Investigation of the expected loss of sharia credit instruments in global Islamic banks

• Main Authors: Shahari, Farihana, Zakaria, Roza Hazli, Rahman, Md. Saifur
• Format: Article
• Language: English; English
• Published: Emerald Group Publishing Limited 2015
• Subjects: HG1501 Banking
• Online Access: http://irep.iium.edu.my/52570/7/52570.pdf; http://irep.iium.edu.my/52570/8/52570-Investigation%20of%20the%20expected%20loss%20of%20sharia%20credit%20instruments%20in%20global%20Islamic%20banks%20_SCOPUS.pdf; http://irep.iium.edu.my/52570/; http://www.emeraldinsight.com/doi/abs/10.1108/IJMF-12-2014-0196

The purpose of this paper is to investigate the expected outcomes, both of positive and negative returns occurred by shariá credit instruments in global Islamic banks. The annual panel data from 2005 to 2012 is collected from 40 Islamic banks from 12 countries and value at risk (VaR) technique is...