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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Format: | Student Project |
Language: | English |
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Faculty of Business and Management
2019
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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. |
first_indexed | 2024-03-06T01:54:22Z |
format | Student Project |
id | uitm.eprints-3368 |
institution | Universiti Teknologi MARA |
language | English |
last_indexed | 2024-03-06T01:54:22Z |
publishDate | 2019 |
publisher | Faculty of Business and Management |
record_format | dspace |
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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