تحميل الملف المرفق

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٩‫ﻡ‬
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 
 
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‫ ﺧﺎﻥ‬.‫ﳏﺴﻦ ﺱ‬
 
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:‫ﺍﳌﺴﺘﺨﻠﺺ‬
 
 

           

Fisher  
 Friedman (1969) Simons (1948) (1945)

            

             
IMFStaff Papers
 
Mohsin S. Khan: “Islamic Interest-Free Banking: A Theoretical Analysis” IMF Staff Papers, March 
 1976, vol. 33, No. 1.
Willem Buiter, Roque Fernandez, Jacob Frenkel, Saul Lizondo, Abbas Mirakhor, Peter 
Montiel, and Nadeem Ul Haque
             
 
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 
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‫ ﻣﻘﺪﻣﺔ‬: ‫ﺃﻭﻻﹰ‬

             
  
             
  
 
            
  
  

             
           
            
            
 
 
   

            


 
 Siddiqi (1980) and Mirakhor (1986)
Ariff (1982) and Ziauddin Ahmad Kurshid (1980
 Munawar Iqbal and Fahim Khan (1983)






 
 
 

           
          


            
 
            
  
 
  

 
 
               

Naqvi, et al., (1984  Kurshid (1980
 Pryor (1985
 Ziauddin (1984 Qureshi (1967
 Ziauddin Ahmad, with Iqbal, and Khan (1983); Ariff (1982)
 Karstens (1982
 Pryor (1985
 






  
 
 
 
 
              
              ‫ﺃﻭﻻﹰ‬
  ‫ﺛﺎﻧﻴﺎﹰ‬ 
 
Fisher
   ‫ﺛﺎﻟﺜﺎﹰ‬  Friedman   Simons  

 ‫ ﺭﺍﺑﻌﺎﹰ‬           
 
             
 
 
             
    
  
  
 

  
  Zarqa (1983)





 
              

             


      
 
 
‫ ﺍﻟﺴﻤﺎﺕ ﺍﻟﻌﺎﻣﺔ ﻟﻠﻨﻈﺎﻡ ﺍﳌﺎﱄ ﺍﻹﺳﻼﻣﻲ ﺍﳋﺎﱄ ﻣﻦ ﺍﻟﻔﺎﺋﺪﺓ‬: ‫ﺛﺎﻧﻴﺎﹰ‬
    
 

 
 

 
 
               
 
 ...‫ﺍﻟﺬﻳﻦ ﻳﺄﻛﻠﻮﻥ ﺍﻟﺮﺑﺎ ﻻ ﻳﻘﻮﻣﻮﻥ ﺇﻻ ﻛﻤﺎ ﻳﻘﻮﻡ ﺍﻟﺬﻱ ﻳﺘﺨﺒﻄﻪ ﺍﻟﺸﻴﻄﺎﻥ ﻣﻦ ﺍﳌﺲ‬
         


 
 







 
‫ ﻓﺈﻥ ﱂ ﺗﻔﻌﻠﻮﺍ‬.‫ﻳﺎ ﺃﻳﻬﺎ ﺍﻟﺬﻳﻦ ﺁﻣﻨﻮﺍ ﺍﺗﻘﻮﺍ ﺍﷲ ﻭﺫﺭﻭﺍ ﻣﺎ ﺑﻘﻲ ﻣﻦ ﺍﻟﺮﺑﺎ ﺇﻥ ﻛﻨﺘﻢ ﻣﺆﻣﻨﲔ‬ 
 ‫ﻈﻠﻤﻮﻥ‬‫ﻈﻠﻤﻮﻥ ﻭﻻ ﺗ‬‫ ﻭﺇﻥ ﺗﺒﺘﻢ ﻓﻠﻜﻢ ﺭﺅﻭﺱ ﺃﻣﻮﺍﻟﻜﻢ ﻻ ﺗ‬،‫ﻓﺄﺫﻧﻮﺍ ﲝﺮﺏ ﻣﻦ ﺍﷲ ﻭﺭﺳﻮﻟﻪ‬
        
            

      

 
 


              
            
              
  
 ‫ﻢ ﻗﺎﻟﻮﺍ ﺇﳕﺎ ﺍﻟﺒﻴﻊ ﻣﺜﻞ ﺍﻟﺮﺑﺎ ﻭﺃﺣﻞ ﺍﷲ ﺍﻟﺒﻴﻊ ﻭﺣﺮﻡ ﺍﻟﺮﺑﺎ‬‫ﺫﻟﻚ ﺑﺄ‬
           
  ‫ ﳝﺤﻖ ﺍﷲ ﺍﻟﺮﺑﺎ ﻭﻳﺮﰊ ﺍﻟﺼﺪﻗﺎﺕ‬

 Ziauddin Ahmad (1984) 
 Pryor (1985
 

 







 
             
 
          

              
   
 



 

 
            

          
       

   
 
 
 Fahim Khan (1983)
 






            
 
 
  
            
 

               
       
 
  


           
             

  

 
 
            
              
 Naqvi
 Pakistan State Bank (1983
 Bank Markazi Jomhori Islamic Iran (1983)
(1982); Shahrukh Rafi Khan (1984)
 Ziauddin Ahmad (1984)
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
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
             




 
       
 

 trust             
 

           
  
           
   
              
 Friedman  Simons
   

 Fernandez (1984)
Irving Fisher

 Fisher (1945
              
 Al-Jarhi (1983)Kahf (1978)Simons
 
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
 

 
 Kindleberger         
Golembe & Mingo  Kareken
  

         


            


          
   

              
   
           
 
 Conference on the Search for Financial Stability: The Past 50 Years, San Francisco.


