The research of Professor Al Janabi focuses on financial risk management, counterparty market risk management, derived values and portfolio management, topics on which he has widely published in top-tiered journals such as the International Review of Financial Analysis, European Journal of Operational Research, Annals of Operations Research, Applied Economics, Economic Modelling, Review of Financial Economics, Journal of Asset Management, Service Industries Journal, Studies in Economics and Finance, Emerging Markets Finance and Trade, Journal of Risk Finance, Journal of Banking Regulation, Annals of Nuclear Energy, amongst others. He has also published books and book chapters and has participated as guest speaker and presenter in several international conferences and symposiums.
His research and development in quantitative finance has been formally classified in the academic literature as “Al Janabi’s model” for Liquidity Adjusted Value–at-Risk, LVaR Model, providing practical tools to portfolio managers to face the barriers for efficient use of assets in portfolios and coverage funds.
Professor Mazin A.M. Al Janabi has more than 30-year experience in different academic institutions, financial markets and international financial institutions and bank corporations, occupying a range of positions. He has occupied several managerial roles in institutions such as ING Barings and BBVA Bancomer as the Director of Global Management of Market Risk, Head of Trade Risk Management and Head of Derived Financial Products. Additionally, he has served as a finance and banking consultant for the creation of new financial markets in emerging economies.
For excellence in his teaching work and research he has received several awards including for research published in journals classified as A/A*. His biography has also been included in the last four editions of Who’s Who in the World (2013- to date) and in the latest issue of Who’s Who in Science and Engineering (2016- to date).