Stress Testing for Credit Risk Exposure in Islamic Banks
In this study, we investigate the link between default loans and macroeconomic and bank-specific variables to assess exposure of Islamic banks to credit risks, and then design stress testing scenarios to assess the banking system’s resilience to adverse shocks. The results suggest that credit risk e...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
HATASO
2020-04-01
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| Series: | Management and Economics Research Journal |
| Subjects: | |
| Online Access: | https://merj.scholasticahq.com/article/12725-stress-testing-for-credit-risk-exposure-in-islamic-banks |