The macroeconomic factors that contribute to the non-performing loan in Malaysia / Syazwani Kamal

The aim of this study is to investigate the macroeconomic factors that contribute to the non-performing loan in Malaysia. The variables used to examine the relationship with the non-performing loan (NPL) are interest rate(INT), exchange rate(EXC) and inflation rate(INF). The data were collected from...

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Main Author: Kamal, Syazwani
Format: Student Project
Language:English
Published: Faculty of Business and Management 2017
Online Access:https://ir.uitm.edu.my/id/eprint/17303/
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author Kamal, Syazwani
author_facet Kamal, Syazwani
author_sort Kamal, Syazwani
building UiTM Institutional Repository
collection Online Access
description The aim of this study is to investigate the macroeconomic factors that contribute to the non-performing loan in Malaysia. The variables used to examine the relationship with the non-performing loan (NPL) are interest rate(INT), exchange rate(EXC) and inflation rate(INF). The data were collected from databases derived from Bank Negara Malaysia and Department of Statictics Malaysia on quarterly basis from 2005 to 2015. In the process of findings there are few types of analysis were tested using E-views Version 9.5, such as unit root test, descriptive analysis, correlation analysis, single linear regression,multiple linear regression and more. The results indicate that exchange rate is the only significant factor that determine the non-performing loan in Malaysia. However, this result was not sufficient to be used since there are few diagnostic problems such as autocorrelation problem, heteroskedasticity problem and others. For future research, it is suggested that the researcher should think an advanced method to clean up all the problem, get the easier data and others.
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spelling uitm-173032019-04-19T02:46:40Z https://ir.uitm.edu.my/id/eprint/17303/ The macroeconomic factors that contribute to the non-performing loan in Malaysia / Syazwani Kamal Kamal, Syazwani The aim of this study is to investigate the macroeconomic factors that contribute to the non-performing loan in Malaysia. The variables used to examine the relationship with the non-performing loan (NPL) are interest rate(INT), exchange rate(EXC) and inflation rate(INF). The data were collected from databases derived from Bank Negara Malaysia and Department of Statictics Malaysia on quarterly basis from 2005 to 2015. In the process of findings there are few types of analysis were tested using E-views Version 9.5, such as unit root test, descriptive analysis, correlation analysis, single linear regression,multiple linear regression and more. The results indicate that exchange rate is the only significant factor that determine the non-performing loan in Malaysia. However, this result was not sufficient to be used since there are few diagnostic problems such as autocorrelation problem, heteroskedasticity problem and others. For future research, it is suggested that the researcher should think an advanced method to clean up all the problem, get the easier data and others. Faculty of Business and Management 2017 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/17303/1/PPb_SYAZWANI%20KAMAL%20BM%2017_5.pdf Kamal, Syazwani (2017) The macroeconomic factors that contribute to the non-performing loan in Malaysia / Syazwani Kamal. (2017) [Student Project] (Unpublished)
spellingShingle Kamal, Syazwani
The macroeconomic factors that contribute to the non-performing loan in Malaysia / Syazwani Kamal
title The macroeconomic factors that contribute to the non-performing loan in Malaysia / Syazwani Kamal
title_full The macroeconomic factors that contribute to the non-performing loan in Malaysia / Syazwani Kamal
title_fullStr The macroeconomic factors that contribute to the non-performing loan in Malaysia / Syazwani Kamal
title_full_unstemmed The macroeconomic factors that contribute to the non-performing loan in Malaysia / Syazwani Kamal
title_short The macroeconomic factors that contribute to the non-performing loan in Malaysia / Syazwani Kamal
title_sort macroeconomic factors that contribute to the non-performing loan in malaysia / syazwani kamal
url https://ir.uitm.edu.my/id/eprint/17303/