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...

Full description

Saved in:
Bibliographic Details
Main Author: Mahmood, Nadhira Aqilah
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