Risk management with a duration gap approach: empirical evidence from a cross-country study of dual banking systems

• Main Authors: Chattha, Jamshaid Anwar, Alhabshi, Syed Musa, Mydin Meera, Ahamed Kameel
• Format: Article
• Language: English; English; English
• Published: Emerald Group Publishing Ltd. 2020
• Subjects: HG3368 Islamic Banking and Finance
• 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

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...