Mahmoud Fatouh | University of Essex

Email
mfatou@essex.ac.uk
Location

Colchester Campus

Profile

Qualifications

PhD University of Essex, (2016)

Publications

Publications (2)

Fatouh, M., Giansante, S. and Ongena, SRG., Quantitative Easing and the Functioning of the Gilts Repo Market

Fatouh, M., Proportionality of Banking Regulation Should Smaller Banks Regulation Be Simpler?

Journal articles (10)

Fatouh, M. and McCunn, A., Shareholder Risk-Taking Incentives in the Presence of Contingent Capital. SSRN Electronic Journal

Lee, T., Moutzouris, I., Papapostolou, NC. and Fatouh, M., Foreign exchange hedging using regime-switching models: the case of pound sterling. SSRN Electronic Journal

Fatouh, M., Giansante, S. and Ongena, S., (2024). Leverage ratio, risk‐based capital requirements, and risk‐taking in the United Kingdom. Financial Markets, Institutions & Instruments. 33 (1), 31-60

Fatouh, M., Bock, R. and Ouenniche, J., (2023). Impact of IFRS 9 on the cost of funding of banks in Europe. Journal of Banking Regulation. 24 (2), 115-145

Fatouh, M. and Giansante, S., (2023). The cyclicality of bank credit losses and capital ratios under expected loss model. Annals of Operations Research. 330 (1-2), 807-840

Lee, T., Moutzouris, IC., Papapostolou, NC. and Fatouh, M., (2023). Foreign exchange hedging using regime‐switching models: The case of pound sterling. International Journal of Finance & Economics

Giansante, S., Fatouh, M. and Dove, N., (2023). Carbon Emissions Announcements and Market Returns. Sustainability. 15 (13), 10385-10385

Fatouh, M. and McCunn, AA., (2022). Shareholder risk-taking incentives in the presence of contingent capital. Journal of Financial Regulation and Compliance. 30 (1), 25-42

Fatouh, M., Markose, S. and Giansante, S., (2021). The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses?. Journal of Economic Behavior and Organization. 183, 928-953

Fatouh, M., Giansante, S. and Ongena, S., (2021). Economic support during the COVID crisis. Quantitative easing and lending support schemes in the UK. Economics Letters. 209, 110138-110138

Show all

Reports and Papers (10)

Giansante, S., Fatouh, M. and Ongena, SRG., Does Quantitative Easing Boost Bank Lending to the Real Economy or Cause Other Bank Asset Reallocation? The Case of the UK

Fatouh, M., Bock, R. and Ouenniche, J., Impact of IFRS 9 on the Cost of Funding of Banks in Europe

Fatouh, M., Neamțu, I. and van Wijnbergen, S., Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?

Fatouh, M., Neamțu, I. and van Wijnbergen, S., Risk-taking and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?

van Wijnbergen, S., Neamțu, I. and Fatou, M., Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (Coco) Bonds Increase the Risk Appetite of Banks?

Fatouh, M., Markose, SM. and Giansante, S., The Impact of Quantitative Easing on UK Bank Lending: Why Banks Do Not Lend to Businesses?

Fatouh, M. and Giansante, S., (2023). The cyclicality of bank credit losses and capital ratios under expected loss model

Fatouh, M. and Giansante, S., (2020). Expected Loss Model and the Cyclicality of Bank Credit Losses and Capital Ratios

Markose, SM., Mahmoud, F. and Simone, G., (2018). The Impact of Quantitative Easing on UK Bank Lending: Why Banks Do Not Lend to Businesses?

Show all