LA MESURE DU RISQUE COMMERCIAL DÉPLACÉ PAR LA MÉTHODE VAR, ÉTUDE THÉORIQUE ET PRATIQUE : CAS DE LA BANQUE ISLAMIQUE DU BAHREÏN

Abstract

The resistance of the Islamic banks to the financial crisis of 2008 illustrated the specific nature of their exposure to risk and how they were managed. Because of the ethical constraints they impose, their exposure to traditional risks is different from that of conventional banks. They nevertheless remain exposed to risks which are unique to them because of the particular nature of their modes of operation.

Owned by the Islamic banks, the commercial risk displaced is the result of the management of participatory investments accounts.

Holders of these accounts compare their remuneration with that of competing banks and, in the event of more advantage ours remuneration, risk withdrawing their funds, thus provoking a huge lack of liquidity for their bank