Profit efficiency and liquidity risk : lessons from Malaysia

• Main Authors: Nur Alya Afiqah Mohamed Khairuddin,, Aisyah Abdul Rahman,, Syajarul Imna Mohd Amin,
• Format: Article
• Language: English
• Published: Penerbit Universiti Kebangsaan Malaysia 2022
• Online Access: http://journalarticle.ukm.my/19304/1/56715-187329-1-PB.pdf; http://journalarticle.ukm.my/19304/; https://ejournals.ukm.my/jhadhari/issue/view/1528

This study investigates the relationship between profit efficiency and liquidity risk for Malaysian banks involving 16 Islamic and 26 conventional banks from 1995 to 2015. Profit efficiency scores are estimated using the Stochastic Frontier Approach (SFA), while liquidity risks are measured by the B...