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researcher

Mourad Berrahoui

7 papers hereh-index 336 citations13 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author4
  • last author2

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • q-fin.RM4
  • q-fin.PR2
  • q-fin.GN1

identity via Semantic Scholar / OpenAlex

activity
20152022
most citedTransparency principle for carbon emissions drives sustainable finance

1 citations · 1 across the 5 of their papers we have counts for

collaborators
Showing 2017Show all

1 paper · 1 filter

q-fin.RM2017

Counterparty Trading Limits Revisited:CSAs, IM, SwapAgent(r), from PFE to PFL

Chris Kenyon, Mourad Berrahoui, Benjamin Poncet

The utility of Potential Future Exposure (PFE) for counterparty trading limits is being challenged by new market developments, notably widespread regulatory Initial Margin (using 9…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.