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


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: http://repo.uum.edu.my/id/eprint/17579

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