Research Output | Dar Al-hikmah Library | IIUM Only
Islamic commercial banks (ICBs) deal with a variety of risks, a pressing one being benchmark rates risk or rate of return risk (ROR). The purpose of this study is to measure the impact of changing benchmark rates on the net worth (NW) risk (i.e. economic value) of ICBs and conventional commercial banks (CCBs), with duration gap and stress testing a