Publication:
Duration gap and net worth risk for Islamic and conventional banks: a comparative cross country analysis
| DC Field | Value | |
|---|---|---|
| dc.contributor.author | Jamshaid Anwar Chattha | |
| dc.contributor.author | Obiyathulla Ismath Bacha | |
| dc.date.accessioned | 2016-08-01T10:33:51Z | |
| dc.date.available | 2016-08-01T10:33:51Z | |
| dc.date.disclosure | 2016-07-22 | |
| dc.date.issued | 2010 | |
| dc.description.abstract | This paper undertakes a comparative analysis of the Duration Gap and Net Worth (NW) risk of Islamic Commercial Banks (ICBs) and Conventional Commercial Banks (CCBs). Though Islamic banks work on interest-free principles, the vast majority of the world’s ICBs operate within dual banking systems. The inevitable flow of funds between the two banking systems and the common customer base implies that ICBs would have the same exposures as CCBs. Our sample consists of a total of 60 commercial banks from nine Islamic countries. These were made up of 30 ICBs and 30 CCBs. Each ICB had a CCB pair of approximately equal asset size in US $ terms. | |
| dc.identifier.citation | Chattha, J. A., & and Bacha, O. I. (2010). Duration gap and net worth risk for Islamic and conventional banks: a comparative cross country analysis. Review of Islamic Economics, 13(2), 5-33. | |
| dc.identifier.uri | https://ikr.inceif.edu.my/handle/INCEIF/1771 | |
| dc.language | English | |
| dc.language.iso | eng | |
| dc.publisher | International Association for Islamic Economics | |
| dc.rights | 2010. International Association for Islamic Economics | |
| dc.source | CRP | |
| dc.subject | Islamic Commercial Banks (ICBs) | |
| dc.subject | Conventional Commercial Banks (CCBs) | |
| dc.subject | Interest rate risk | |
| dc.title | Duration gap and net worth risk for Islamic and conventional banks: a comparative cross country analysis | |
| dc.type | Journal Article | |
| dlc.maintopic | Islamic banking | |
| dspace.entity.type | Publication | |
| ikr.doctype | Scholarly Works | |
| ikr.topic.maintopic | Islamic banking | |
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| relation.isAuthorOfPublication.latestForDiscovery | 8e8de113-9c2e-4faf-8482-04f179564a0e | |
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