The determinants of credit risk of 9 selected banks listed on Bursa Malaysia /Nur Afiqah Ridzuan

The aim of this study is to investigate the determinants of credit risk of 9 selected banks listed on Bursa Malaysia. 9 financial report of the banks listed on Bursa Malaysia were used to analyse for 14 years (2004 -2017). Pooled OLS Regression Model has been selected to investigate the relationship...

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Main Author: Ridzuan, Nur Afiqah
Format: Student Project
Language:English
Published: Faculty of Business and Management 2019
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/23368/1/PP_NURAFIQAH%20RIDZUAN%20BM%20T%2019_5.pdf
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author Ridzuan, Nur Afiqah
author_facet Ridzuan, Nur Afiqah
author_sort Ridzuan, Nur Afiqah
collection UITM
description The aim of this study is to investigate the determinants of credit risk of 9 selected banks listed on Bursa Malaysia. 9 financial report of the banks listed on Bursa Malaysia were used to analyse for 14 years (2004 -2017). Pooled OLS Regression Model has been selected to investigate the relationship between return on assets, capital adequacy ratio, loan loss provisions, debt-to-equity ratio and bank size with non-performing loan as credit risk indicator. The finding is only loan loss provision is positively significant with credit risk whereas the capital adequacy ratio, debt-to-equity ratio and bank size are negative significant toward credit risk. On the other hand, only a variable positive insignificant relationship with credit risk which is return on assets.
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spelling uitm.eprints-33682019-03-04T08:50:59Z https://ir.uitm.edu.my/id/eprint/23368/ The determinants of credit risk of 9 selected banks listed on Bursa Malaysia /Nur Afiqah Ridzuan Ridzuan, Nur Afiqah Banking Bank loans. Bank credit. Commercial loans Credit. Debt. Loans The aim of this study is to investigate the determinants of credit risk of 9 selected banks listed on Bursa Malaysia. 9 financial report of the banks listed on Bursa Malaysia were used to analyse for 14 years (2004 -2017). Pooled OLS Regression Model has been selected to investigate the relationship between return on assets, capital adequacy ratio, loan loss provisions, debt-to-equity ratio and bank size with non-performing loan as credit risk indicator. The finding is only loan loss provision is positively significant with credit risk whereas the capital adequacy ratio, debt-to-equity ratio and bank size are negative significant toward credit risk. On the other hand, only a variable positive insignificant relationship with credit risk which is return on assets. Faculty of Business and Management 2019 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/23368/1/PP_NURAFIQAH%20RIDZUAN%20BM%20T%2019_5.pdf The determinants of credit risk of 9 selected banks listed on Bursa Malaysia /Nur Afiqah Ridzuan. (2019) [Student Project] (Unpublished)
spellingShingle Banking
Bank loans. Bank credit. Commercial loans
Credit. Debt. Loans
Ridzuan, Nur Afiqah
The determinants of credit risk of 9 selected banks listed on Bursa Malaysia /Nur Afiqah Ridzuan
title The determinants of credit risk of 9 selected banks listed on Bursa Malaysia /Nur Afiqah Ridzuan
title_full The determinants of credit risk of 9 selected banks listed on Bursa Malaysia /Nur Afiqah Ridzuan
title_fullStr The determinants of credit risk of 9 selected banks listed on Bursa Malaysia /Nur Afiqah Ridzuan
title_full_unstemmed The determinants of credit risk of 9 selected banks listed on Bursa Malaysia /Nur Afiqah Ridzuan
title_short The determinants of credit risk of 9 selected banks listed on Bursa Malaysia /Nur Afiqah Ridzuan
title_sort determinants of credit risk of 9 selected banks listed on bursa malaysia nur afiqah ridzuan
topic Banking
Bank loans. Bank credit. Commercial loans
Credit. Debt. Loans
url https://ir.uitm.edu.my/id/eprint/23368/1/PP_NURAFIQAH%20RIDZUAN%20BM%20T%2019_5.pdf
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