Relationship between non-performing loans with interest rate and inflations/ Wardiyyah Ahmad
The purpose of this paper is to build various models to forecast non-performing loans in the banking sector of Malaysia. Given its association with bank failure and financial crises, the evaluation of non-performing loans is of great importance, and should therefore be of interest to developing coun...
| Autor Principal: | |
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| Formato: | Student Project |
| Idioma: | English |
| Publicado: |
Faculty of Business and Management
2010
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| Subjects: | |
| Acceso en liña: | https://ir.uitm.edu.my/id/eprint/19177/2/PPb_WARDIYYAH%20AHMAD%20BM%20T%2010_5.pdf |
| _version_ | 1825735168632029184 |
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| author | Ahmad, Wardiyyah |
| author_facet | Ahmad, Wardiyyah |
| author_sort | Ahmad, Wardiyyah |
| collection | UITM |
| description | The purpose of this paper is to build various models to forecast non-performing loans in the banking sector of Malaysia. Given its association with bank failure and financial crises, the evaluation of non-performing loans is of great importance, and should therefore be of interest to developing countries. Using the estimates from these forecasting techniques, the performance of each model is evaluated to determine which performs best, as well as to facilitate comparison, and discussion of results. Given the forecasting models, the paper is capable of providing insights into the stability of the financial system and is also practical for commercial banks and bank regulators in terms of developing plans to regulate the occurrence of non-performing loans in the future. . In order to achieve this objective, the Vector Error Correction Model (VECM) is employed to determine whether interest rate and inflation rate affect the non-performing loans based on 48 monthly data. |
| first_indexed | 2024-03-06T01:43:00Z |
| format | Student Project |
| id | oai:ir.uitm.edu.my:19177 |
| institution | Universiti Teknologi MARA |
| language | English |
| last_indexed | 2024-03-06T01:43:00Z |
| publishDate | 2010 |
| publisher | Faculty of Business and Management |
| record_format | dspace |
| spelling | oai:ir.uitm.edu.my:191772018-12-18T07:17:54Z https://ir.uitm.edu.my/id/eprint/19177/ Relationship between non-performing loans with interest rate and inflations/ Wardiyyah Ahmad Ahmad, Wardiyyah Malaysia Bank loans. Bank credit. Commercial loans Money and prices. Inflation. Deflation. Purchasing power Credit. Debt. Loans The purpose of this paper is to build various models to forecast non-performing loans in the banking sector of Malaysia. Given its association with bank failure and financial crises, the evaluation of non-performing loans is of great importance, and should therefore be of interest to developing countries. Using the estimates from these forecasting techniques, the performance of each model is evaluated to determine which performs best, as well as to facilitate comparison, and discussion of results. Given the forecasting models, the paper is capable of providing insights into the stability of the financial system and is also practical for commercial banks and bank regulators in terms of developing plans to regulate the occurrence of non-performing loans in the future. . In order to achieve this objective, the Vector Error Correction Model (VECM) is employed to determine whether interest rate and inflation rate affect the non-performing loans based on 48 monthly data. Faculty of Business and Management 2010 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/19177/2/PPb_WARDIYYAH%20AHMAD%20BM%20T%2010_5.pdf Relationship between non-performing loans with interest rate and inflations/ Wardiyyah Ahmad. (2010) [Student Project] (Unpublished) |
| spellingShingle | Malaysia Bank loans. Bank credit. Commercial loans Money and prices. Inflation. Deflation. Purchasing power Credit. Debt. Loans Ahmad, Wardiyyah Relationship between non-performing loans with interest rate and inflations/ Wardiyyah Ahmad |
| title | Relationship between non-performing loans with interest rate and inflations/ Wardiyyah Ahmad |
| title_full | Relationship between non-performing loans with interest rate and inflations/ Wardiyyah Ahmad |
| title_fullStr | Relationship between non-performing loans with interest rate and inflations/ Wardiyyah Ahmad |
| title_full_unstemmed | Relationship between non-performing loans with interest rate and inflations/ Wardiyyah Ahmad |
| title_short | Relationship between non-performing loans with interest rate and inflations/ Wardiyyah Ahmad |
| title_sort | relationship between non performing loans with interest rate and inflations wardiyyah ahmad |
| topic | Malaysia Bank loans. Bank credit. Commercial loans Money and prices. Inflation. Deflation. Purchasing power Credit. Debt. Loans |
| url | https://ir.uitm.edu.my/id/eprint/19177/2/PPb_WARDIYYAH%20AHMAD%20BM%20T%2010_5.pdf |
| work_keys_str_mv | AT ahmadwardiyyah relationshipbetweennonperformingloanswithinterestrateandinflationswardiyyahahmad |