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Search: subject:"Model-based stress-testing"
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Aydın, Nadi Serhan
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International Journal of Islamic and Middle Eastern Finance and Management
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International journal of Islamic and Middle Eastern finance and management
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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 …
Persistent link: https://www.econbiz.de/10014826695
Saved in:
2
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:
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