Mohamed Bakoush

University of Southampton - Southampton Business School

Southampton, SO17 1BJ

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

77

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Margin Requirements and Systemic Liquidity Risk

Number of pages: 35 Posted: 16 Jan 2018
Mohamed Bakoush, Enrico Gerding and Simon Wolfe
University of Southampton - Southampton Business School, University of Southampton - School of Electronics and Computer Science (ECS) and University of Southampton - School of Management
Downloads 51 (393,378)

Abstract:

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Margin Procyclicality; Funding Liquidity Risk; Systemic Risk; Contagion; Networks; Agent-Based Modelling

2.

An Integrated Macroprudential Stress Test of Bank Liquidity and Solvency

Southampton Business School Working Paper Series # 16-86
Number of pages: 45 Posted: 27 Nov 2017 Last Revised: 16 May 2019
Mohamed Bakoush, Enrico Gerding and Simon Wolfe
University of Southampton - Southampton Business School, University of Southampton - School of Electronics and Computer Science (ECS) and University of Southampton - School of Management
Downloads 26 (498,610)

Abstract:

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Solvency; Liquidity; Macroprudential Policy; Stress Testing; Systemic Risk; Networks

3.

Securitization and Bank Profitability

Posted: 27 Nov 2017
Mohamed Bakoush
University of Southampton - Southampton Business School

Abstract:

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Securitization; Banking; Profitability; Mediation; SEM

4.

Margin Procyclicality and Systemic Risk

Posted: 24 Apr 2017 Last Revised: 30 Jan 2018
Mohamed Bakoush, Enrico Gerding and Simon Wolfe
University of Southampton - Southampton Business School, University of Southampton - School of Electronics and Computer Science (ECS) and University of Southampton - School of Management

Abstract:

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Margin Procyclicality; Funding Liquidity Risk; Systemic Risk; Contagion; Networks; Agent-Based Modelling.