Mohamed Bakoush

University of Southampton - Southampton Business School

Southampton, SO17 1BJ

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

181

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Ideas:
“  My research focuses on the interaction between Financial Stability, Debt Sustainability and Monetary Stability.  ”

Scholarly Papers (6)

1.

Margin Requirements and Systemic Liquidity Risk

Bakoush, M., Gerding, E. H., & Wolfe, S. (2019). Margin requirements and systemic liquidity risk. Journal of International Financial Markets, Institutions and Money, 58, 78-95.
Number of pages: 35 Posted: 16 Jan 2018 Last Revised: 22 Dec 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 - Southampton Business School
Downloads 65 (402,704)
Citation 1

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 - Southampton Business School
Downloads 40 (497,878)

Abstract:

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

3.

Securitization, Monetary Policy and Bank Stability

Number of pages: 49 Posted: 13 Jul 2020
Mohamed Bakoush, Tapas Mishra and Simon Wolfe
University of Southampton - Southampton Business School, Southampton Business School, University of Southampton and University of Southampton - Southampton Business School
Downloads 31 (542,215)

Abstract:

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Securitization, Bank Profitability, Bank Risk, Bank Stability, Systemic Risk; Monetary Policy

4.

Disentangling the Impact of Securitization on Bank Profitability

Bakoush, M., Abouarab, R., & Wolfe, S. (2019). Disentangling the impact of securitization on bank profitability. Research in International Business and Finance, 47, 519-537.
Number of pages: 43 Posted: 10 Jan 2020
Mohamed Bakoush, Rabab Abouarab and Simon Wolfe
University of Southampton - Southampton Business School, Kafr El Sheikh University and University of Southampton - Southampton Business School
Downloads 23 (590,318)

Abstract:

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Securitization; Bank profitability; Bank risk; Regulatory capital; Liquidity; Cost of funding

5.

Interest Rate Swaps Clearing and Systemic Risk

Bakoush, M., Gerding, E.H. and Wolfe, S., 2019. Interest rate swaps clearing and systemic risk. Finance Research Letters.
Number of pages: 13 Posted: 29 Jan 2020
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 - Southampton Business School
Downloads 22 (596,868)

Abstract:

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Margin procyclicality; Funding liquidity risk; Systemic risk; Contagion; Networks

6.

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 - Southampton Business School

Abstract:

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