Lending Structure And Market Risk Exposures: The Malaysian Case
This study addresses the linkages between lending structure and market risk exposure. The influence of lending structure is analysed by four measures: the real estate lending, the specialisation index, the short-term lending stability, and the medium-term lending stability. Our findings show that...
| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Asian Academy of Management (AAM)
2009
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| Subjects: | |
| Online Access: | http://eprints.usm.my/36405/ http://eprints.usm.my/36405/1/AAMJ_14.2.1.pdf |
| _version_ | 1848877900368969728 |
|---|---|
| author | Abdul Rahman, Aisyah |
| author_facet | Abdul Rahman, Aisyah |
| author_sort | Abdul Rahman, Aisyah |
| building | USM Institutional Repository |
| collection | Online Access |
| description | This study addresses the linkages between lending structure and market risk exposure.
The influence of lending structure is analysed by four measures: the real estate lending,
the specialisation index, the short-term lending stability, and the medium-term lending
stability. Our findings show that lending structure to some extent affects the market risk
exposure to some extend. At the same time, listed bank holding companies showed higher
levels of market risk during and after the 1997 Asian financial crisis. Meanwhile, the
desired effect of bank mergers in terms of reducing market risk exposure did not
materialise in this study. Thus, the findings of this study posits at least two implications;
(1) policy makers should react accordingly in the decision-making process towards
achieving the expected result of the monetary policy transmission mechanism, and (2)
banks and investors should account the impact of lending structures in addition to the
significance effect of loan expansion and management efficiency when determining
market risk exposure of bank holding companies. |
| first_indexed | 2025-11-15T17:22:47Z |
| format | Article |
| id | usm-36405 |
| institution | Universiti Sains Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T17:22:47Z |
| publishDate | 2009 |
| publisher | Asian Academy of Management (AAM) |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | usm-364052017-09-07T06:55:34Z http://eprints.usm.my/36405/ Lending Structure And Market Risk Exposures: The Malaysian Case Abdul Rahman, Aisyah HD28-70 Management. Industrial Management This study addresses the linkages between lending structure and market risk exposure. The influence of lending structure is analysed by four measures: the real estate lending, the specialisation index, the short-term lending stability, and the medium-term lending stability. Our findings show that lending structure to some extent affects the market risk exposure to some extend. At the same time, listed bank holding companies showed higher levels of market risk during and after the 1997 Asian financial crisis. Meanwhile, the desired effect of bank mergers in terms of reducing market risk exposure did not materialise in this study. Thus, the findings of this study posits at least two implications; (1) policy makers should react accordingly in the decision-making process towards achieving the expected result of the monetary policy transmission mechanism, and (2) banks and investors should account the impact of lending structures in addition to the significance effect of loan expansion and management efficiency when determining market risk exposure of bank holding companies. Asian Academy of Management (AAM) 2009 Article PeerReviewed application/pdf en http://eprints.usm.my/36405/1/AAMJ_14.2.1.pdf Abdul Rahman, Aisyah (2009) Lending Structure And Market Risk Exposures: The Malaysian Case. Asian Academy of Management Journal (AAMJ), 14 (2). pp. 1-20. ISSN 1394-2603 http://web.usm.my/aamj/14.2.2009/AAMJ_14.2.1.pdf |
| spellingShingle | HD28-70 Management. Industrial Management Abdul Rahman, Aisyah Lending Structure And Market Risk Exposures: The Malaysian Case |
| title | Lending Structure And Market Risk Exposures:
The Malaysian Case |
| title_full | Lending Structure And Market Risk Exposures:
The Malaysian Case |
| title_fullStr | Lending Structure And Market Risk Exposures:
The Malaysian Case |
| title_full_unstemmed | Lending Structure And Market Risk Exposures:
The Malaysian Case |
| title_short | Lending Structure And Market Risk Exposures:
The Malaysian Case |
| title_sort | lending structure and market risk exposures:
the malaysian case |
| topic | HD28-70 Management. Industrial Management |
| url | http://eprints.usm.my/36405/ http://eprints.usm.my/36405/ http://eprints.usm.my/36405/1/AAMJ_14.2.1.pdf |