The determinants of non-performing loan in Malaysia / Shahira Puteri Shaari

This study examines the relationships between non-performing loan (NPL) and the determinants of exchange rate (ER), inflation rate (IR) and lending interest rate (BLR) from the quarter 4 of year of 2005 to quarter 2 of year 2017 which base on quarterly data. The data was analyzed by using Autoregres...

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Bibliographic Details
Main Author:	Shaari, Shahira Puteri
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2017
Subjects:	Interest rates Credit. Debt. Loans Malaysia Commercial credit. Commercial loans. Credit management
Online Access:	http://ir.uitm.edu.my/id/eprint/21282/ http://ir.uitm.edu.my/id/eprint/21282/1/PPb_SHAHIRA%20PUTERI%20SHAARI%20M%20BM%2017_5.pdf

id	uitm-21282
recordtype	eprints
spelling	uitm-212822018-10-23T04:26:37Z http://ir.uitm.edu.my/id/eprint/21282/ The determinants of non-performing loan in Malaysia / Shahira Puteri Shaari Shaari, Shahira Puteri Interest rates Credit. Debt. Loans Malaysia Commercial credit. Commercial loans. Credit management This study examines the relationships between non-performing loan (NPL) and the determinants of exchange rate (ER), inflation rate (IR) and lending interest rate (BLR) from the quarter 4 of year of 2005 to quarter 2 of year 2017 which base on quarterly data. The data was analyzed by using Autoregressive Distributed Lag (ARDL) in order to define the statistical relationship among the variables. Besides, there are steps involved in the study begin with Autoregressive Distributed Lag (ARDL) methods and proceed with Descriptive Analysis, Diagnostic Checking, Unit Root tests, and Long Run Form. In Diagnostic Checking, some tests done to check the significant presents of autocorrelation, heteroscedasticity, the normality of data distribution and model specification. The result of this study shows that there is a significant relationship between the Non-performing loan (NPL) and the exchange rate (ER) and inflation rate (IR), while lending interest rate did not have any relationship with the NPL. As conclusion this studies has shows that the ER, IR and BLR become the factors that affecting the NPL ratio in Malaysia. Faculty of Business and Management 2017 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/21282/1/PPb_SHAHIRA%20PUTERI%20SHAARI%20M%20BM%2017_5.pdf Shaari, Shahira Puteri (2017) The determinants of non-performing loan in Malaysia / Shahira Puteri Shaari. [Student Project] (Unpublished)
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Teknologi MARA
building	UiTM Institutional Repository
collection	Online Access
language	English
topic	Interest rates Credit. Debt. Loans Malaysia Commercial credit. Commercial loans. Credit management
spellingShingle	Interest rates Credit. Debt. Loans Malaysia Commercial credit. Commercial loans. Credit management Shaari, Shahira Puteri The determinants of non-performing loan in Malaysia / Shahira Puteri Shaari
description	This study examines the relationships between non-performing loan (NPL) and the determinants of exchange rate (ER), inflation rate (IR) and lending interest rate (BLR) from the quarter 4 of year of 2005 to quarter 2 of year 2017 which base on quarterly data. The data was analyzed by using Autoregressive Distributed Lag (ARDL) in order to define the statistical relationship among the variables. Besides, there are steps involved in the study begin with Autoregressive Distributed Lag (ARDL) methods and proceed with Descriptive Analysis, Diagnostic Checking, Unit Root tests, and Long Run Form. In Diagnostic Checking, some tests done to check the significant presents of autocorrelation, heteroscedasticity, the normality of data distribution and model specification. The result of this study shows that there is a significant relationship between the Non-performing loan (NPL) and the exchange rate (ER) and inflation rate (IR), while lending interest rate did not have any relationship with the NPL. As conclusion this studies has shows that the ER, IR and BLR become the factors that affecting the NPL ratio in Malaysia.
format	Student Project
author	Shaari, Shahira Puteri
author_facet	Shaari, Shahira Puteri
author_sort	Shaari, Shahira Puteri
title	The determinants of non-performing loan in Malaysia / Shahira Puteri Shaari
title_short	The determinants of non-performing loan in Malaysia / Shahira Puteri Shaari
title_full	The determinants of non-performing loan in Malaysia / Shahira Puteri Shaari
title_fullStr	The determinants of non-performing loan in Malaysia / Shahira Puteri Shaari
title_full_unstemmed	The determinants of non-performing loan in Malaysia / Shahira Puteri Shaari
title_sort	determinants of non-performing loan in malaysia / shahira puteri shaari
publisher	Faculty of Business and Management
publishDate	2017
url	http://ir.uitm.edu.my/id/eprint/21282/ http://ir.uitm.edu.my/id/eprint/21282/1/PPb_SHAHIRA%20PUTERI%20SHAARI%20M%20BM%2017_5.pdf
first_indexed	2023-09-18T23:06:14Z
last_indexed	2023-09-18T23:06:14Z
_version_	1777418501436211200

The determinants of non-performing loan in Malaysia / Shahira Puteri Shaari

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