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https://ptsldigital.ukm.my/jspui/handle/123456789/464096| Title: | The impact of bank competition on liquidity risk : analysis of Islamic banking industry worldwide |
| Authors: | Norhidayu Samsury (ZP02399) |
| Supervisor: | Aisyah Abdul Rahman, Assoc. Prof. Dr. |
| Keywords: | Banks and banking -- Religious aspects Bank liquidity Universiti Kebangsaan Malaysia -- Dissertations Dissertations, Academic -- Malaysia |
| Issue Date: | 26-Jun-2018 |
| Description: | This study evaluates the effect of bank competition on liquidity risk for global Islamic banking. Unbalanced panel data of 186 Islamic banks were used in this study and has resulted in 23 years observation from the year 1992 until 2015 in 36 countries. The market competition is measured using the Herfindahl-Hirschman index (HHI), concentration ratio (CR) and entropy index (EI); while liquidity risk is measured via Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR). The other determinants of liquidity risk such as Capital Adequacy Ratio (CAR), Return on Assets (ROA), Return on Equity (ROE), Bank Size (SIZE), Non-performing Loan (NPL), Inflation Rate (INF) and change in Growth of Gross Domestic Product (GDP) are also tested in this model. The estimation method is the Generalized Method of Moments (GMM). The results show that market competition has a significant relationship with LCR and NSFR. The findings show that characteristic of banks such as SIZE, ROA and NPL are significant with LCR. Meanwhile the only SIZE is significant with NSFR. For macroeconomic variables, GDP is significant with LCR while inflation is significant with NSFR. Finally it is hoped that the policy makers, regulators and industry players can consider market competition in strategizing the banks’ liquidity risk management,Sarjana Kewangan dan Perbankan Islam |
| Pages: | 89 |
| Publisher: | UKM, Bangi |
| Appears in Collections: | Graduate School of Business / Pusat Pengajian Siswazah Perniagaan |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| ukmvital_127744+SOURCE1+SOURCE1.0.PDF Restricted Access | 1.49 MB | Adobe PDF |  View/Open |
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