Stress Test of Islamic Banks: a Model Example

Magomet Yandiev ()
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Magomet Yandiev: Department of Economics, Lomonosov Moscow State University
Authors registered in the RePEc Author Service: Magomet Iandiev ()

No 25, Working Papers from Moscow State University, Faculty of Economics

Abstract: A stress test of a nominal Islamic bank demonstrated that the liabilities structure which ensures the maximal bank resilience to shocks is the one featuring prevalence of debt financing. On the other hand, the assets structure which ensures the maximal bank resilience to shocks is either the structure featuring prevalence of debt financing or the structure where all the asset items have approximately equal shares.

Keywords: Islam; bank; stress; test (search for similar items in EconPapers)
JEL-codes: G21 G24 (search for similar items in EconPapers)
Pages: 9 pages
Date: 2016-01
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