Risk management with a duration gap approach: empirical evidence from a cross-country study of dual banking systems
Purpose: In line with the IFSB and BCBS methodology, the purpose of this study is to undertake a comparative analysis of dual banking systems for asset-liability management (ALM) practices with the duration gap, in Islamic Commercial Banks (ICBs) and Conventional Commercial Banks (CCBs). Based on th...
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Main Authors: | Chattha, Jamshaid Anwar, Alhabshi, Syed Musa, Mydin Meera, Ahamed Kameel |
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Format: | Article |
Language: | English English English |
Published: |
Emerald Group Publishing Ltd.
2020
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Subjects: | |
Online Access: | http://irep.iium.edu.my/88170/1/88170_Risk%20management%20with%20a%20duration%20gap%20approach.pdf http://irep.iium.edu.my/88170/2/88170_Risk%20management%20with%20a%20duration%20gap%20approach_SCOPUS.pdf http://irep.iium.edu.my/88170/3/88170_Risk%20management%20with%20a%20duration%20gap%20approach_WoS.pdf http://irep.iium.edu.my/88170/ https://www.emerald.com/insight/content/doi/10.1108/JIABR-10-2017-0152/full/html |
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