The impact of credit risk management on financial performances of banks in Malaysia / Nurul Ezatty Roszaidi

Roszaidi, Nurul Ezatty (2017) The impact of credit risk management on financial performances of banks in Malaysia / Nurul Ezatty Roszaidi. [Student Project] (Unpublished)

Abstract

This study examines the impact of credit risk management on financial performances of banks in Malaysia. This project paper is carried out to providing better understanding in order to determine a credit risk indicator that affects banks financial performances. The sample used in this study involved 12 banks in Malaysia for a period of 5 years. The variable that be used under this research include return on assets (ROA) as dependent variable (DV) and the independent variable (IV) which are non-performing loan (NPL), capital adequacy ratio (CAR) and bank size (BS). The period for this study is from 2011 until 2015 and the data were collected on Bankscope and research was conducted by using panel data. The tests that are used in this research are Descriptive Analysis, Unit Root Test, Covariance Analysis and Regression Analysis. Furthermore, there are other test involved which is Normality test, Auto correlation Test, and Multicollinearity Test. The test will be done between dependent and independent variable. As a result, the study concluded that the credit risk which is measured by non-performing loan are significant in explaining the profitability of the bank while capital adequacy ratio and bank size has no significant impacts on banks performances.

Metadata

Item Type: Student Project
Creators:
Creators
Email / ID Num.
Roszaidi, Nurul Ezatty
2015875338
Contributors:
Contribution
Name
Email / ID Num.
Thesis advisor
Abu Bakar, Norsaliza
UNSPECIFIED
Thesis advisor
Mohd Shafi, Dr.Roslina
UNSPECIFIED
Subjects: H Social Sciences > HG Finance > Banking
H Social Sciences > HG Finance > Credit. Debt. Loans
H Social Sciences > HG Finance > Financial management. Business finance. Corporation finance
Divisions: Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Programme: Bachelor of Business Administration (Hons) Finance
Keywords: Return on Asset, Non-Performing Loan, Capital Adequacy Ratio, Bank Size, Credit Risk Management, UiTM Segamat Johor
Date: July 2017
URI: https://ir.uitm.edu.my/id/eprint/43043
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