Record Details

New alternative measuring financial stability

Turkish Economic Review

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Field Value
 
Title New alternative measuring financial stability
 
Creator GHASSAN, Hassan Belkacem; Umm Al-Qura University, Department of Economics
 
Subject Stability; Liquid assets; Illiquid assets; z-score; g-score; Probability of default.
G21; G24; G32; G33.
 
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.
 
Publisher Turkish Economic Review
Turkish Economic Review
 
Contributor
 
Date 2017-09-18
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion

 
Format application/pdf
 
Identifier http://www.kspjournals.org/index.php/TER/article/view/1424
10.1453/ter.v4i3.1424
 
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
 
Language eng
 
Relation http://www.kspjournals.org/index.php/TER/article/view/1424/1374
 
Rights Copyright (c) 2017 Turkish Economic Review
http://creativecommons.org/licenses/by-nc/4.0