Impak Kecekapan Kos terhadap Risiko Kecairan dalam Institusi Perbankan di Malaysia

Abstract

ABSTRAK Kajian ini menganalisis hubungan kecekapan bank dengan risiko kecairan ke atas 16 bank Islam dan 27 bank konvensional di Malaysia bagi tempoh 1994Malaysia bagi tempoh -2014

Does Cost Effciency Affect Liquidity Risk in Banking? Evidence from Selected OIC Countries

“…This paper differs from Altunbas et al (2007) and Khalib et al (2016) studies in several aspects. First, they focused only on conventional European banks from 1992 to 2000 (Altunbas et al 2007) and banks in Malaysia (Khalib et al 2016), we focus on the difference between Islamic banks and conventional banks in selected 16 OIC countries from 1999 to 2013. This is important as the role of institutional factors do expose Islamic banks into different levels of efficiency that could have resultant impact on their liquidity risk differently from their conventional counterparts.…”

“…Altunbas et al (2007) documented positive efficiency-liquidity risk relationship in both directions. While Khalib et al (2016) found efficiency has no significantly related with liquidity risk in short term but negatively related in long term. This paper differs from Altunbas et al (2007) and Khalib et al (2016) studies in several aspects.…”

“…While Khalib et al (2016) found efficiency has no significantly related with liquidity risk in short term but negatively related in long term. This paper differs from Altunbas et al (2007) and Khalib et al (2016) studies in several aspects. First, they focused only on conventional European banks from 1992 to 2000 (Altunbas et al 2007) and banks in Malaysia (Khalib et al 2016), we focus on the difference between Islamic banks and conventional banks in selected 16 OIC countries from 1999 to 2013.…”

“…Some studies found that efficiency result in low bank risk (Berger & De Young 1997;Miah & Sharmeen 2015;Rossi et al 2005;William 2004) while others (Alam 2012;Fiordelisi et al 2009) show that efficiency encourage bank risk taking. Emerging studies focusing on efficiency-liquidity risk relationship found mix evidence (Altunbas et al 2000(Altunbas et al , 2007Brissimis et al 2008;Khalib et al 2016;Radic et al 2012;Said 2013;Sarmiento & Galan 2015).To date, no comprehensive evidence had been documented as to whether efficiency differences between bank types have any influence on their risk and performance. This paper examines the impact of cost efficiency on liquidity risk in conventional and Islamic banks especially across a large sample of OIC countries.…”

Market Risk and Efficiencies of the Malaysian Banking Industry: The Post-merger and Acquisition

“…Research in banks merger and acquisitions in Malaysia mostly concentrated on the efficiency of banks (Ab-Hamid et al 2017). The majority of researchers use nonparametric frontier analysis such as Data Envelopment Analysis (DEA) and Malmquist productivity index (MPI) to assess the efficiency of the merged banks (Abd-Kadir et al 2010;Khalib et al 2016;Mat-Nor et al 2006;Mohd Said et al 2008;Sufian & Habibullah 2013). From their findings, most of the authors found significant efficiency gains after the merger except for Mohd Said et al (2008).…”