Benchmark rate risk, duration gap and stress testing in dual banking systems
Jamshaid Anwar Chattha, Syed Musa Alhabshi
| Year of publication: |
2020
|
|---|---|
| Authors: | Chattha, Jamshaid Anwar ; Syed Musa Alhabshi |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 62.2020, p. 1-20
|
| Subject: | Benchmark rate risk | Duration Gap | Islamic commercial banks | Net worth risk | Stress testing | Bankrisiko | Bank risk | Risikomanagement | Risk management | Zinsrisiko | Interest rate risk | Kreditrisiko | Credit risk | Benchmarking | Finanzsystem | Financial system | Bank | Risiko | Risk | Portfolio-Management | Portfolio selection | Islamisches Finanzsystem | Islamic finance | Stresstest | Stress test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2018.08.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012492008