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: Ali, Azlan, Hajja, Yaman, Hussain, Hafezali
格式: Conference or Workshop Item
语言:English
出版: 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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