Mourad Berrahoui
Mourad Berrahoui is head of counterparty credit risk modelling at Lloyds bank in London and an executive MBA student at Henley Business School.
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Articles by Mourad Berrahoui
The carbon equivalence principle: minimising the cost to carbon net zero
A method to align incentives with sustainability in financial markets is introduced
Pricing the transition of Scope 3 emissions
A framework to measure banks’ costs associated with carbon emissions is proposed
The carbon equivalence principle: methods for project finance
A method to price the environmental impact of financial products is proposed
Data-driven wrong-way risk
A calculation method for regulatory CVA wrong-way risk based on credit and exposure is introduced
Capturing the effects of climate change on CVA and FVA
A framework to incorporate climate change risk into derivative prices is presented