Assessment of Capital Requirements of Commercial Banks in Malaysia

We analyze the determinants of Capital Adequacy Ratio (CAR) using a sample of twenty local and foreign commercial banks operating in Malaysia based on Base1 II Accord for the period of 5 years, from 2005 to 2009. The main objective of this study is to identify the problem of complying with Base1 II...

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Main Author:	Ro'ziyevich, Dehkanov Mirvohid
Format:	Thesis
Language:	eng eng
Published:	2010
Subjects:	H Social Sciences HG Finance
Online Access:	https://etd.uum.edu.my/2614/1/Dehkanov_Mirvohid_Ro%27ziyevich.pdf https://etd.uum.edu.my/2614/2/1.Dehkanov_Mirvohid_Ro%27ziyevich.pdf
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id	my-uum-etd.2614
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spelling	my-uum-etd.26142013-07-24T12:16:52Z Assessment of Capital Requirements of Commercial Banks in Malaysia 2010 Ro'ziyevich, Dehkanov Mirvohid Katib, Mohamed Nasser College of Business (COB) College of Business H Social Sciences HG Finance We analyze the determinants of Capital Adequacy Ratio (CAR) using a sample of twenty local and foreign commercial banks operating in Malaysia based on Base1 II Accord for the period of 5 years, from 2005 to 2009. The main objective of this study is to identify the problem of complying with Base1 II Accord, to find out the level of CAR of commercial banks and to identify the component of risk consists of credit risk, market risk and operational risk in commercial banks. This study has chosen multiple regression analysis to identify the determinants of capital requirements in Malaysian foreign and domestic commercial banks based on Basel II Accord for the period of 2005-2009. The dependent variable is CAR, where as the independent variables are credit risk (CRR), market risk (MRR), operational risk (MRR), LogSize, loan loss provision (LLP). The study has found that all Malaysian banks were committed by a minimum 8% capital adequacy ratio while most of them had higher than 8% ratio. By doing this research we have found that both local and foreign commercial banks showed more confidence and adequate. Both existing local and foreign banks are affecting financial services quality in Malaysia, because all banks offer better and low cost banking services for customer during cut-throat competition. 2010 Thesis https://etd.uum.edu.my/2614/ https://etd.uum.edu.my/2614/1/Dehkanov_Mirvohid_Ro%27ziyevich.pdf application/pdf eng validuser https://etd.uum.edu.my/2614/2/1.Dehkanov_Mirvohid_Ro%27ziyevich.pdf application/pdf eng public http://lintas.uum.edu.my:8080/elmu/index.jsp?module=webopac-l&action=fullDisplayRetriever.jsp&szMaterialNo=0000768481 masters masters Universiti Utara Malaysia
institution	Universiti Utara Malaysia
collection	UUM ETD
language	eng eng
advisor	Katib, Mohamed Nasser
topic	H Social Sciences HG Finance
spellingShingle	H Social Sciences HG Finance Ro'ziyevich, Dehkanov Mirvohid Assessment of Capital Requirements of Commercial Banks in Malaysia
description	We analyze the determinants of Capital Adequacy Ratio (CAR) using a sample of twenty local and foreign commercial banks operating in Malaysia based on Base1 II Accord for the period of 5 years, from 2005 to 2009. The main objective of this study is to identify the problem of complying with Base1 II Accord, to find out the level of CAR of commercial banks and to identify the component of risk consists of credit risk, market risk and operational risk in commercial banks. This study has chosen multiple regression analysis to identify the determinants of capital requirements in Malaysian foreign and domestic commercial banks based on Basel II Accord for the period of 2005-2009. The dependent variable is CAR, where as the independent variables are credit risk (CRR), market risk (MRR), operational risk (MRR), LogSize, loan loss provision (LLP). The study has found that all Malaysian banks were committed by a minimum 8% capital adequacy ratio while most of them had higher than 8% ratio. By doing this research we have found that both local and foreign commercial banks showed more confidence and adequate. Both existing local and foreign banks are affecting financial services quality in Malaysia, because all banks offer better and low cost banking services for customer during cut-throat competition.
format	Thesis
qualification_name	masters
qualification_level	Master's degree
author	Ro'ziyevich, Dehkanov Mirvohid
author_facet	Ro'ziyevich, Dehkanov Mirvohid
author_sort	Ro'ziyevich, Dehkanov Mirvohid
title	Assessment of Capital Requirements of Commercial Banks in Malaysia
title_short	Assessment of Capital Requirements of Commercial Banks in Malaysia
title_full	Assessment of Capital Requirements of Commercial Banks in Malaysia
title_fullStr	Assessment of Capital Requirements of Commercial Banks in Malaysia
title_full_unstemmed	Assessment of Capital Requirements of Commercial Banks in Malaysia
title_sort	assessment of capital requirements of commercial banks in malaysia
granting_institution	Universiti Utara Malaysia
granting_department	College of Business (COB)
publishDate	2010
url	https://etd.uum.edu.my/2614/1/Dehkanov_Mirvohid_Ro%27ziyevich.pdf https://etd.uum.edu.my/2614/2/1.Dehkanov_Mirvohid_Ro%27ziyevich.pdf
_version_	1747827387929722880

Assessment of Capital Requirements of Commercial Banks in Malaysia

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