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
![]() Preview |
PDF
Download (5MB) | Preview |
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 |
Actions (login required)
![]() |
View Item |