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Macroeconomics determinants of the credit risk: the case of Malaysia, Singapore and Indonesia/ Nurul Fathiah Ibrahim

Credit risk is one of the main risks that seriously affects banks' viability as evident from 1997 Asian Financial Crisis (AFC) and the recent Global Financial Crisis (GFC). Therefore, the purpose of this study is to identify the effect of macroeconomic variables on credit risk in Malaysia, Sing...

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Main Author: Ibrahim, Nurul Fathiah
Format: Student Project
Language:English
Published: 2017
Subjects:
Macroeconomics
Bank loans. Bank credit. Commercial loans
Online Access:https://ir.uitm.edu.my/id/eprint/57471/2/57471.pdf
https://ir.uitm.edu.my/id/eprint/57471/
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spelling my.uitm.ir.574712022-04-18T03:19:00Z https://ir.uitm.edu.my/id/eprint/57471/ Macroeconomics determinants of the credit risk: the case of Malaysia, Singapore and Indonesia/ Nurul Fathiah Ibrahim Ibrahim, Nurul Fathiah Macroeconomics Bank loans. Bank credit. Commercial loans Credit risk is one of the main risks that seriously affects banks' viability as evident from 1997 Asian Financial Crisis (AFC) and the recent Global Financial Crisis (GFC). Therefore, the purpose of this study is to identify the effect of macroeconomic variables on credit risk in Malaysia, Singapore and Indonesia. The sample of this study comprises data on a yearly basis over a 20 year period from 1997 to 2016. Macroeconomic factors are used as the indicator in determining the credit risk rate which is Gross Domestic Product (GDP), Inflation Rate and Unemployment rate. This study use secondary data focused on the quantitative approach. A Pooled Ordinary Least Square (OLS) model tests are conducted in EViews software to determine the result to be used in this study. All data are subjected to several empirical tests to investigate the relationship with credit risk such as descriptive analysis, correlation analysis, regression analysis and test on assumptions. Based on the result, the inflation rate is has a positive and significant relationship with credit risk while GDP and unemployment rate have an insignificant and negative relationship with credit risk. 2017 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/57471/2/57471.pdf (2017) Macroeconomics determinants of the credit risk: the case of Malaysia, Singapore and Indonesia/ Nurul Fathiah Ibrahim. [Student Project]
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Macroeconomics
Bank loans. Bank credit. Commercial loans
spellingShingle Macroeconomics
Bank loans. Bank credit. Commercial loans
Ibrahim, Nurul Fathiah
Macroeconomics determinants of the credit risk: the case of Malaysia, Singapore and Indonesia/ Nurul Fathiah Ibrahim
description Credit risk is one of the main risks that seriously affects banks' viability as evident from 1997 Asian Financial Crisis (AFC) and the recent Global Financial Crisis (GFC). Therefore, the purpose of this study is to identify the effect of macroeconomic variables on credit risk in Malaysia, Singapore and Indonesia. The sample of this study comprises data on a yearly basis over a 20 year period from 1997 to 2016. Macroeconomic factors are used as the indicator in determining the credit risk rate which is Gross Domestic Product (GDP), Inflation Rate and Unemployment rate. This study use secondary data focused on the quantitative approach. A Pooled Ordinary Least Square (OLS) model tests are conducted in EViews software to determine the result to be used in this study. All data are subjected to several empirical tests to investigate the relationship with credit risk such as descriptive analysis, correlation analysis, regression analysis and test on assumptions. Based on the result, the inflation rate is has a positive and significant relationship with credit risk while GDP and unemployment rate have an insignificant and negative relationship with credit risk.
format Student Project
author Ibrahim, Nurul Fathiah
author_facet Ibrahim, Nurul Fathiah
author_sort Ibrahim, Nurul Fathiah
title Macroeconomics determinants of the credit risk: the case of Malaysia, Singapore and Indonesia/ Nurul Fathiah Ibrahim
title_short Macroeconomics determinants of the credit risk: the case of Malaysia, Singapore and Indonesia/ Nurul Fathiah Ibrahim
title_full Macroeconomics determinants of the credit risk: the case of Malaysia, Singapore and Indonesia/ Nurul Fathiah Ibrahim
title_fullStr Macroeconomics determinants of the credit risk: the case of Malaysia, Singapore and Indonesia/ Nurul Fathiah Ibrahim
title_full_unstemmed Macroeconomics determinants of the credit risk: the case of Malaysia, Singapore and Indonesia/ Nurul Fathiah Ibrahim
title_sort macroeconomics determinants of the credit risk: the case of malaysia, singapore and indonesia/ nurul fathiah ibrahim
publishDate 2017
url https://ir.uitm.edu.my/id/eprint/57471/2/57471.pdf
https://ir.uitm.edu.my/id/eprint/57471/
_version_ 1731229099266932736
score 13.211869

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