Risk Managment

MP A
R
Munich Personal RePEc Archive

Risk management in Islamic banks
Helmy, Mohamed
ESLSCA Business School

20. April 2012

Online at http://mpra.ub.uni-muenchen.de/38706/
MPRA Paper No. 38706, posted 09. May 2012 / 10:37

ESLSCA Business School

Risk Management in Islamic Banks
By
Mohamed Helmy Ahmed

Master of International Business Administration
Finance

Supervisor
Dr.Khalil Abo Ras

Academic Year : 2012

0

Table of content
Acknowledgement
Abstract
Chapter one
1.1 Introduction
1.2 Profit and Loss Sharing (PLS)
1.3 Different types of Islamic Financial Institutions products
1.4 Problem Definition
1.5 Research objectives
Chapter Two
2.1 Literature review
2.2 Defining Risk

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2.3 Definition for different types of risks in Islamic Financial
Institutions
2.4 Nature of risks in Islamic Financial Institutions
2.4.1 Credit Risk
2.4.2 liquidity risk
2.4.2.1 Categorizations of liquidity risk
2.4.2.2 Liquidity risk sensitivity in Islamic Financial Institutions
2.4.3 Market risk
2.4.3.1 Markup risk
2.4.3.2 Price Risk
2.4.3.3 Leased Asset Value Risk
2.4.3.4 Currency risk
2.4.3.5 Securities price risk
2.4.4 Operational Risk
2.5 Unique risks in Islamic Financial Institutions
2.5.1 Rate Of return Risk
2.5.2 Displaced commercial risk
2.5.3 Equity investment risk
2.6 Basel II:
2.6.1 Overview of the Basel capital Adequacy framework
2.6.2 Pillar 1 : Capital Adequacy Requirement

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2.6.3 Pillar 2 : Supervisory review
2.6.4 Pillar 3: Market Discipline
Chapter 3
Finding
3.1 Risk Management
3.1.1 Credit Risk Management
3.1.2 Liquidity risk management
3.1.3 Rate of return Risk management
3.1.4 Displaced commercial risk management
3.1.5 : Operational Risk Management
3.1.6 Market Risk Management
3.2.7 Equity Investment risk management
3.2 Risk measurements
3.2.1 Credit risks

Bibliography: Ahmed, N. (2008). 6th internationl islamic finance Confernence. Basel II Capital Adequacy Requirements: Implementation Challenges for Islamic Banks ahmed, T. k. (2001). Risk management - Islamic financial industry (an anyalysis os issues in islamic financial industry) Board), I. (. (Dec 2005). guiding principle on liquidity risk management for instituations offering islamic financial service definition/risk. (n.d.). Retrieved March 23, 2012, from www.businessdictionary.com: http://www.businessdictionary.com Hennie van Greuning and Zamir Iqbal, H. (2007). Risk Analysis for Islamic Banks. Iqbal, H. V. (2008). Risk Analysis for islamic banks . Washington D.C: The world bank . Sarieddine, R. T. (2007). Challenges in implementing capital adequacy - guidelines to islamic banks V. Sundararajan . (2003). Risk Measurement and Disclosure in Islamic Finance and the Implications of Profit Sharing Investment Accounts Venardos, A. M. (nov 2004). islaimc banking and finance in south-east asia : its development and future .