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://shs.hal.science/halshs-01806496
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References listed on IDEAS
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- 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).
- Ra l De Jes s Guti rrez & Lidia E. Carvajal Guti rrez & Oswaldo Garcia Salgado, 2023. "Value at Risk and Expected Shortfall Estimation for Mexico s Isthmus Crude Oil Using Long-Memory GARCH-EVT Combined Approaches," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 467-480, July.
- Baldwin, Kenneth & Alhalboni, Maryam, 2023. "A value-based measure of market power for the participatory deposits of Islamic banks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 87(C).
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More about this item
Keywords
Value-at-risk; Capital adequacy ratio; Displaced commercial risk; Extreme value theory; Profit equalization reserve; Investment risk reserve;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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