Market Risk And Bank Specific Determinants Of Commercial Banks In Malaysia

• Main Authors: Norazwa Ahmad Zolkifli, Hawati Jonar, Mohamad Abdul Hamid
• 出版: Universiti Sains Islam Malaysia 2017
• 主題: Risk management, market risk, Islamic bank, conventional bank, panel data analysis
• 在線閱讀: http://ddms.usim.edu.my:80/jspui/handle/123456789/14441

ABSTRACT Market risk is one of the important risks in banking system. With a myriad number of products, market risk happens when change in net asset value due to changes in equity, commodity prices and exchange rate. This paper is an attempt to identify the factors that determine market risk...