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.

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Abstract

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.

Item Type:	Conference or Workshop Item (Paper)
Additional Information:	ISBN 978-967-0910-09-3 Organized by: School of Accountancy, Universiti Utara Malaysia,
Uncontrolled Keywords:	liqudity risk; credit risk; bank capital; Malaysia banking risk.
Subjects:	H Social Sciences > HF Commerce > HF5601 Accounting H Social Sciences > HG Finance
Divisions:	School of Business Management
Depositing User:	Mrs. Norazmilah Yaakub
Date Deposited:	14 Mar 2016 01:17
Last Modified:	12 Apr 2016 06:56
URI:	https://repo.uum.edu.my/id/eprint/17579

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