The determinants of credit risk in conventional bank in Malaysia

Md Nazir, Nur Rahimah (2015) The determinants of credit risk in conventional bank in Malaysia. [Student Project] (Unpublished)

Abstract

This study investigates the relationship between bank-specific variables (BSV) and credit risk in conventional banks in Malaysia. The research uses credit risk as the dependent variable, while the independent variables are loan expansion (LOAN EXP), loan quality (LOAN QUA), capital buffer (CAP BUF), capital ratio (CAP RAT), and bank size (B. SIZE). The study employed an annual sample from 2005 to 2014, with data collected from the BankScope database. Using a panel data analysis, the results indicate that loan quality has a positive relationship with credit risk, while bank size has a negative relationship.

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Item Type: Student Project
Creators:
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Md Nazir, Nur Rahimah
UNSPECIFIED
Subjects: H Social Sciences > HD Industries. Land use. Labor > Risk management. Risk in industry. Operational risk
H Social Sciences > HG Finance > Banking
H Social Sciences > HG Finance > Banking > Bank loans. Bank credit. Commercial loans
Divisions: Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Universiti Teknologi MARA, Johor > Segamat Campus
Programme: Bachelor Of Business Administration (Hons) Finance
Keywords: Banking, Credit, Financial institutions, Risk management, Malaysia
Date: 2015
URI: https://ir.uitm.edu.my/id/eprint/120304
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