Factors influencing liquidity risk in conventional and Islamic banks in Malaysia / Amirah Noor Iskandar Hashim

Liquidity risk has become an important risk since the previous financial crisis happened in year 2008. Many financial institutions have taken account the risk seriously. Bank Negara Malaysia have implied Liquidity Coverage Ratio as the minimum ratio every financial institution must comply. But then,...

詳細記述

保存先:
書誌詳細
第一著者: Noor Iskandar Hashim, Amirah
フォーマット: 学位論文
言語:English
出版事項: 2019
主題:
オンライン・アクセス:https://ir.uitm.edu.my/id/eprint/93506/1/93506.pdf
https://ir.uitm.edu.my/id/eprint/93506/
タグ: タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
その他の書誌記述
要約:Liquidity risk has become an important risk since the previous financial crisis happened in year 2008. Many financial institutions have taken account the risk seriously. Bank Negara Malaysia have implied Liquidity Coverage Ratio as the minimum ratio every financial institution must comply. But then, why many banks are still exposed to liquidity risk. What are the factors that affecting liquidity risk? By focusing in Malaysia from year 2008 to 2018 by using time series data, the study uses Pooled Ordinary Least Square Regression Analysis. The independent variables taken in the variables used consist of size, return on asset, capital adequacy ratio, return on equity, growth of gross domestic products and inflation rate.