Mahmoud Fatouh

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

University of Essex

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

525

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

The Impact of Quantitative Easing on UK Bank Lending: Why Banks Do Not Lend to Businesses?

Number of pages: 42 Posted: 05 Jun 2018
Mahmoud Fatouh, Sheri M. Markose and Simone Giansante
Bank of England, University of Essex - Department of Economics and University of Bath - School of Management
Downloads 130 (251,079)
Citation 1

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monetary policy, quantitative easing, bank lending, agent-based modelling, gilt yields, capital adequacy requirements, risk weighted assets

2.

Impact of IFRS 9 on the Cost of Funding of Banks in Europe

Bank of England Working Paper No. 851, January 2020
Number of pages: 34 Posted: 17 Jan 2020
Mahmoud Fatouh, Robert Bock and Jamal Ouenniche
Bank of England, University of Edinburgh and University of Edinburgh
Downloads 102 (298,774)
Citation 1

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IFRS 9, low-risk anomaly, cost of funding, cost of equity, leverage, expected loss model, asset beta

Does Quantitative Easing Boost Bank Lending to the Real Economy or Cause Other Bank Asset Reallocation? The Case of the UK

Swiss Finance Institute Research Paper No. 19-72
Number of pages: 55 Posted: 04 Sep 2019 Last Revised: 17 Apr 2020
Simone Giansante, Mahmoud Fatouh and Steven Ongena
University of Bath - School of Management, Bank of England and University of Zurich - Department of Banking and Finance
Downloads 92 (321,736)

Abstract:

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monetary policy, quantitative easing, bank lending

4.

Post Crisis Unconventional Monetary Policy in the UK, the US, and the EA

Number of pages: 34 Posted: 23 Jun 2016
Mahmoud Fatouh
Bank of England
Downloads 93 (317,056)

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monetary policy, quantitative easing, Bank of England, Federal Reserve, European Central Bank, banks

5.

Expected Loss Model and the Cyclicality of Bank Credit Losses and Capital Ratios

Number of pages: 20 Posted: 13 Nov 2020
Mahmoud Fatouh and Simone Giansante
Bank of England and University of Bath - School of Management
Downloads 42 (473,905)

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IFRS 9, IAS 39, US GAAP, Expected credit loss model, loan loss provisions, cyclicality of bank profits, leverage ratio, risk-weighted assets

6.

Implications of Quantitative Easing Policy Flow of Funds Analysis of the UK Economy Post 2007

Number of pages: 34 Posted: 23 Jun 2016 Last Revised: 06 Sep 2016
Mahmoud Fatouh
Bank of England
Downloads 38 (491,608)

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monetary policy, quantitative easing, Bank of England, flow of funds, asset purchase program, banks, sectoral balance sheet

7.

Shareholder Risk-Taking Incentives in the Presence of Contingent Capital

Bank of England Working Paper No. 775
Number of pages: 23 Posted: 25 Jan 2019
Mahmoud Fatouh and Ayowande McCunn
Bank of England and Carmignac Asset Managers
Downloads 28 (542,549)

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Risk-Taking, CoCo Bonds, Anytime CoCos, Quality of Capital Requirements, Additional Tier 1 Capital (AT1), Bank Manager Compensation Packages, Compensation Policy

8.

Risk-Taking, Competition and Uncertainty: Do Coco Bonds Increase the Risk Appetite of Banks?

CEPR Discussion Paper No. DP14530
Number of pages: 55 Posted: 08 May 2020
Mahmoud Fatouh, Ioana Neamtu and Sweder van Wijnbergen
Bank of England, University of Amsterdam - Amsterdam School of Economics (ASE) and Universiteit van Amsterdam
Downloads 0 (754,443)
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Bank Capital Structure, Contingent Convertible Bonds, Risk Taking