Islamic Banks Credit Risk: A Panel Study

Autor:	Nor Hadaliza Abd Rahman, Weifang Lou, Ishaq Bhatti, Faridah Najuna Misman, Syamsyul Samsudin
Jazyk:	angličtina
Předmět:	Foreign ownership General Engineering Energy Engineering and Power Technology Credit reference Credit Risk Financial system Capital adequacy ratio Credit history Credit crunch Business Credit valuation adjustment Islamic Financing Type Islamic Banks Credit card interest Credit risk
Zdroj:	Procedia Economics and Finance. :75-82
ISSN:	2212-5671
DOI:	10.1016/S2212-5671(15)01133-8
Popis:	The purpose of this paper is to investigate the determinants of credit risk in the case of Malaysia Islamic banks. Using a yearly bank level data from 1995 to 2013, this paper utilizes the fixed effect model to provide empirical evidences on Islamic banks credit risk in Malaysia. The empirical results demonstrate that a few bank-specific variables do significantly influence credit risk of Malaysia Islamic banks. The findings show that financing quality and capital ratio demonstrate consistent results regardless of specification and estimation models. The inclusion of ownership status also suggests that there is a significant difference between the local and foreign ownership Islamic banks in this regard. The finding added important evidence to the existing literature on credit risk specifically Islamic banks credit risk.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::888ed5b373cd6b63590f066c1a6824c5 Zobrazit plný text záznamu