Impact of credit risk (NPLs) and capital on liquidity risk of Malaysian banks
We investigate the relationship between bank liquidity risk and credit risk and the impact of bank capital on liquidity risk.Using 19 Malaysian commercial banks data over 2002-2011 and applying dynamic panel data GMM estimation after controlling for bank-specific and macroeconomic variables, empiric...
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Main Authors: | , , |
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格式: | Conference or Workshop Item |
语言: | English |
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2015
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在线阅读: | http://repo.uum.edu.my/17579/1/252-ICAS2015%20252-256.pdf http://repo.uum.edu.my/17579/ http://www.icas.my/index.php/proceedings/3-icas-2015-proceedings/123-impact-of-credit-risk-npls-and-capital-on-liquidity-risk-of-malaysian-banks |
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