The impact of business cycle on Pakistani banks capital buffer and portfolio risk

• Main Authors: Venus, Khim-Sen Liew, Rossazana, Binti Ab-Rahim, Samina, Riaz
• Format: Article
• Language: English
• Published: Institute for Economic Forecasting (IEF) 2019
• Subjects: HG Finance
• Online Access: http://ir.unimas.my/id/eprint/29577/1/samina.pdf; http://ir.unimas.my/id/eprint/29577/; http://www.rjef.ro/
• Institution: Universiti Malaysia Sarawak

This study attempts to estimate the impact of business cycle on Pakistani banks capital buffer and portfolio risk. Dynamic Panel data model, which includes a set of control variables reflect bank characteristics, has been estimated by using two-step Generalized Method of Moments (GMM) during the per...