Showing 1 - 6 of 6
Purpose – The paper attempts to analyze the volatility of returns and expected losses of Islamic bank financing. In particular, it takes the case of Indonesian Islamic banking industry. Design/methodology/approach – The paper uses Value at Risk (VaR) approach to compute the volatility (risk)...
Persistent link: https://www.econbiz.de/10009245372
Purpose – The purpose of this paper is to formulate both withdrawal risk and bankruptcy risk to mitigate the risks and to find the equilibrium area of revenue sharing to depositors. Taking the case of the Indonesian Islamic banking industry, this work might benefit the Islamic banks, banking...
Persistent link: https://www.econbiz.de/10010551567
Purpose – The purpose of this paper is to assess liquidity risk management (LRM) practices in Indonesian Islamic banking industry during the period 2000-2007. Design/methodology/approach – The paper constructs the LRM index (100 scale) which is composed of individual index of asset side;...
Persistent link: https://www.econbiz.de/10009188946
Purpose – The purpose of this paper is to assess liquidity risk management (LRM) practices in Indonesian Islamic banking industry during the period 2000‐2007. Design/methodology/approach – The paper constructs the LRM index (100 scale) which is composed of individual index of asset side;...
Persistent link: https://www.econbiz.de/10014826508
Purpose – The paper attempts to analyze the volatility of returns and expected losses of Islamic bank financing. In particular, it takes the case of Indonesian Islamic banking industry. Design/methodology/approach – The paper uses Value at Risk (VaR) approach to compute the volatility (risk)...
Persistent link: https://www.econbiz.de/10014826515
Purpose – The purpose of this paper is to formulate both withdrawal risk and bankruptcy risk to mitigate the risks and to find the equilibrium area of revenue sharing to depositors. Taking the case of the Indonesian Islamic banking industry, this work might benefit the Islamic banks, banking...
Persistent link: https://www.econbiz.de/10014826549