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List of Tables x
List of Figures xii
Foreword Agil Natt xiv
Foreword Amgad S. Younes xvi
Preface xviii
About the Authors xxiv
Acknowledgements xxvi
Abbreviations xxviii
Principles of Islamic Finance 1
Introduction 1
Risk Management Issues in Islamic Financial Contracts 28
Introduction 28
An overview of financial risks 30
Identifying risks in Islamic finance 36
Risk of non-compliance with Shariah rules 41
Main elements used in financial risk analysis 41
Musharakah contracts of partnership and financial risks 42
Mudarabah contracts of partnership 49
Murabaha contract agreements and financial risk 54
Salam contract agreements and financial risk 58
Istisna contracts and financial risks 63
Ijarah contract agreement and financial risk 68
Basel II and IFSB for Islamic Financial Risk 80
Introduction 80
The Basel accord 82
Risk management according to Basel II and the Islamicfinancial industry 83
The three pillars of Basel II 84
Pillar 2: Supervisory review 96
Pillar 3: Market discipline 98
IFSB principles of risk management 99
Credit Risks in Islamic Finance 109
Introduction 109
Credit risk exposure identification 110
Credit risk assessment models 113
Credit risk valuation 118
Credit risk mitigation 133
Credit rating systems 134
Validating the credit rating systems 139
Market Risks in Islamic Finance 148
Introduction 148
Identification of market risk factors 149
Rate of return risk 149
Commodity risk in Islamic finance 154
FX rate risks 159
Equity price risks 160
Valuation issues on equity prices and FX rates 160
Quantification of foreign exchange risk, equity risk, and commodity risk 161
Data referring to market risk factors 161
Sensitivity in market risk 163
Market risk valuation models 164
VaR models for Islamic financial contracts 164
Position and market data 166
Position risk and exposure risk 168
Evaluation methods of market risk 168
Variance-co-variance method 169
Monte Carlo simulation method 173
Historical simulation 174
Back-testing and stress-testing for market risk exposures 176
Operational Risk in Islamic Finance 182
Introduction 182
Main elements in operational risk analysis 183
Identification of operational risk 185
Measuring operational risks 197
Loss events 199
Evaluating operational risk based on VaR analysis 203
Elements in the framework of the operational risk management 206
Concluding Remarks 211
Index 217
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