Cover Image

Bank specific and macroeconomics dynamic determinants of credit risk in Islamic banks and conventional banks

The study analyzes macroeconomic and bank specific determinants of credit risk in Islamic and Conventional Banks.Multivariate Regression analysis is applied on the sample of 15 conventional banks and 13 Islamic Banks in Malaysia over the period between 2000 and 2010. The finding shows that the banks...

Full description

Saved in:
Bibliographic Details
Main Authors: Waemustafa, Waeibrorheem, Sukri, Suriani
Format: Article
Language:English
Published: EconJournals 2015
Subjects:
HG Finance
Online Access:http://repo.uum.edu.my/15267/1/1105.pdf
http://repo.uum.edu.my/15267/
http://www.econjournals.com/index.php/ijefi/article/view/1105
Tags: Add Tag
No Tags, Be the first to tag this record!
id my.uum.repo.15267
record_format eprints
spelling my.uum.repo.152672016-04-17T03:49:17Z http://repo.uum.edu.my/15267/ Bank specific and macroeconomics dynamic determinants of credit risk in Islamic banks and conventional banks Waemustafa, Waeibrorheem Sukri, Suriani HG Finance The study analyzes macroeconomic and bank specific determinants of credit risk in Islamic and Conventional Banks.Multivariate Regression analysis is applied on the sample of 15 conventional banks and 13 Islamic Banks in Malaysia over the period between 2000 and 2010. The finding shows that the banks specific determinants of credit risk are uniquely influenced the credit risk formation of Islamic and Conventional banks.The study found that risky sector financing; regulatory capital (REGCAP) and Islamic Contract are significant to credit risk of Islamic banks.For Conventional Banks,loan loss provision, debt-to-total asset ratio, REGCAP, size, earning management and Liquidity are significant factors influencing credit risk. As for macroeconomic factors only Inflation and M3 are significant to credit risk for both Islamic and Conventional banks. EconJournals 2015 Article PeerReviewed application/pdf en http://repo.uum.edu.my/15267/1/1105.pdf Waemustafa, Waeibrorheem and Sukri, Suriani (2015) Bank specific and macroeconomics dynamic determinants of credit risk in Islamic banks and conventional banks. International Journal of Economics and Financial Issues, 5 (2). pp. 476-481. ISSN 2146-4138 http://www.econjournals.com/index.php/ijefi/article/view/1105
institution Universiti Utara Malaysia
building UUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Utara Malaysia
content_source UUM Institutionali Repository
url_provider http://repo.uum.edu.my/
language English
topic HG Finance
spellingShingle HG Finance
Waemustafa, Waeibrorheem
Sukri, Suriani
Bank specific and macroeconomics dynamic determinants of credit risk in Islamic banks and conventional banks
description The study analyzes macroeconomic and bank specific determinants of credit risk in Islamic and Conventional Banks.Multivariate Regression analysis is applied on the sample of 15 conventional banks and 13 Islamic Banks in Malaysia over the period between 2000 and 2010. The finding shows that the banks specific determinants of credit risk are uniquely influenced the credit risk formation of Islamic and Conventional banks.The study found that risky sector financing; regulatory capital (REGCAP) and Islamic Contract are significant to credit risk of Islamic banks.For Conventional Banks,loan loss provision, debt-to-total asset ratio, REGCAP, size, earning management and Liquidity are significant factors influencing credit risk. As for macroeconomic factors only Inflation and M3 are significant to credit risk for both Islamic and Conventional banks.
format Article
author Waemustafa, Waeibrorheem
Sukri, Suriani
author_facet Waemustafa, Waeibrorheem
Sukri, Suriani
author_sort Waemustafa, Waeibrorheem
title Bank specific and macroeconomics dynamic determinants of credit risk in Islamic banks and conventional banks
title_short Bank specific and macroeconomics dynamic determinants of credit risk in Islamic banks and conventional banks
title_full Bank specific and macroeconomics dynamic determinants of credit risk in Islamic banks and conventional banks
title_fullStr Bank specific and macroeconomics dynamic determinants of credit risk in Islamic banks and conventional banks
title_full_unstemmed Bank specific and macroeconomics dynamic determinants of credit risk in Islamic banks and conventional banks
title_sort bank specific and macroeconomics dynamic determinants of credit risk in islamic banks and conventional banks
publisher EconJournals
publishDate 2015
url http://repo.uum.edu.my/15267/1/1105.pdf
http://repo.uum.edu.my/15267/
http://www.econjournals.com/index.php/ijefi/article/view/1105
_version_ 1644281673541484544
score 13.211869

Similar Items