EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Backtesting risk models"
Narrow search

Narrow search

Year of publication
Subject
All
Backtesting risk models 2 Capital adequacy 2 IFSB and Basel III 2 Islamic finance 2 Model-based stress-testing 2 Second-round effects 2 Bank risk 1 Bankrisiko 1 Basel Accord 1 Basler Akkord 1 Credit risk 1 Islamisches Finanzsystem 1 Kreditrisiko 1 Portfolio selection 1 Portfolio-Management 1 Risikomanagement 1 Risikomaß 1 Risk management 1 Risk measure 1
more ... less ...
Online availability
All
Undetermined 2
Type of publication
All
Article 2
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1 research-article 1
Language
All
English 2
Author
All
Aydın, Nadi Serhan 2
Published in...
All
International Journal of Islamic and Middle Eastern Finance and Management 1 International journal of Islamic and Middle Eastern finance and management 1
Source
All
ECONIS (ZBW) 1 Other ZBW resources 1
Showing 1 - 2 of 2
Cover Image
A quantitative framework for testing the resilience of Islamic finance portfolios under IFSB and Basel capital rules
Aydın, Nadi Serhan - In: International Journal of Islamic and Middle Eastern … 10 (2017) 3, pp. 290-311
Purpose This paper aims to introduce a model-based stress-testing methodology for Islamic finance products. The importance of stress testing was indeed clearly underlined by the adverse developments in the global finance industry. One of the key takeaways was the need to strengthen the coverage...
Persistent link: https://www.econbiz.de/10014826695
Saved in:
Cover Image
A quantitative framework for testing the resilience of Islamic finance portfolios under IFSB and Basel capital rules
Aydın, Nadi Serhan - In: International journal of Islamic and Middle Eastern … 10 (2017) 3, pp. 290-311
Persistent link: https://www.econbiz.de/10011797002
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...