The determinants of credit risk of 9 selected banks listed on Bursa Malaysia /Nur Afiqah Ridzuan

Ridzuan, Nur Afiqah (2019) The determinants of credit risk of 9 selected banks listed on Bursa Malaysia /Nur Afiqah Ridzuan. [Student Project] (Unpublished)

Abstract

The aim of this study is to investigate the determinants of credit risk of 9 selected banks listed on Bursa Malaysia. 9 financial report of the banks listed on Bursa Malaysia were used to analyse for 14 years (2004 -2017). Pooled OLS Regression Model has been selected to investigate the relationship between return on assets, capital adequacy ratio, loan loss provisions, debt-to-equity ratio and bank size with non-performing loan as credit risk indicator. The finding is only loan loss provision is positively significant with credit risk whereas the capital adequacy ratio, debt-to-equity ratio and bank size are negative significant toward credit risk. On the other hand, only a variable positive insignificant relationship with credit risk which is return on assets.

Metadata

Item Type: Student Project
Creators:
CreatorsID Num. / Email
Ridzuan, Nur AfiqahUNSPECIFIED
Subjects: H Social Sciences > HG Finance > Banking
H Social Sciences > HG Finance > Banking > Bank loans. Bank credit. Commercial loans
H Social Sciences > HG Finance > Credit. Debt. Loans
Divisions: Universiti Teknologi MARA, Terengganu > Dungun Campus > Faculty of Business and Management
Item ID: 23368
Uncontrolled Keywords: 9 selected banks listed on Bursa Malaysia ;credit risk ; return on assets ;capital adequacy ratio ;loan loss provisions ;debt-to-equity ratio ;bank size.
URI: http://ir.uitm.edu.my/id/eprint/23368

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