Islamic banks are exposed to a particular risk that stems from one specific service that they
offer: the collection and management of deposits in the form of unrestricted profit-sharing …

Islamic banks are exposed to a unique risk such as Displaced Commercial Risk (DCR).
DCR arises from the assets managed on behalf of the investment account holders which …

Purpose–The purpose of this paper is to study the differences or variance in the yields of
Islamic and conventional bank deposits and capital, respectively, in view of their contractual …

The market share of Islamic commercial banks in Indonesia is small despite the fact that
Indonesia is a predominantly Muslim country. This paper investigates the asymmetric effect …

The objective of the research is to quantify the displaced commercial risk (DCR) based on
quantitative finance techniques. We develop an internal model based on the Value-at-risk …

The twentieth first century has witnessed resurgence in the observance of fundamental
Islamic practices around the world. With it's significant potential and competitive form of …

Purpose This paper aims to investigate the adequacy of regulatory capital funds through
loss provisioning policies because of worsening credit quality associated with distressed …

The paper highlights some of the key issues and gaps in the supervision of Islamic Banks,
and in particular, addresses the supervisory implications of the role of investment account …

We investigate the reasons for the growing demand for Islamic banking internationally, and
examine the relative economic performance of Islamic banks compared with conventional …

Following the downturn of the financial markets in 2008, the Basel Committee on Banking
Supervision (BCBS) has been striving to refine the rules for global financial services. A …