Risk measures in Islamic Banks MounaMoualhi 1 volatility of return on assets, volatility of return equity

Monia Ltaifa ()
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Monia Ltaifa: Université de Sfax - University of Sfax

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Abstract: The aim of this study is to examine empirically the variables of the risks of Islamic banks in the Gulf countries. Methodologically, we use a sample of 23 Islamic banks during the period from 2007 to 2012. From the empirical findings, we can show that the variablevolatility of return on assetsand the regulatory variable explains the banking risks. Nous avons aussi montré que la taille influence les risques bancaires.We have alsoshownthat size influences bankingrisks. In addition, we find that the sizeinfluences banking risks.It has allowed us to see that the big banks can invest in more risky projects.

Date: 2018-01-01
New Economics Papers: this item is included in nep-isf and nep-rmg
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Published in International Journal of Business Continuity and Risk Management, 2018

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01761031

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