Comparative study of commercial bank's credit risk in Malaysia
This research paper focuses on examining the independent variables affecting Non- Performing Loan (NPL) banks in Malaysia. Bank size, bank profitability, cost efficiency interest rate and unemployment rate are the variables that will be used to conduct the research. Data of variables was collected o...
| Main Authors: | , , , , |
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| Format: | Final Year Project / Dissertation / Thesis |
| Published: |
2020
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| Subjects: | |
| Online Access: | http://eprints.utar.edu.my/3967/ http://eprints.utar.edu.my/3967/1/fyp_BF_2020_HTY_%2D_1602101.pdf |
| _version_ | 1848886038616866816 |
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| author | Ho, Tai Yu Lau, Ching Keat Seet, Xian Zhe Wee, Zhen Vern Wong, Zhi Qing |
| author_facet | Ho, Tai Yu Lau, Ching Keat Seet, Xian Zhe Wee, Zhen Vern Wong, Zhi Qing |
| author_sort | Ho, Tai Yu |
| building | UTAR Institutional Repository |
| collection | Online Access |
| description | This research paper focuses on examining the independent variables affecting Non- Performing Loan (NPL) banks in Malaysia. Bank size, bank profitability, cost efficiency interest rate and unemployment rate are the variables that will be used to conduct the research. Data of variables was collected on quarterly basis from year 2010 to 2018, consisting sample size of 36 observations for each variable. Data was obtained from Bank Negara Malaysia (BNM) statistics database and The World Bank statistics database. Impulse response function will be used for this research and Econometrics View (EViews) program will be used to test the presence of econometrics problem. The results of the research revealed that all independent variable are significant towards the NPLs. |
| first_indexed | 2025-11-15T19:32:08Z |
| format | Final Year Project / Dissertation / Thesis |
| id | utar-3967 |
| institution | Universiti Tunku Abdul Rahman |
| institution_category | Local University |
| last_indexed | 2025-11-15T19:32:08Z |
| publishDate | 2020 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | utar-39672021-03-04T11:35:53Z Comparative study of commercial bank's credit risk in Malaysia Ho, Tai Yu Lau, Ching Keat Seet, Xian Zhe Wee, Zhen Vern Wong, Zhi Qing HF Commerce This research paper focuses on examining the independent variables affecting Non- Performing Loan (NPL) banks in Malaysia. Bank size, bank profitability, cost efficiency interest rate and unemployment rate are the variables that will be used to conduct the research. Data of variables was collected on quarterly basis from year 2010 to 2018, consisting sample size of 36 observations for each variable. Data was obtained from Bank Negara Malaysia (BNM) statistics database and The World Bank statistics database. Impulse response function will be used for this research and Econometrics View (EViews) program will be used to test the presence of econometrics problem. The results of the research revealed that all independent variable are significant towards the NPLs. 2020-04-27 Final Year Project / Dissertation / Thesis NonPeerReviewed application/pdf http://eprints.utar.edu.my/3967/1/fyp_BF_2020_HTY_%2D_1602101.pdf Ho, Tai Yu and Lau, Ching Keat and Seet, Xian Zhe and Wee, Zhen Vern and Wong, Zhi Qing (2020) Comparative study of commercial bank's credit risk in Malaysia. Final Year Project, UTAR. http://eprints.utar.edu.my/3967/ |
| spellingShingle | HF Commerce Ho, Tai Yu Lau, Ching Keat Seet, Xian Zhe Wee, Zhen Vern Wong, Zhi Qing Comparative study of commercial bank's credit risk in Malaysia |
| title | Comparative study of commercial bank's credit risk in Malaysia |
| title_full | Comparative study of commercial bank's credit risk in Malaysia |
| title_fullStr | Comparative study of commercial bank's credit risk in Malaysia |
| title_full_unstemmed | Comparative study of commercial bank's credit risk in Malaysia |
| title_short | Comparative study of commercial bank's credit risk in Malaysia |
| title_sort | comparative study of commercial bank's credit risk in malaysia |
| topic | HF Commerce |
| url | http://eprints.utar.edu.my/3967/ http://eprints.utar.edu.my/3967/1/fyp_BF_2020_HTY_%2D_1602101.pdf |