Purpose – The objective of this paper is to assess the degree to which Islamic banks in Brunei Darussalam use risk management practices (RMPs) and techniques in dealing with different types of risk. Design/methodology/approach – The researcher developed a questionnaire which covers six...

Purpose – Estimation of default and asset correlation is crucial for banks to manage and measure portfolio credit risk. The purpose of this paper is to find empirical relationship between the default and asset correlation with default probability, to understand the effect of systematic risk....

Purpose – The purpose of this paper is to identify effects of prepayment risk on performance of commercial banks in the USA. Understanding how various risks impact banks' performance can help to improve performance of financial institutions and better estimate risk premia charged by banks on...

Purpose – The purpose of this paper is to provide an insight into the differences in the risk management practices of Islamic financial institutions (IFI) and conventional financial institutions (CFI) in Pakistan. Design/methodology/approach – The study makes use of primary data collection...

Purpose – The purpose of this paper is to identify effects of prepayment risk on performance of commercial banks in the USA. Understanding how various risks impact banks' performance can help to improve performance of financial institutions and better estimate risk premia charged by banks on...

Purpose – The purpose of this paper is to report empirical evidence regarding the risk management practices of banks operating in Bahrain. Design/methodology/approach – A sample of bankers was surveyed through a questionnaire and the results used to examine if the risk management practices...

Purpose – The purpose of this research is to examine the degree to which the UAE banks use risk management practices and techniques in dealing with different types of risk. The secondary objective is to compare risk management practices between the two sets of banks....

Purpose – The objectives of this paper are to: define business risk; identify whether economic capital could be used to mitigate this risk; and investigate business-risk measurement methodologies. Design/methodology/approach – The paper analyzes definitions used in theory and practice and...

Purpose – This paper attempts to summarize the information contained in bank financial statements on the risk management capabilities of banks and then ascertains the sensitivity of bank stocks to risk management. Design/methodology/approach – The theoretical framework is derived from a...

Purpose – The purpose of this paper is to evaluate the degree to which Islamic banks in Pakistan use risk management practices (RMPs) and techniques in dealing with different types of risk. Design/methodology/approach – A standardized questionnaire is used which covers six aspects:...