Curriculum Vitae Dr. Tahar TAYACHI [email protected] +966543168479 Summary Dr Tahar TAYACHI is the Director of Master Degree in Islamic Finance The Chair of Finance department at Effat University He is the project manager of NCAAA accreditation and a member in AASCB team in the College of Business. 1. College: Effat College of Business 2. Department: Finance 3. Name: Tahar TAYACHI 4. Rank: Assistant Professor 5. Email: [email protected] 6. Research Interests: Derivatives, Financial Management, Modelling new Islamic Finance Products, Islamic Banking, Portfolio Selection; Risk management; Insurance; Islamic Derivatives. 7. Education: Ph.D. in Finance, April 2012, Supervisor: Pr. Fathi ABID, Portfolio Selection, Extreme risks and Copula, . Master Degree in Finance, June 2001, Supervisor: Pr. Fathi ABID, Portfolio Insurance: The case of Tunisian Market, University of Sfax. Bachelor of Science in Finance: University of Sfax, , 1999. 8. Experience: 2014- Present: Director of Master degree in Islamic Financial Management, Chair of Finance Department, College of Business, Effat University 2013-2014: Department of Economics and Finance, College of Business Administration, University of Bahrain, Kingdom of Bahrain. 2001-2013: Chair of Department of Finance and Accounting, College of Business and Economics, University of Monastir, Tunisia.

Supervising Master Thesis – Selected thesis 1. Co-movements between Bonds and Sukuks: A wavelet analysis, co-author Walid Mansoor (King Abdulaziz University), Nasseem Mosli 2. Modelling Hybrid Sukuk, co-author Dr Sami Souyelem (ISDB), Jawaher AlMansour 3. Gender differences and Islamic microfinance, Razan AlTowairiqi 4. Islamic Real Estate Investment and its impact on Economic Growth, Malak Bakhsh 5. Urboon Call options, Jihane AlHarbi, Effat University. 6. Energy prices and Saudi stock market, Nouf AlZeghaby, Effat University. 7. CDS spreads and credit risk announcement, Sarah AlZahrani, Effat University. 8. Accountability of Waqf in , Zina Attar, Effat University. 9. LIBOR and IIBOR relationship, Reem AlHarbi, Effat University. 10. Volatility spillover patterns among GCC countries, Darin Madani, Effat University. 11. Petroleum volatility measure and management, Leila BEN SALEM, University of Monastir. 12. Macroeconomic determinants of CDS spread, Sameh KARBIA, University of Monastir. 13. The role of CDS in financial instability, Emna IBRAHIM, University of Monastir. 14. International portfolio diversification in presence of extreme risks, Ikram CHIKA, University of Monastir. 1 Effat University– College of Business- Department of Finance

15. Portfolio diversification gains on Frontier Markets, Imen CHOUECH, University of Monastir. 16. Portfolio Insurance with a new risk measure, Karima ABBOUD, University of Monastir. 17. Portfolio optimization with Islamic constraints, Maha BEN REJEB, University of Monastir. 18. Agency rating announcement and Market efficiency, Zied BOUCHNAK, University of Monastir. 19. Dependence structure effect on financial risk measures, Soumaya BELKHIR, University of Monastir.

International Conferences

1. New Book in progress (2016), “Islamic Financial Management: Toward New Perspectives”, Wiley 2. Economic Forum Research ERF January 2015, Tunisia, “Financial Market Integration among the GCC countries using the dynamic C-Vine Copula with Regime Switching: The importance of global factors” with Shawkat Hammoudeh and Ahmad Khalifa. 3. The International Conference on Multidimensional Finance, Insurance and Investment, ICMFII 25- 27 November, 2013, University of Bahrain, “Copula-MGARCH-EVT Model: An Application to Portfolio Selection”. 4. The International Conference on Multidimensional Finance, Insurance and Investment, ICMFII 25- 27 November, 2013, University of Bahrain, “Informational Efficiency and Sovereign Rating Announcement: The case of Tunisian Stock Market”. 5. The Seventeenth International Congress on Insurance: Mathematics and Economics, University of Copenhagen 2013, Danmark. “Portfolio selection on Extremes”, with Pr. Dr. Fathi ABID. 6. 30th International Conference of the French Finance Association (AFFI) May 29 to 31, 2013, Lyon, . “Portfolio optimization on Tails” with Pr. Dr. Fathi ABID. 7. 6th Samos Conference in Actuarial Science and Finance, Samos, Greece,on June 3-6, 2010. “Portfolio risk measures with copula: A Monte Carlo Study”. 8. MAF 2010 - Mathematical and Statistical Methods for Actuarial Sciences and Finance, 7 - 9 April 2010, Villa Rufolo - Ravello, . “Measuring portfolio risk with copula: the impact of misspecification of dependence structure and marginal”. 9. The First Annual Meeting in Finance and Economics, Syphax, 3 February 2010, Sfax, TUNISIA. Organized by MODESFI research Unit. “Measuring portfolio risk with copula: the impact of misspecification of dependence structure and marginal”.

9. Membership in Professional Societies: Reviewer at Energy Economics

10. Professional Development Activities (within the past 5 years only): 2015: NCAAA workshops 2015: SAP workshop 2015: AASCB orientation 2014- now: Head of Department, Finance 2005-2008: Head of Department, Finance and Accounting 2003-2005: Director of undergraduate cycle department

11. Institutional and Professional Service Activities (within the past 5 years only) Developer of new Master program in Islamic Finance for the Russian Islamic University Organizer of workshops on Saudi Economy: Saudi stock market and Mutual Funds in Saudi Arabia Project manager for NCAAA accreditation Member in AASCB Team Director of Master degree Chair of the 3rd International conference on Islamic Finance 12. Publications:

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1. “Global factors and GCC stock market integration using the regime switching, r-vine copula approach” 2016 co-authors: Ahmad Khalifa, shawkat hammoudeh, under revision Journal of Multinational Financial Management 2. Book under revision 2015 :” CDS spreads and credit risk announcement” Lambert Edition 2015 3. “CDS sector co-movements: A Copula-CoVaR approach” 2014, with Shawkat Hammoudeh (Drexel University, USA) and Ahmad Khalifa (Qatar University), submitted to The Spanish Review of Financial Economics 4. “Portfolio Optimization On Tails” With Pr. Dr. Fathi Abid , North American Review Of Finance, N°3, Vol. 13, 2013. 5. “Estimating Portfolio risk measures: The contribution of GoF tests”, International Journal of Economics, Business and Finance, Vol. 1, No. 10, pp: 330-337, 2013. 6. “Market efficiency And Sovereign Rating Announcement: The Crisis Of Confidence On The Tunisian Stock Market” With Zied Bouchnak , Asian Economic And Financial Review. 2013 In Press. 7. “Sovereign Rating Downgrade And Tunisian Financial Markets” With Lamia Jaidane In Techniques Financières Et Développements, N°107, Juin 2012.

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