Ahmad, Nor Hayati and Arif, Mohamed (2004) Key risk determinant of listed deposit-taking institutions in Malaysia. Malaysian Management Journal, 8 (1). pp. 69-81. ISSN 0128-6226

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Abstract

Risk management is a critical function in banking operations in the wake of several banking crises. However; we find few studies on risk management and a lack of empirical investigation on factors affecting the risk of Malaysian banks. These gaps have motivated us to identify the main factors associated with the risk of locally listed deposit-taking institutions. The findings show that three factors were signlficantly associated with unsystematic risk, while the systematic risk and the total risk of these deposit-taking institutions were significantly affected by four main factors. These four factors namely non-performing loans, cost of funds, loan to deposit ratio and inter-bank offered rate however; were found to have a more profound effect on the total risk than on the systematic risk or the unsystematic risk of Malaysian deposit-taking institutions.

Item Type:	Article
Uncontrolled Keywords:	bank risk, problem loans, deposit-taking institutions
Subjects:	H Social Sciences > HG Finance
Divisions:	College of Business
Depositing User:	Prof. Dr. Nor Hayati Ahmad
Date Deposited:	19 Jul 2010 08:15
Last Modified:	25 Jun 2015 07:04
URI:	https://repo.uum.edu.my/id/eprint/310

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