Lending structure and 3-factor CAPM risk exposures: the case of Malaysia (Struktur pinjaman dan pendedahan risiko bagi 3-Faktor CAPM: kajian kes di Malaysia)

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Lending structure and 3-factor CAPM risk exposures: the case of Malaysia (Struktur pinjaman dan pendedahan risiko bagi 3-Faktor CAPM: kajian kes di Malaysia)

This study addresses the linkages between lending structure and bank risk exposures via the Capital Asset Pricing Model (CAPM). Based on the 3-factor CAPM, five risk measures are examined; namely, the market, interest rate, exchange rate, total and unsystematic risk exposure. The influence of lendin...

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Bibliographic Details
Main Authors:	Abdul Rahman, Aisyah, Ibrahim, Mansor, Mydin Meera, Ahamed Kameel
Format:	Article
Language:	English
Published:	Universiti Kebangsaan Malaysia 2010
Subjects:	HJ Public Finance
Online Access:	http://irep.iium.edu.my/16767/ http://irep.iium.edu.my/16767/1/lending_structure_and_3-factor.pdf

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