            
 Golembe and Mingo (1985) 
               
 




    
  
             
 
 
Mayer 1974
 
              


 
 


 
‫ ﳕﻮﺫﺝ ﻣﻨﻬﺠﻲ ﻟﻠﻨﻈﺎﻡ ﺍﳌﺼﺮﰲ ﺍﻹﺳﻼﻣﻲ‬: ‫ﺛﺎﻟﺜﺎﹰ‬
           
 Fernandez 1984   Metzler 1951     
 
              
            
  
 
 






‫ ﺍﻟﻨﻤﻮﺫﺝ ﺍﻷﺳﺎﺳﻲ ﻣﻊ ﺍﻓﺘﺮﺍﺽ ﺛﺒﺎﺕ ﺍﻷﺳﻌﺎﺭ‬-١

 
  
 
 
‫ ﺳﻮﻕ ﺭﺃﺱ ﺍﳌﺎﻝ‬-‫ﺃ‬
 

economic agents 




 

 
S
y
=s= 
P
r



(1)
 
 S
 P
 ω ωy  y
 (1-ω) y

 r  y
 




 s
 y
 real yield or real rate of return on shares r
             
 

       

 
 
 
 
S
y
 
P r








‫ ﺳﻮﻕ ﺍﻟﻨﻘﻮﺩ‬-‫ﺏ‬
       

    m  w = m+ s    w    
Mm = M 
P
 

m
= g (r ),
s
gr < 0,


 
            
y
r
  s = 
 m = g (r ) .
y

r



 
 






‫ ﺳﻮﻕ ﺍﻟﺴﻠﻊ‬-‫ﺝ‬
            

              
 
yd
y d = C (r , w) + I (r )  Cr< 0;  Cw > 0; Ir < 0.

 
     C r , w 
 Ir  relevant scale variable 
 
y
r
 w = m+ 




 
  

dy •
y

= y = β C (r , m + ) + I (r ) −
dt
r


y ,

β > 0,  
            
 
•
 y = f (r , y;m)  fr < 0; fy < 0; fm > 0. 
 
IS  

∂C/∂y
 
 




  IS-LM         
  
S

               
 
 r *      IS-LM     
y*r * y*
          s* = y*/r * 
 

 r 
r*


LM
A
B


r1
C
IS

y1


y*
 y
 
 
  r   r 
 
 






            
By1y*
 C r1r*
r1y1C
 y*              
r* 
 y = y*r = r*A
            
s* = y*/r *  
             s1 = y1/r 1

 

  
 
             

 
 
     
 
 S = y    
−
P
r
Pryor (1985)
 

 




 S 
              
  

            
  
 (y              
              
 S/P y/r 
 


 
             
  
  
           

 
  
             
  
 


 
 






             
  
         
            

  
 
         
y/r 
            
 
‫ ﺍﻟﻨﻤﻮﺫﺝ ﺍﻷﺳﺎﺳﻲ ﻣﻊ ﺍﻓﺘﺮﺍﺽ ﺃﺳﻌﺎﺭ ﻣﺮﻧﺔ‬-٢

            

 
•
 m = − f (r , m; y∗ ) 
fr < 0;
fm > 0;
fy* < 0.
 
 f(r,m;y*) m
  y*
               
•
  

 Saddle Point
 
  m = -β(yd - y*)
•





 f(r,m;y*) = 0
m r 
•
     m y*= 0         s
 r = 0
•
y*
 r *m* m = g(r)
y∗
r
 s* = m*/g(r *)
 steady - state equilibrium  A 
 r *m*

•
m

 r 
r2
y1
= 0

C
r*
m y* = 0

A

•
r

m1

= 0
m
B r y1 
=
0

•
r1
y*
m*
 
 


 






     y1  y*      
   
 m  = 0  r  = 0 r  = 0
•
y*
•
•
y1
y*
•
 C m y1 = 0 
Bm = m1r = r 2
B m* r 1 r 1 r *
 m*
 B  
            
             
 
 m = m1r = r 2C

 B
m∗
m∗
>
g ( r1 ) g ( r ∗ ),
 C
             
 C A        
 s1 = y1/r 2s* = y*/r *


        
          y1  y*   
 

 Saddle Point




‫ ﺧﺎﲤﺔ‬: ‫ﺭﺍﺑﻌﺎﹰ‬

       
             
            

  
     
   
 
 
            
       
            
            

 

           


 

