Impact of credit risk (NPLs) and capital on liquidity risk of Malaysian banks

Impact of credit risk (NPLs) and capital on liquidity risk of Malaysian banks

We investigate the relationship between bank liquidity risk and credit risk and the impact of bank capital on liquidity risk.Using 19 Malaysian commercial banks data over 2002-2011 and applying dynamic panel data GMM estimation after controlling for bank-specific and macroeconomic variables, empiric...

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Main Authors: Ali, Azlan, Hajja, Yaman, Hussain, Hafezali
Format: Conference or Workshop Item
Language:English
Published: 2015
Subjects:
HF5601 Accounting
HG Finance
Online Access:http://repo.uum.edu.my/17579/1/252-ICAS2015%20252-256.pdf
http://repo.uum.edu.my/17579/
http://www.icas.my/index.php/proceedings/3-icas-2015-proceedings/123-impact-of-credit-risk-npls-and-capital-on-liquidity-risk-of-malaysian-banks
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Institution: Universiti Utara Malaysia
Language: English
id my.uum.repo.17579
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spelling my.uum.repo.175792016-04-12T06:56:22Z http://repo.uum.edu.my/17579/ Impact of credit risk (NPLs) and capital on liquidity risk of Malaysian banks Ali, Azlan Hajja, Yaman Hussain, Hafezali HF5601 Accounting HG Finance We investigate the relationship between bank liquidity risk and credit risk and the impact of bank capital on liquidity risk.Using 19 Malaysian commercial banks data over 2002-2011 and applying dynamic panel data GMM estimation after controlling for bank-specific and macroeconomic variables, empirical results document a positive relationship between liquidity and credit risk and a non-linear U-shaped relationship between bank capital and liquidity risk. 2015-08-17 Conference or Workshop Item PeerReviewed application/pdf en http://repo.uum.edu.my/17579/1/252-ICAS2015%20252-256.pdf Ali, Azlan and Hajja, Yaman and Hussain, Hafezali (2015) Impact of credit risk (NPLs) and capital on liquidity risk of Malaysian banks. In: International Conference on Accounting Studies (ICAS) 2015, Aug 17-20, 2015, Thistle Johor Bahru Hotel, Johor, MALAYSIA. http://www.icas.my/index.php/proceedings/3-icas-2015-proceedings/123-impact-of-credit-risk-npls-and-capital-on-liquidity-risk-of-malaysian-banks
institution Universiti Utara Malaysia
building UUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Utara Malaysia
content_source UUM Institutionali Repository
url_provider http://repo.uum.edu.my/
language English
topic HF5601 Accounting
HG Finance
spellingShingle HF5601 Accounting
HG Finance
Ali, Azlan
Hajja, Yaman
Hussain, Hafezali
Impact of credit risk (NPLs) and capital on liquidity risk of Malaysian banks
description We investigate the relationship between bank liquidity risk and credit risk and the impact of bank capital on liquidity risk.Using 19 Malaysian commercial banks data over 2002-2011 and applying dynamic panel data GMM estimation after controlling for bank-specific and macroeconomic variables, empirical results document a positive relationship between liquidity and credit risk and a non-linear U-shaped relationship between bank capital and liquidity risk.
format Conference or Workshop Item
author Ali, Azlan
Hajja, Yaman
Hussain, Hafezali
author_facet Ali, Azlan
Hajja, Yaman
Hussain, Hafezali
author_sort Ali, Azlan
title Impact of credit risk (NPLs) and capital on liquidity risk of Malaysian banks
title_short Impact of credit risk (NPLs) and capital on liquidity risk of Malaysian banks
title_full Impact of credit risk (NPLs) and capital on liquidity risk of Malaysian banks
title_fullStr Impact of credit risk (NPLs) and capital on liquidity risk of Malaysian banks
title_full_unstemmed Impact of credit risk (NPLs) and capital on liquidity risk of Malaysian banks
title_sort impact of credit risk (npls) and capital on liquidity risk of malaysian banks
publishDate 2015
url http://repo.uum.edu.my/17579/1/252-ICAS2015%20252-256.pdf
http://repo.uum.edu.my/17579/
http://www.icas.my/index.php/proceedings/3-icas-2015-proceedings/123-impact-of-credit-risk-npls-and-capital-on-liquidity-risk-of-malaysian-banks
_version_ 1644282251455758336

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