Shah, Syed Alamdar Ali; Sukmana, Raditya; Fianto, Bayu Arie - In: Journal of Modelling in Management 15 (2020) 3, pp. 1167-1186
Purpose: The purpose of this paper is to propose models of duration for maturity gap risk management in Islamic banks. Design/methodology/approach: A thorough review of literature on duration modeling, duration measurement in Islamic banks and Shariah compliance has been conducted to set...