Determinants of bank credit risk: Empirical evidence from Malaysian banks

This study aims to examine the influence of bank specific (Financing Loss Provision (FLP), Risk Weighted Asset (RWA), Financing to Deposit (FD)) and macroeconomic (Gross Domestic Product (GDP) and Inflation Rate (IR)) on the credit risk of Malaysian Banks. Data of this study consist of 42 commercial...

Full description

Saved in:

Bibliographic Details
Main Author:	Ishak, Nur Shuhada
Format:	Thesis
Language:	eng eng eng
Published:	2020
Subjects:	HG Finance
Online Access:	https://etd.uum.edu.my/10032/1/s824928_01.pdf https://etd.uum.edu.my/10032/2/s824928_02.pdf https://etd.uum.edu.my/10032/3/s824928_references.docx
Tags:	Add Tag No Tags, Be the first to tag this record!

id	my-uum-etd.10032
record_format	uketd_dc
spelling	my-uum-etd.100322023-10-18T08:10:25Z Determinants of bank credit risk: Empirical evidence from Malaysian banks 2020 Ishak, Nur Shuhada Shari, Wahidah Islamic Business School Islamic Business School HG Finance This study aims to examine the influence of bank specific (Financing Loss Provision (FLP), Risk Weighted Asset (RWA), Financing to Deposit (FD)) and macroeconomic (Gross Domestic Product (GDP) and Inflation Rate (IR)) on the credit risk of Malaysian Banks. Data of this study consist of 42 commercial bank listed under the Malaysian Central Bank between 2011 and 2018. The Multiple Regression Analysis was conducted in order to examine the factors that influencing the credit risk of the banks in Malaysia. The findings revealed that only two variables were found to be significant with the credit risk of all listed banks, which are FLP and GDP. Moreover, this study found that Islamic banks and conventional banks significant related to credit risk with result shows conventional gives more impact on non-performing financing than Islamic bank. There also significant result between local banks and foreign banks with credit risk, which result shows local bank, gives more impact on non-performing financing than foreign bank. The contributions of study are first, introduce new variable of local and foreign banks which is the different of credit risk between local and foreign banks in Malaysia. Second, result of this study contribute to the government as a policy maker by suggesting that the government should give attention more on financing loss provision and gross domestic product since these variables significantly influence the non-performing financing in Malaysia. 2020 Thesis https://etd.uum.edu.my/10032/ https://etd.uum.edu.my/10032/1/s824928_01.pdf text eng public https://etd.uum.edu.my/10032/2/s824928_02.pdf text eng public https://etd.uum.edu.my/10032/3/s824928_references.docx text eng public other masters Universiti Utara Malaysia
institution	Universiti Utara Malaysia
collection	UUM ETD
language	eng eng eng
advisor	Shari, Wahidah
topic	HG Finance
spellingShingle	HG Finance Ishak, Nur Shuhada Determinants of bank credit risk: Empirical evidence from Malaysian banks
description	This study aims to examine the influence of bank specific (Financing Loss Provision (FLP), Risk Weighted Asset (RWA), Financing to Deposit (FD)) and macroeconomic (Gross Domestic Product (GDP) and Inflation Rate (IR)) on the credit risk of Malaysian Banks. Data of this study consist of 42 commercial bank listed under the Malaysian Central Bank between 2011 and 2018. The Multiple Regression Analysis was conducted in order to examine the factors that influencing the credit risk of the banks in Malaysia. The findings revealed that only two variables were found to be significant with the credit risk of all listed banks, which are FLP and GDP. Moreover, this study found that Islamic banks and conventional banks significant related to credit risk with result shows conventional gives more impact on non-performing financing than Islamic bank. There also significant result between local banks and foreign banks with credit risk, which result shows local bank, gives more impact on non-performing financing than foreign bank. The contributions of study are first, introduce new variable of local and foreign banks which is the different of credit risk between local and foreign banks in Malaysia. Second, result of this study contribute to the government as a policy maker by suggesting that the government should give attention more on financing loss provision and gross domestic product since these variables significantly influence the non-performing financing in Malaysia.
format	Thesis
qualification_name	other
qualification_level	Master's degree
author	Ishak, Nur Shuhada
author_facet	Ishak, Nur Shuhada
author_sort	Ishak, Nur Shuhada
title	Determinants of bank credit risk: Empirical evidence from Malaysian banks
title_short	Determinants of bank credit risk: Empirical evidence from Malaysian banks
title_full	Determinants of bank credit risk: Empirical evidence from Malaysian banks
title_fullStr	Determinants of bank credit risk: Empirical evidence from Malaysian banks
title_full_unstemmed	Determinants of bank credit risk: Empirical evidence from Malaysian banks
title_sort	determinants of bank credit risk: empirical evidence from malaysian banks
granting_institution	Universiti Utara Malaysia
granting_department	Islamic Business School
publishDate	2020
url	https://etd.uum.edu.my/10032/1/s824928_01.pdf https://etd.uum.edu.my/10032/2/s824928_02.pdf https://etd.uum.edu.my/10032/3/s824928_references.docx
_version_	1783729389336264704

Determinants of bank credit risk: Empirical evidence from Malaysian banks

Similar Items