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Measuring operational risk exposures in Islamic banking : a proposed measurement approach

Izhar, Hylmun - In: Islamic economic studies 20 (2012) 1, pp. 45-86

Persistent link: https://www.econbiz.de/10009771945

Measuring Operational Risk Exposures in Islamic Banking : A Proposed Measurement Approach

Izhar, Hylmun - 2018

The aim of the paper is to propose a model, namely Delta-Gamma Sensitivity Analysis-Extreme Value Theory (DGSA …. Furthermore, the second leg of the proposed model, Extreme Value Theory (EVT), is a technique to cater for an excess operational …

Persistent link: https://www.econbiz.de/10012940409

Measuring operational risk exposures in Islamic banking : a proposed measurement approach

Izhar, Hylmun - In: Islamic economic studies 20 (2012) 1, pp. 45-86

Persistent link: https://www.econbiz.de/10010160383

Non-fundamental exchange rate volatility and welfare

Straub, Roland; Tchakarov, Ivan - 2004

We lay out an empirical and a theoretical model to analyze the effects of non-fundamental exchange rate volatility on economic activity and welfare. In the first part of the paper, the GARCH-SVARmodel is applied to measure empirically the effect of the conditional exogenous exchange rate...

Persistent link: https://www.econbiz.de/10009636551