The determinants of liquidity risk management between Malaysian conventional banks and Islamic banks, and its liquidity performance during and after the global financial crisis period / Nadhira Aqilah Mahmood
The purpose of this research is to identify the factors affecting the liquidity risk management of conventional banks and Islamic banks of Malaysia. It is also to observe the liquidity performance of both banks during and after the Global Financial Crisis (GFC) period, respectively. Both circumstanc...
Saved in:
Main Author: | |
---|---|
Format: | Thesis |
Language: | English |
Published: |
2017
|
Subjects: | |
Online Access: | https://ir.uitm.edu.my/id/eprint/93092/1/93092.pdf |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
id |
my-uitm-ir.93092 |
---|---|
record_format |
uketd_dc |
spelling |
my-uitm-ir.930922024-04-23T00:56:12Z The determinants of liquidity risk management between Malaysian conventional banks and Islamic banks, and its liquidity performance during and after the global financial crisis period / Nadhira Aqilah Mahmood 2017 Mahmood, Nadhira Aqilah Bank reserves. Bank liquidity. Loan loss reserves The purpose of this research is to identify the factors affecting the liquidity risk management of conventional banks and Islamic banks of Malaysia. It is also to observe the liquidity performance of both banks during and after the Global Financial Crisis (GFC) period, respectively. Both circumstances will utilise the usage of dummy variables in comparing between the models in this research. Overall, the dummy variables will be divided into two parts. The first part is to observe the dummy variable on types of bank, while the second part is to measure it against time effect. This study mainly focuses on bank specific factors as the independent variables, including Size of Bank (SIZE), Return on Asset (ROA), Return on Equity (ROE), Capital Adequacy Ratio (CAP), Non-performing Loan (NPL), and Net Interest Margin (NIM). This research study utilises secondary data obtained from four (4) conventional banks and another four (4) Islamic banks of Malaysia from the year 2006 to 2015, contributing to 80 observations. Meanwhile, for the GFC period, the 'during' period will be from the year 2006 to 2008, while the 'after' period will be from the year 2009 to 2015. This study concludes result based on descriptive analysis, correlation analysis as well as on regression analysis. The regression of three different models are carried out in achieving the objectives of this research study. 2017 Thesis https://ir.uitm.edu.my/id/eprint/93092/ https://ir.uitm.edu.my/id/eprint/93092/1/93092.pdf text en public Universiti Teknologi MARA, Johor Faculty of Business Management Abd Rahman, Nor Hadaliza Mustafa, Nik Nur Syafika |
institution |
Universiti Teknologi MARA |
collection |
UiTM Institutional Repository |
language |
English |
advisor |
Abd Rahman, Nor Hadaliza Mustafa, Nik Nur Syafika |
topic |
Bank reserves Bank liquidity Loan loss reserves |
spellingShingle |
Bank reserves Bank liquidity Loan loss reserves Mahmood, Nadhira Aqilah The determinants of liquidity risk management between Malaysian conventional banks and Islamic banks, and its liquidity performance during and after the global financial crisis period / Nadhira Aqilah Mahmood |
description |
The purpose of this research is to identify the factors affecting the liquidity risk management of conventional banks and Islamic banks of Malaysia. It is also to observe the liquidity performance of both banks during and after the Global Financial Crisis (GFC) period, respectively. Both circumstances will utilise the usage of dummy variables in comparing between the models in this research. Overall, the dummy variables will be divided into two parts. The first part is to observe the dummy variable on types of bank, while the second part is to measure it against time effect. This study mainly focuses on bank specific factors as the independent variables, including Size of Bank (SIZE), Return on Asset (ROA), Return on Equity (ROE), Capital Adequacy Ratio (CAP), Non-performing Loan (NPL), and Net Interest Margin (NIM). This research study utilises secondary data obtained from four (4) conventional banks and another four (4) Islamic banks of Malaysia from the year 2006 to 2015, contributing to 80 observations. Meanwhile, for the GFC period, the 'during' period will be from the year 2006 to 2008, while the 'after' period will be from the year 2009 to 2015. This study concludes result based on descriptive analysis, correlation analysis as well as on regression analysis. The regression of three different models are carried out in achieving the objectives of this research study. |
format |
Thesis |
author |
Mahmood, Nadhira Aqilah |
author_facet |
Mahmood, Nadhira Aqilah |
author_sort |
Mahmood, Nadhira Aqilah |
title |
The determinants of liquidity risk management between Malaysian conventional banks and Islamic banks, and its liquidity performance during and after the global financial crisis period / Nadhira Aqilah Mahmood |
title_short |
The determinants of liquidity risk management between Malaysian conventional banks and Islamic banks, and its liquidity performance during and after the global financial crisis period / Nadhira Aqilah Mahmood |
title_full |
The determinants of liquidity risk management between Malaysian conventional banks and Islamic banks, and its liquidity performance during and after the global financial crisis period / Nadhira Aqilah Mahmood |
title_fullStr |
The determinants of liquidity risk management between Malaysian conventional banks and Islamic banks, and its liquidity performance during and after the global financial crisis period / Nadhira Aqilah Mahmood |
title_full_unstemmed |
The determinants of liquidity risk management between Malaysian conventional banks and Islamic banks, and its liquidity performance during and after the global financial crisis period / Nadhira Aqilah Mahmood |
title_sort |
determinants of liquidity risk management between malaysian conventional banks and islamic banks, and its liquidity performance during and after the global financial crisis period / nadhira aqilah mahmood |
granting_institution |
Universiti Teknologi MARA, Johor |
granting_department |
Faculty of Business Management |
publishDate |
2017 |
url |
https://ir.uitm.edu.my/id/eprint/93092/1/93092.pdf |
_version_ |
1804889873230856192 |