   
   
 
 






       
       
  
              
 
   
 
 
 
 
  


               
   
  

 
 

 
            
          
               
  
  





   
   

               
            
               
           

 
 

 
  
  

 
            
 
       
             
             
            

  
             
        
 
 






‫ﺍﳋﻼﺻﺔ‬
 
 
 
  

              
            



  
 
 
 
 
 
           


 
 
               







             


              
 
 
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 






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




‫ﺍﳌﻠﺤﻖ‬
‫ﺍﳋﺼﺎﺋﺺ ﺍﳊﺮﻛﻴﺔ )ﺍﻟﺪﻳﻨﺎﻣﻴﻜﻴﺔ( ﻟﻠﻨﻈﺎﻡ ﺍﳌﺼﺮﰲ ﺍﻟﺘﻘﻠﻴﺪﻱ‬
‫ﰲ ﻇﻞ ﺇﺩﺍﺭﺓ ﺍﳋﺼﻮﻡ‬
    

  
 
‫ ﳕﻮﺫﺝ ﺛﺒﺎﺕ ﺍﻷﺳﻌﺎﺭ‬-١
 
  
 

−
S y
=
P r



 
            S 
 
 
−
y
r
 γ (r ) ⋅ m = 




          γ (r )  = 1/g(r)  
 
  yd 
 y d = C (r , w∗ ) + I (r ) Cr < 0;  Cw* > 0; Ir < 0. 
 w*  I(r)  C (r,w*)
 
 
 
y
r
 w∗ = m + 










 (y/r)w = m + SP
 

dy •
y

= y = β C (r , m + ) + I (r ) −
dt
r


y ,

β > 0, 
 
 
  reduced form
•
 y = f (r, y;m) fr < 0; fy < 0; fm > 0. 

  m
 
          
 
  
r  y
 

 
y 
              
 

 S
 



•
−
r = α ( ) ⋅r − y ,
 P



 


 d [γ (r ) ⋅ m] = α {[γ (r ) ⋅ m ⋅ r ] − y} ,


α > 0. 
dt
 
αγ ( r )   αy

 ⋅r −
 γ r   mγ r
•
 r = 




 
•
 y = f (r , y; m) 
    
 
 
•
•
  r = y = 0
y
r
 f (r , y; m) = 0. 
 m = g (r ) ⋅ 





 

 
            
 
 
             
 KCharacteristic Matrix 
αγ ( r )
+ αr
 K= γr
fr
−α
mγ r
fy 



 
  γ rr 0
 λ − t r ( K ) λ + K = 0 Characteristic Equation
Z
 






eigenvaluesK < 0
 Saddle Point
           
y r  Phase diagram

X A A  
•
•
y < 0  r > 0 
 
•
             y
    unique      y1  y*    
 A ZZC1 r 2
Cr 1
 r 1 < r 2 
  Output
  y* y1 
 

 r 
B
r*
r2
r1
X
A
LM
Z

C1
Z
C
y1


IS
y*


 y
 
 
 




‫ ﳕﻮﺫﺝ ﻣﺮﻭﻧﺔ ﺍﻷﺳﻌﺎﺭ‬-٢
  
 
•
 m = − f (r , m ; y∗ ), fr < 0; fm > 0; fy* < 0. 
f  m

 (r, m; y*)
 y*
 
•
•
 m = − f (r , m; y ∗ ) 




 r=
−
 γ r ⋅ r  mγ r


•
 αγ (r ) 
αy∗
  
 Saddle Point

 − fm
∗
K =  αy
 2
 m γ r
− fr


 α γ (r ) 
+
r

α



 γ r 



K < 0fr < 0, fm > 0
 
my*=0 r y*=0 
C 
BAr 
•
C r y1 = 0 
unique adjustment path 
 






B1r 3r*
 ZZ
 B B1  
 
 C

•

my1 = 0
 r 

 
Z
r2
•
C
my* = 0
A
r0
r3
B1
r1
m1




•
Z
B
•
r y* = 0
r y1 = 0  m
*
m
 
 
 
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
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Islamic Interest-Free Banking: A Theoretical Analysis
MOHSIN S. KHAN
INTERNATIONAL MONETARY F UND
WASHINGTON , D.C., USA
ABSTRACT. This paper presents essential features of an Islamic banking system that is
interest-free and consistent with the rules of Shariah (Islamic Law). An analytical
model is used, employing tools and concepts of modern economics.
The purpose of the exercise is fourfold: first, to show that the Islamic banking system
can be formulated in a neoclassical framework; second, to demonstrate that, when cast
in this formal way, the model underlying Islamic banking is not totally alien to
conventional economic thinking (indeed, it is pointed out that variants of such a
system have appeared in the writings of a number of eminent economists, such as
Fisher (1945), Simons (1948), and Friedman (1969); third, to argue that there may be
circumstances in which an Islamic banking system would be relatively more stable
than the traditional interest-based banking system in the face of certain types of
shocks; finally, to propose how the Islamic banking system should be implemented so
as to maximize its inherent benefits.
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