Publication:
The unique risk exposures of Islamic banks’ capital buffers: a dynamic panel data analysis
| DC Field | Value | |
|---|---|---|
| dc.contributor.author | Hassan Daher | |
| dc.contributor.author | Abul Mansur Mohammed Masih | |
| dc.contributor.author | Mansor H. Ibrahim | |
| dc.date.accessioned | 2016-06-06 | |
| dc.date.accessioned | 2016-07-25T19:25:45Z | |
| dc.date.available | 2016-06-06 | |
| dc.date.available | 2016-07-25T19:25:45Z | |
| dc.date.disclosure | 2016-06-10 | |
| dc.date.issued | 2015 | |
| dc.description.abstract | The growing relevance of Islamic banking from a prudential perspective warrants the need to investigate the susceptibilities of Islamic banks’ capital buffers to unique risks emanating from their operating environments. We employ a panel model using two-step dynamic Generalized Method of Moments (GMM) on a data set comprising 128 conventional and Islamic banks. Our results tend to indicate privately owned Islamic banks, unlike their state owned counterparts, attempt to safeguard shareholders by independently mitigating the effects of displaced commercial risk through higher capital buffers. The relation between equity investment risk and bank capital buffers also seems to vary by region. | |
| dc.identifier.citation | Daher, H., Mohammed Masih, A. M., & Ibrahim, M. H. (2015). The unique risk exposures of Islamic banks’ capital buffers: a dynamic panel data analysis. Journal of International Financial Markets, Institutions and Money, 36, pp. 36–52. | |
| dc.identifier.doi | https://doi.org/10.1016/j.intfin.2015.02.012 | |
| dc.identifier.uri | https://ikr.inceif.edu.my/handle/INCEIF/1318 | |
| dc.language | English | |
| dc.language.iso | eng | |
| dc.publisher | Elsevier | |
| dc.rights | 2015. Elsevier | |
| dc.source | CRP | |
| dc.subject | Islamic banks | |
| dc.subject | Capital buffers | |
| dc.subject | Risk management | |
| dc.subject | Bank regulation | |
| dc.subject | Capital adequacy | |
| dc.title | The unique risk exposures of Islamic banks’ capital buffers: a dynamic panel data 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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