The determinants of Islamic banks’ liquidity in Malaysia and the Gulf Corporation Council

Purpose – The study explores the determinants of Islamic banks’ liquidity in Malaysia and the Gulf Corporation Council countries. Design/methodology/approach – The study takes the context of Islamic banks in Malaysia and the Gulf Corporation Council between 2009 and 2014 except the Sultanate of Oma...

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Main Author: Tunku Mahmood Fawzy, Tunku Suleiman
Format: Dissertation (University of Nottingham only)
Published: 2016
Online Access:https://eprints.nottingham.ac.uk/37384/
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author Tunku Mahmood Fawzy, Tunku Suleiman
author_facet Tunku Mahmood Fawzy, Tunku Suleiman
author_sort Tunku Mahmood Fawzy, Tunku Suleiman
building Nottingham Research Data Repository
collection Online Access
description Purpose – The study explores the determinants of Islamic banks’ liquidity in Malaysia and the Gulf Corporation Council countries. Design/methodology/approach – The study takes the context of Islamic banks in Malaysia and the Gulf Corporation Council between 2009 and 2014 except the Sultanate of Oman. The Sultanate of Oman was excluded from the sample size because its first Islamic bank only began operations in 2012. The study used a fixed effect least square model. The two dependent variables used were cash per total assets and financing per total assets against several macro-economic and bank specific independent variables. The macroeconomics independent variables were inflation rate, growth rate of gross domestic product and the growth rate of broad money. The bank specific independent variables were bank size, loan loss provision ratio and return on asset. Findings – Based on results, it was found that the variation in cash per total assets was able to explain the variation in growth rate of broad money, loan loss provision ratio and bank size. Secondly, the variation in financing per total assets was able to explain by the variation in growth rate of broad money and return on asset. Research limitations – Due to the infancy of several Islamic banks, the research was only able to use the period between 2009 and 2014. This is because several of the Islamic banks in the sample only started operations in 2008. The liquidity ratios cash per total assets and financing per total assets does not capture the full nature of the liquidity risk in the Islamic banks. Practical implications –The study provides insights as to the factors that affect the liquidity ratios in Islamic banks. The study can also assist in the improvement of liquidity risk management in Islamic banks at the bank level and as well as regulator level.
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format Dissertation (University of Nottingham only)
id nottingham-37384
institution University of Nottingham Malaysia Campus
institution_category Local University
last_indexed 2025-11-14T19:32:15Z
publishDate 2016
recordtype eprints
repository_type Digital Repository
spelling nottingham-373842017-08-23T03:05:25Z https://eprints.nottingham.ac.uk/37384/ The determinants of Islamic banks’ liquidity in Malaysia and the Gulf Corporation Council Tunku Mahmood Fawzy, Tunku Suleiman Purpose – The study explores the determinants of Islamic banks’ liquidity in Malaysia and the Gulf Corporation Council countries. Design/methodology/approach – The study takes the context of Islamic banks in Malaysia and the Gulf Corporation Council between 2009 and 2014 except the Sultanate of Oman. The Sultanate of Oman was excluded from the sample size because its first Islamic bank only began operations in 2012. The study used a fixed effect least square model. The two dependent variables used were cash per total assets and financing per total assets against several macro-economic and bank specific independent variables. The macroeconomics independent variables were inflation rate, growth rate of gross domestic product and the growth rate of broad money. The bank specific independent variables were bank size, loan loss provision ratio and return on asset. Findings – Based on results, it was found that the variation in cash per total assets was able to explain the variation in growth rate of broad money, loan loss provision ratio and bank size. Secondly, the variation in financing per total assets was able to explain by the variation in growth rate of broad money and return on asset. Research limitations – Due to the infancy of several Islamic banks, the research was only able to use the period between 2009 and 2014. This is because several of the Islamic banks in the sample only started operations in 2008. The liquidity ratios cash per total assets and financing per total assets does not capture the full nature of the liquidity risk in the Islamic banks. Practical implications –The study provides insights as to the factors that affect the liquidity ratios in Islamic banks. The study can also assist in the improvement of liquidity risk management in Islamic banks at the bank level and as well as regulator level. 2016 Dissertation (University of Nottingham only) NonPeerReviewed Tunku Mahmood Fawzy, Tunku Suleiman (2016) The determinants of Islamic banks’ liquidity in Malaysia and the Gulf Corporation Council. [Dissertation (University of Nottingham only)]
spellingShingle Tunku Mahmood Fawzy, Tunku Suleiman
The determinants of Islamic banks’ liquidity in Malaysia and the Gulf Corporation Council
title The determinants of Islamic banks’ liquidity in Malaysia and the Gulf Corporation Council
title_full The determinants of Islamic banks’ liquidity in Malaysia and the Gulf Corporation Council
title_fullStr The determinants of Islamic banks’ liquidity in Malaysia and the Gulf Corporation Council
title_full_unstemmed The determinants of Islamic banks’ liquidity in Malaysia and the Gulf Corporation Council
title_short The determinants of Islamic banks’ liquidity in Malaysia and the Gulf Corporation Council
title_sort determinants of islamic banks’ liquidity in malaysia and the gulf corporation council
url https://eprints.nottingham.ac.uk/37384/