Measurement of the displaced commercial risk in Islamic Banks
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DOI: 10.1016/j.qref.2018.03.001
Note: View the original document on HAL open archive server: https://halshs.archives-ouvertes.fr/halshs-01806496
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References listed on IDEAS
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Cited by:
- Baldwin, Kenneth & Alhalboni, Maryam, 2020. "The impact of profit-sharing investment accounts on shareholders’ wealth," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 69(C).
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More about this item
Keywords
Investment risk reserve; Profit equalization reserve; Extreme value theory; Value-at-risk; Capital adequacy ratio; Displaced commercial risk;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ISF-2018-07-23 (Islamic Finance)
- NEP-RMG-2018-07-23 (Risk Management)
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