Tactical Risk Analysis in Emerging Markets in the Wake of the 2007-2009 Credit Crunch

6 Pages Posted: 18 May 2021

See all articles by Mazin A. M. Al Janabi

Mazin A. M. Al Janabi

EGADE Business School, Tecnologico de Monterrey; EGADE Business School, Tecnologico de Monterrey; Economic Research Forum (ERF)

Date Written: May 16, 2021

Abstract

The attempt of this paper is to fill a gap in contemporary risk management literature and especially from the perspective of emerging markets in light of the aftermaths of the most recent sub-prime global financial crisis. This paper develops a rigorous approach for the assessment of risk exposure under extreme conditions.

Keywords: Emerging Markets, Financial Engineering, Financial Risk Management, GARCH-M Model, Liquidity Risk, Optimization, Portfolio Management, Sub-prime Crisis, Value-at-Risk

JEL Classification: C10, C13, G20, and G28

Suggested Citation

Al Janabi, Mazin A. M., Tactical Risk Analysis in Emerging Markets in the Wake of the 2007-2009 Credit Crunch (May 16, 2021). Available at SSRN: https://ssrn.com/abstract=3847067 or http://dx.doi.org/10.2139/ssrn.3847067

Mazin A. M. Al Janabi (Contact Author)

EGADE Business School, Tecnologico de Monterrey ( email )

Av. Carlos Lazo 100 Col. Santa Fe, Del. Alvaro Obr
Mexico City, 01389
Mexico

EGADE Business School, Tecnologico de Monterrey ( email )

Av. Eugenio Garza Sada #2501
Col. Tecnológico
Monterrey, Nuevo León 64849
Mexico

Economic Research Forum (ERF) ( email )

21 Al-Sad Al-Aaly St.
(P.O. Box: 12311)
Dokki, Cairo
Egypt

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
12
Abstract Views
181
PlumX Metrics