Credit Risk Modelling in Islamic Banking using SAS (CREDIT RISK MODELLING USING SAS)

By Sameer Shaikh
The World's First Practical Guide to Islamic Credit Risk Modelling with SAS
About the Book
This groundbreaking book is the first in the world to provide a step-by-step, practitioner-level guide to Credit Risk Modelling in Islamic Banking, using the power of SAS.
Unlike conventional risk modelling texts, this book is entirely Shariah-compliant. It covers Murabaha, Ijara, Musharaka, and Mudarabah contracts-showing how Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) can be modelled under IFRS 9, Basel III/IV, and ICAAP frameworks, while adhering to AAOIFI and IFSB Islamic standards.
Every chapter blends real-world datasets, SAS code, stress-testing examples, and Islamic regulatory overlays, making this book a unique blend of Islamic finance + quantitative modelling + global regulatory compliance.
What You'll Learn
✔ Data Preparation & Staging - How to build Islamic banking datasets for PD/LGD/EAD modelling.
✔ Scorecards & PD Models - Application, behavioral, and collection scorecards for Shariah-compliant products.
✔ IFRS 9 & Basel Integration - Stage migration, ECL calculations, ICAAP, and capital impact.
✔ Stress Testing - Designing oil-price shock, real-estate stress, and Islamic deposit withdrawal scenarios.
✔ Governance & Shariah Boards - How defaults, repossessions, and restructurings are handled under Islamic principles.
✔ Case Studies - Step-by-step practical case studies: from origination → default → ECL → ICAAP capital provisioning.
✔ Global Comparisons - How UK/US/European banks implement IFRS 9 vs how Islamic banks adapt these.
Who Should Read This Book?Bankers & Risk Professionals - CROs, Risk Managers, and Modelling Specialists looking for hands-on Islamic finance modelling.Compliance & Regulators - Understand Shariah overlays in PD/LGD/EAD and IFRS 9 staging.Consultants & Auditors - Benchmark Islamic models against Basel/IFRS global practices.Students & Academics - A one-of-a-kind textbook for Islamic finance, credit risk, and SAS-based analytics.Global Risk Managers - Especially in India, GCC, Malaysia, and Europe, where Islamic windows and finance are expanding. Why This Book is Unique First book worldwide to cover Islamic credit risk modelling with SAS. Fully Shariah-compliant methodology, aligned with AAOIFI & IFSB standards. Includes end-to-end SAS code (available via GitHub) so readers can replicate every example. Bridges Islamic finance principles with global regulatory standards (Basel, IFRS 9, ICAAP, CCAR). Written by Sameer Shaikh, a SAS Viya Architect and Credit Risk Specialist with 14+ years in India & UAE banking/AML consulting.

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