Risk, Vulnerability, and Threat Management

2016 ◽  
pp. 205-242
Keyword(s):  
Risk Vulnerability ◽  
Threat Management

Risk, vulnerability, robustness, and resilience from a decision-theoretic perspective

2012 ◽  
Vol 15 (3) ◽  
pp. 313-330 ◽  
Author(s):  
Roland W. Scholz ◽  
Yann B. Blumer ◽  
Fridolin S. Brand
Keyword(s):  
Risk Vulnerability

scholarly journals Risk Analyses on Islamic Banks in Indonesia

2020 ◽  
Author(s):  
Dimas Bagus Wiranatakusuma ◽  
Imamuddin Yuliadi ◽  
Ikhwan Victhori
Keyword(s):  
Time Series ◽  
Financial Services ◽  
Time Series Data ◽  
Liquidity Risk ◽  
Series Data ◽  
Islamic Banks ◽  
Monthly Basis ◽  
Income Ratio ◽  
Financing Risk ◽  
Risk Vulnerability

This study aims to analyze the risks on Islamic banks in Indonesia by identifying which risk is significantly dominant in triggering other risks to happen. For that purpose, the study uses time series data on a monthly basis from 2010:M1 to 2018:M8. The data are obtained from the Financial Services Authority (OJK) Indonesia and analyzed using vector autoregression (VAR). Some variables are employed to proxy risk vulnerability including financing-to-deposit ratio (FDR) as a proxy of liquidity risk, nonperforming financing (NPF) as a proxy of financing risk, and cost-to-income ratio (BOPO) as a proxy of operational risk. The findings suggest that financing risk is the most dominant risk triggering vulnerability on Islamic banks in Indonesia.

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