The Nature of Islamic Banking and Solvency Stress Testing : Conceptual Considerations /

This paper provides a conceptual overview of key aspects of the design and implementation of solvency stress testing of Islamic banks. Based on existing regulatory standards and prudential practice, the paper explains how Islamic finance principles and their impact on various risk drivers affect the...

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Bibliografische gegevens
Hoofdauteur: Jobst, Andreas A.
Andere auteurs: Sole, Juan
Formaat: Tijdschrift
Taal:English
Gepubliceerd in: Washington, D.C. : International Monetary Fund, 2020.
Reeks:IMF Working Papers; Working Paper ; No. 2020/156
Online toegang:Full text available on IMF
Omschrijving
Samenvatting:This paper provides a conceptual overview of key aspects of the design and implementation of solvency stress testing of Islamic banks. Based on existing regulatory standards and prudential practice, the paper explains how Islamic finance principles and their impact on various risk drivers affect the capital assessment of asset-oriented financial intermediation under stress. The formal specification of these risk factors helps operationalize and integrate the stress testing of Islamic banks within established frameworks for financial stability analysis.
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Fysieke beschrijving:1 online resource (77 pages)
Formaat:Mode of access: Internet
ISSN:1018-5941
Toegang:Electronic access restricted to authorized BRAC University faculty, staff and students