Impact of credit risk (NPLs) and capital on liquidity risk of Malaysian banks
Keyword(s):
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.
2017 ◽
Vol 33
(3)
◽
Keyword(s):
2015 ◽
Vol 53
◽
pp. 68-72
◽
Keyword(s):
Keyword(s):
2017 ◽
Vol 13
(3)
◽
pp. 332-354
◽
Keyword(s):
2020 ◽
Vol 4
(1)
◽
pp. 29-52
Keyword(s):
2018 ◽
Vol 5
(1)
◽
pp. 31-38
Keyword(s):