New alternative measuring financial stability
Turkish Economic Review
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Title |
New alternative measuring financial stability
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Creator |
GHASSAN, Hassan Belkacem; Umm Al-Qura University, Department of Economics
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Subject |
Stability; Liquid assets; Illiquid assets; z-score; g-score; Probability of default.
G21; G24; G32; G33. |
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Description |
Abstract. If the z-score index is widely used as a measure of the stability in conventional banks, it would be more reliable to find an appropriate measure of the stability forall type of banks. Knowing that the cooperative or Islamic banks follow different contracts forms of investments such the PLS system and are closer to real economic, by considering the illiquid assets, we expect that the new measure labelled g-score, associated to real economic growth, reflects multiple risks and allows to track the banking stability. Keywords. Stability, Liquid assets, Illiquid assets, z-score, g-score, probability of default.JEL. G21, G24, G32, G33.
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Publisher |
Turkish Economic Review
Turkish Economic Review |
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Contributor |
—
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Date |
2017-09-18
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Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — |
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Format |
application/pdf
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Identifier |
http://www.kspjournals.org/index.php/TER/article/view/1424
10.1453/ter.v4i3.1424 |
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Source |
Turkish Economic Review; Vol 4, No 3 (2017): September; 275-281
Turkish Economic Review; Vol 4, No 3 (2017): September; 275-281 2149-0414 |
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Language |
eng
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Relation |
http://www.kspjournals.org/index.php/TER/article/view/1424/1374
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Rights |
Copyright (c) 2017 Turkish Economic Review
http://creativecommons.org/licenses/by-nc/4.0 |
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