استخدام اختبارات الضغط في قياس المخاطر المصرفية : دراسة مقارنة بين البنوك الإسلامية و التجارية في اليمن

Abstract EN

The study aimed to using stress testing to measure banking risks through the implementation of various shock scenarios in macroeconomic variables and Know their impact on the future risks of Yemeni banks.

In addition, knowing which commercial or Islamic banks are more exposed to future risks when applying stress tests Bottom-up input pressure tests have been used, and the scenario analysis method has been used, with counter-scenarios designed for the purpose of research.

The study found a number of results, the most important of which were the exposure of the banks to the liquidity risk and credit risk, and the safety of these banks from capital risk in the application of the strees test through the scenario of macroeconomic variables, while the results of the study did not show any differences in the risk level Islamic and commercial banks.