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The University of Southampton
Southampton Business School
Phone:
(023) 8059 5476
Email:
m.bakoush@soton.ac.uk

Dr Mohamed Bakoush BSc, MSc, PhD, FRM, CFA, MCSI, FHEA

Lecturer in Banking and Finance

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Mohamed Bakoush is a Lecturer in Banking and Finance at Southampton Business School. Before joining Southampton, Dr Bakoush has worked in the Economics and Finance Department at Brunel University and has previously spent time at the Monetary and Capital Markets Department of the International Monetary Fund (IMF).

It is all about risk!

Mohamed’s research interests are multidisciplinary in nature. He combines insights from Complexity Science, Psychology, Finance, Risk Management to investigate some of the big questions that face Economics with a focus on the interface between financial stability, monetary stability, and debt sustainability. In particular, Mohamed studies the emergence of systemic risk in financial markets and its spillover effects on the real economy to further develop the current understanding of the role of the financial system in macroeconomic models. His work has also involved modeling the interaction between different types of financial risks such as market, liquidity, funding, and solvency and how systemic financial crises could emerge from this interaction. His research has also involved studying bank performance and stability in the low interest rate era that followed the global financial crisis.

Mohamed is eager to combine research excellence with policy relevance. His work on systemic risk and financial stability has far reaching implications for macroprudential policy. For example, Mohamed has developed a macroprudential stress test of bank liquidity and solvency in one of his research papers which caught the attention of some central banks and he was invited to present his work at the Bank of England in 2017 and 2018 and the Bank of Finland in 2017. He has also contributed to the Global Financial Stability Report that was published by the International Monetary Fund in October 2016. 

Mohamed's work in the area of financial economics has been nationally and internationally recognized. Parts of his work have been published or currently under review in top journals. He has been invited to present his research at top conferences including the American Economic Association Annual Meeting in 2017, 2019 and 2020; the Institute for New Economic Thinking Conference in 2016 and 2017; the International Finance and Banking Society Conference in 2019; and the Society for Computational Economics Conference in 2016. In addition, Mohamed has been selected in a global competition as one of the top 300 young economists in the world by the Lindau Nobel Laureate Meetings Council in 2017.

Mohamed holds a Ph.D. in Computational Financial Economics having read for his degree jointly between the Agents, Interaction and Complexity Group of the Computer Science School and the Banking and Finance Department of the Business School at the University of Southampton. He also holds an MSc in International Banking and Finance, and a BSc in Finance. In addition, Mohamed is a Chartered Financial Analyst (CFA), a Certified Financial Risk Manager (FRM) by the Global Associaation of Risk Professionals (GARP), a Full Member (MCSI) of the Chartered Institute of Securities and Investments (CISI) and an Associate Fellow of the Higher Education Academy (AFHEA).

Research interests

My research to date has focused on modelling risk and behaviour of heterogenous agents as two main microfoundations of economic models. The markets I have analysed include the derivatives market, the interbank market, the banking system, and the financial system in general. The types of risks involved in my work include market, funding, liquidity, solvency and systemic risk. I have a very keen interest in computational modelling and I am very enthusiastic about Complexity Theory and Psychology. I am a member of the University of Southampton's cross-disciplinary Computational Modelling Group.

I am currently interested in the following research areas:

  • Systemic Risk
  • Financial Stability
  • Macroprudential Policy
  • Banking
  • Financial Crises
  • Stress Testing
  • Risk Management
  • Climate Risk
  • Monetary Policy
  • Debt Sustainability
  • Financial Innovation and Fintech
  • Cryptocurrencies
  • Central Bank Digital Currencies
  • Behavioural Macroeconomics
  • Portfolio Optimisation
  • Behavioural Finance
  • Computational Economics
  • Complexity Theory
  • Agent-based Modelling
  • Complex Networks
  • Adaptive Complex Systems
  • Machine Learning
  • Big Data Analysis

Primary research centre/group

Centre for Digital Finance (CDF)
Centre of Empirical Research in Finance and Banking (CERFIB)

Affiliated research centre

Computational Modelling Group

Department

Department of Banking and Finance

External Primary research group

The Institute for New Economic Thinking Young Scholars Initiative (YSI)

PhD supervision

I am interested in hearing from aspiring PhD applicants who would like to pursue a thesis on a topic related to one of my research interests. I am also interested in hearing from students from other disciplines interested in Complex Systems applications in Finance or Economics.

I can also offer supervision for qualified PhD applicants interested in any one of the following research topics:

  1. The impact on the banking system due to the substitutability and complementarity of financial services offered by fintech and other non-bank intermediaries
  2. The evolution of money creation in the digital economy and the impact of central bank digital currencies on the banking system
  3. The future challenges for banks due to climate change and the transition to a low-carbon economy
  4. Evaluating the effectiveness of macroprudential policies after the global financial crisis with a particular focus on bank profitability and stability.
  5. The interaction between monetary policy and macroprudential policies in a low (negative) interest rate environment.

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  • Module Leader of MANG6221 Stock Market Analysis
  • Module Leader of MANG3009 International Banking
Dr Mohamed Bakoush
Southampton Business School, University of Southampton, Highfield, Southampton SO17 1BJ, UK
Email: m.bakoush@soton.ac.uk
Tel: +44(0)23 8059 5476

Room Number: 2/5014

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