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Comparative study of commercial bank's credit risk in Malaysia

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.

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    Abstract

    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.

    Item Type: Final Year Project / Dissertation / Thesis (Final Year Project)
    Subjects: H Social Sciences > HF Commerce
    Divisions: Faculty of Business and Finance > Bachelor of Business Administration (Honours) Banking & Finance
    Depositing User: ML Main Library
    Date Deposited: 04 Mar 2021 19:35
    Last Modified: 04 Mar 2021 19:35
    URI: http://eprints.utar.edu.my/id/eprint/3967

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