New alternative measuring financial stability

Hassan Ghassan ()

MPRA Paper from University Library of Munich, Germany

Abstract: If the z-score index is widely used as a measure of the stability in conventional banks, it would be more reliable to find an appropriate measure of the stability for all type of banks. Knowing that the cooperative or Islamic banks follow different contracts forms of investments such the PLS system and are closer to real economic, by considering the illiquid assets, we expect that the new measure labelled g-score, associated to tangible economic growth, reflects multiple risks and allows to track the banking stability.

Keywords: Stability; Liquid assets; Illiquid assets; z-score; g-score; probability of default. (search for similar items in EconPapers)
JEL-codes: G00 G21 (search for similar items in EconPapers)
Date: 2017-06
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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https://mpra.ub.uni-muenchen.de/80508/1/MPRA_paper_80508.pdf original version (application/pdf)
https://mpra.ub.uni-muenchen.de/82364/1/MPRA_paper_80508.pdf revised version (application/pdf)
https://mpra.ub.uni-muenchen.de/122975/1/MPRA_paper_80508.pdf revised version (application/pdf)

Related works:
Journal Article: New alternative measuring financial stability (2017)
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