Lending structure and 3-factor CAPM risk exposures: the case of Malaysia

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Lending structure and 3-factor CAPM risk exposures: the case of 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:	Aisyah Abdul Rahman, Mansor H. Ibrahim, Ahamed Kameel Mydin Meera
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2010
Online Access:	http://journalarticle.ukm.my/1769/ http://journalarticle.ukm.my/1769/1/324-600-1-SM.pdf

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