Mohamed Ashour

• Interest Rate Risk
• Fixed Income
• Liquidity Risk
• Trading Book Risk

• Measuring and managing IR by using Interest Rate gap analysis and measuring its effect on our EaR & Economic Value .
• Undertakes various stress testing scenarios for IR and measuring its impact on EaR & EV
• Building and developing Duration Gap models (Built in house model) for managing IR risk by measuring Duration of Assets & Liabilities and Duration Gap and Duration of Equity (DOE)
• Building and developing model for Non-Maturity Accounts
• Developing IR Gap model to be adjusted by Beta of each item of Asset & Liability (Beta adjusted Gap)
• Managing IR risk by building model for Simulation IR Gap that expect Economic Value and DOE for the next 6 months and give a recommendation for restructuring our Balance Sheet to be benefited of IR movements in future
• Building model for attribution IR Gap DOE & EVE from month to other
• Design new model for building EGP Yield Curve using N&S model
• Developing model for measuring risk in Fixed Income Portfolios by measuring MTM, Duration and convexity
• Developing model for measuring sensitivity in Fixed Income Portfolios
• Designing and developing new models for measuring Historical Simulation VaR and Expected Short Fall and Parametric VaR for Fixed Income Portfolios
• Building model for making a Bench Mark for Fixed Income (Fixed Income Index)
• Sharing in configuration of K+ and KGR system to import Fixed Income risk reports
• Developing mode for measuring Liquidity Static Gap
• Developing mode for measuring Liquidity Dynamic Gap
• Developing mode for LCR & NSFR
• Designing and developing new models for measuring Historical Simulation VaR and Expected Short Fall and Parametric VaR for FX & Equities Portfolios
• Developing models for Back-testing VaR models
• Developing models for Stress Testing for FX & Equity Portfolios

• Teaching Financial Accounting
• Teaching Managerial Accounting
• Teaching Cost Accounting
• Teaching Banking Accounting