A quantitative framework for testing the resilience of Islamic finance portfolios under IFSB and Basel capital rules
Nadi Serhan Aydin
| Year of publication: |
2017
|
|---|---|
| Authors: | Aydın, Nadi Serhan |
| Published in: |
International journal of Islamic and Middle Eastern finance and management. - Bingley : Emerald, ISSN 1753-8394, ZDB-ID 2460750-2. - Vol. 10.2017, 3, p. 290-311
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| Subject: | Islamic finance | Backtesting risk models | Capital adequacy | IFSB and Basel III | Model-based stress-testing | Second-round effects | Islamisches Finanzsystem | Basler Akkord | Basel Accord | Risikomanagement | Risk management | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IMEFM-03-2016-0036 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011797002