Ali, Azlan
[VerfasserIn]
;
Hajja, Yaman
[Sonstige Person, Familie und Körperschaft];
Iqbal-Hussain, Hafezali
[Sonstige Person, Familie und Körperschaft]
Impact of Credit Risk (NPLs) and Capital on Liquidity Risk of Malaysian Banks
Anmerkungen:
In: Proceedings of the International Conference on Accounting Studies (ICAS) 2015 17-20 August 2015, Johor Bahru, Johor, Malaysia
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 20, 2015 erstellt
Beschreibung:
We investigate the relationship between bank liquidity risk and credit risk and the impact of bank capital on liquidity risk. Using 19 Malaysian commercial banks data over 2002-2011 and applying dynamic panel data GMM estimation after controlling for bank-specific and macroeconomic variables, empirical results document a positive relationship between liquidity and credit risk and a non-linear U-shaped relationship between bank capital and liquidity risk