Mahmoud Fatouh

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

University of Essex

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

14

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SSRN CITATIONS
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12

CROSSREF CITATIONS

4

Scholarly Papers (14)

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1.

The Asset Reallocation Channel of Quantitative Easing. The Case of the UK

Downloads 316 (148,358)
Citation 3

The Asset Reallocation Channel of Quantitative Easing. The Case of the UK

Journal of Corporate Finance, Forthcoming, Swiss Finance Institute Research Paper No. 19-72
Number of pages: 73 Posted: 04 Sep 2019 Last Revised: 23 Sep 2022
Simone Giansante, Mahmoud Fatouh and Steven Ongena
University of Palermo - Department of Economics, Business and Statistics, Bank of England and University of Zurich - Department of Banking and Finance
Downloads 246 (190,898)

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Finance, monetary policy, quantitative easing, bank lending.

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

Bank of England Working Paper No. 883
Number of pages: 56 Posted: 19 Aug 2020
Simone Giansante, Mahmoud Fatouh and Steven Ongena
University of Palermo - Department of Economics, Business and Statistics, Bank of England and University of Zurich - Department of Banking and Finance
Downloads 70 (503,411)
Citation 7

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Monetary policy, quantitative easing, bank lending

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 291 (161,727)
Citation 1

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

3.

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 Palermo - Department of Economics, Business and Statistics
Downloads 282 (167,068)
Citation 3

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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

4.

Economic Support during the COVID Crisis. Quantitative Easing and Lending Support Schemes in the UK

Swiss Finance Institute Research Paper No. 21-54
Number of pages: 17 Posted: 23 Apr 2021 Last Revised: 16 Oct 2021
Mahmoud Fatouh, Simone Giansante and Steven Ongena
Bank of England, University of Palermo - Department of Economics, Business and Statistics and University of Zurich - Department of Banking and Finance
Downloads 211 (221,777)
Citation 1

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Monetary policy, quantitative easing, bank lending

5.

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 Palermo - Department of Economics, Business and Statistics
Downloads 165 (275,421)
Citation 1

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

6.

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 107 (383,481)

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

7.

Risk-taking and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?

Bank of England Working Paper No. 938
Number of pages: 66 Posted: 21 Sep 2021
Mahmoud Fatouh, Ioana Neamțu and Sweder van Wijnbergen
Bank of England, Bank of England and Universiteit van Amsterdam
Downloads 85 (445,239)
Citation 1

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Contingent convertible bonds, risk-taking, bank capital structure, selection bias

8.

Quantitative Easing and the Functioning of the Gilts Repo Market

Number of pages: 29 Posted: 06 Jan 2022 Last Revised: 27 Oct 2022
Mahmoud Fatouh, Simone Giansante and Steven Ongena
Bank of England, University of Palermo - Department of Economics, Business and Statistics and University of Zurich - Department of Banking and Finance
Downloads 81 (458,057)

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Monetary policy, quantitative easing, repo market, leverage ratio

9.

Leverage Ratio and Risk-taking. Theory and Practice

Number of pages: 17 Posted: 30 Jan 2022
Mahmoud Fatouh, Simone Giansante and Steven Ongena
Bank of England, University of Palermo - Department of Economics, Business and Statistics and University of Zurich - Department of Banking and Finance
Downloads 61 (533,305)

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Capital regulation; Risk-taking; Leverage ratio; risk-based requirements

10.

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 57 (550,877)

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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

11.

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 55 (560,118)

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

12.

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

Downloads 13 (599,345)

Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?

Tinbergen Institute Discussion Paper 2022-017/IV
Number of pages: 62 Posted: 28 Mar 2022
Mahmoud Fatouh, Ioana Neamțu and Sweder van Wijnbergen
Bank of England, Bank of England and Universiteit van Amsterdam
Downloads 13 (866,170)

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contingent convertible bonds, risk-taking, bank capital structure, selection bias

13.

The Sustainability and Environmental Effects of QE via Bond Issuance

Number of pages: 48 Posted: 27 Feb 2022
Mahmoud Fatouh, Simone Giansante and Meryem Duygun
Bank of England, University of Palermo - Department of Economics, Business and Statistics and Nottingham University Business School
Downloads 40 (637,835)

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quantitative easing, corporate bond purchase scheme, bond issuance, bond yields, cost of borrowing, environmental bonds, green bonds

14.

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 (952,161)
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Bank Capital Structure, Contingent Convertible Bonds, Risk Taking