Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124974256> ?p ?o ?g. }
Showing items 1 to 64 of
64
with 100 items per page.
- W3124974256 endingPage "129" @default.
- W3124974256 startingPage "97" @default.
- W3124974256 abstract "This paper empirically explores the assertion that Islamic banks have higher credit risk than conventional banks. We give definitions, methods for identification and methods for management of credit risk for each Islamic financial tool. This risk is then calculated for nine Islamic banks and nine conventional banks using contingent claims analysis. Merton’s model, based on Black and Scholes’s option pricing formula, is used to measure the distance-to-default, DD, and the default probability, DP from 2005 to 2009. Islamic banks have a mean distance-to-default of 204, significantly higher than conventional banks (DD = 15). The mean default probabilities are 0.03 and 0.05, respectively. Cumulative logistic probability distributions are then used to derive default probability from distanceto- default. These results are more satisfying: the distribution of default probability has larger tails, responding to the criticism of the use of a normal distribution." @default.
- W3124974256 created "2021-02-01" @default.
- W3124974256 creator A5041974576 @default.
- W3124974256 date "2011-09-01" @default.
- W3124974256 modified "2023-10-18" @default.
- W3124974256 title "Is credit risk really higher in Islamic banks?" @default.
- W3124974256 doi "https://doi.org/10.21314/jcr.2011.128" @default.
- W3124974256 hasPublicationYear "2011" @default.
- W3124974256 type Work @default.
- W3124974256 sameAs 3124974256 @default.
- W3124974256 citedByCount "43" @default.
- W3124974256 countsByYear W31249742562012 @default.
- W3124974256 countsByYear W31249742562013 @default.
- W3124974256 countsByYear W31249742562014 @default.
- W3124974256 countsByYear W31249742562015 @default.
- W3124974256 countsByYear W31249742562016 @default.
- W3124974256 countsByYear W31249742562017 @default.
- W3124974256 countsByYear W31249742562018 @default.
- W3124974256 countsByYear W31249742562019 @default.
- W3124974256 countsByYear W31249742562020 @default.
- W3124974256 countsByYear W31249742562021 @default.
- W3124974256 countsByYear W31249742562022 @default.
- W3124974256 countsByYear W31249742562023 @default.
- W3124974256 crossrefType "journal-article" @default.
- W3124974256 hasAuthorship W3124974256A5041974576 @default.
- W3124974256 hasConcept C138885662 @default.
- W3124974256 hasConcept C149782125 @default.
- W3124974256 hasConcept C162118730 @default.
- W3124974256 hasConcept C162324750 @default.
- W3124974256 hasConcept C178350159 @default.
- W3124974256 hasConcept C27206212 @default.
- W3124974256 hasConcept C2779806880 @default.
- W3124974256 hasConcept C2984055962 @default.
- W3124974256 hasConcept C4445939 @default.
- W3124974256 hasConceptScore W3124974256C138885662 @default.
- W3124974256 hasConceptScore W3124974256C149782125 @default.
- W3124974256 hasConceptScore W3124974256C162118730 @default.
- W3124974256 hasConceptScore W3124974256C162324750 @default.
- W3124974256 hasConceptScore W3124974256C178350159 @default.
- W3124974256 hasConceptScore W3124974256C27206212 @default.
- W3124974256 hasConceptScore W3124974256C2779806880 @default.
- W3124974256 hasConceptScore W3124974256C2984055962 @default.
- W3124974256 hasConceptScore W3124974256C4445939 @default.
- W3124974256 hasIssue "3" @default.
- W3124974256 hasLocation W31249742561 @default.
- W3124974256 hasOpenAccess W3124974256 @default.
- W3124974256 hasPrimaryLocation W31249742561 @default.
- W3124974256 hasRelatedWork W2071232204 @default.
- W3124974256 hasRelatedWork W2189390589 @default.
- W3124974256 hasRelatedWork W2592994788 @default.
- W3124974256 hasRelatedWork W2761664146 @default.
- W3124974256 hasRelatedWork W3047550164 @default.
- W3124974256 hasRelatedWork W3100655242 @default.
- W3124974256 hasRelatedWork W3123874873 @default.
- W3124974256 hasRelatedWork W3168308711 @default.
- W3124974256 hasRelatedWork W3214886076 @default.
- W3124974256 hasRelatedWork W3121515851 @default.
- W3124974256 hasVolume "7" @default.
- W3124974256 isParatext "false" @default.
- W3124974256 isRetracted "false" @default.
- W3124974256 magId "3124974256" @default.
- W3124974256 workType "article" @default.