms. Financial Stability Board, June 2017.

Regulatory Reform of Over-the-Counter Derivatives: an Assessment of Incentives to Clear Centrally, Bank for International Settlements, October 2014.

Samim Ghamami. Book Review: Counterparty Credit Risk by Jon Gregory, Quantitative Finance, 13 (12), 2013.

Samim Ghamami and Sheldon Ross, Efficient Monte Carlo estimation of network reliability under certain types of component dependencies. Technical Report, Viterbi School of Engineering & CREATE Homeland Security Research Center, University of Southern California, 2010.

Samim Ghamami and Kamran Rezaie. Six Sigma. 2nd Edition, RWTUV Asia-Germany (in Farsi), 2003.