Measurement of the displaced commercial risk in Islamic Banks
Year of publication: |
2019
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Authors: | Toumi, Kaouther ; Viviani, Jean-Laurent ; Chayeh, Zeinab |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 74.2019, p. 18-31
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Subject: | Capital adequacy ratio | Displaced commercial risk | Extreme value theory | Investment risk reserve | Profit equalization reserve | Value-at-risk | Risikomanagement | Risk management | Risikomaß | Risk measure | Bankrisiko | Bank risk | Islamisches Finanzsystem | Islamic finance | Investitionsrisiko | Investment risk | Basler Akkord | Basel Accord | Risiko | Risk | Portfolio-Management | Portfolio selection | Ausreißer | Outliers |
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