Impak Kecekapan Kos terhadap Risiko Kecairan dalam Institusi Perbankan di Malaysia

Amirulilul — Tue, 11 Oct 2022 07:41:55 +0000

This study analyzes the relationship between bank efficiency and liquidity risks of 16 Islamic banks and 27 conventional banks in Malaysia for the period covering year 1994-2014. Bank efficiency is based on cost efficiency, while liquidity risk is measured based on the guidelines of Basel III using Liquidity Coverage Ratio (LCR), which is short term (30 days) and Net Stable Funding Ratio (NSFR), which is long term (one year) in nature. This analysis involves two phases: 1) the cost efficiency scores is estimated using Stochastic Frontier Analysis (SFA) and 2) the relationship between the estimated cost efficiency and liquidity risk is tested using static panel regression method. The results show that cost efficiency of both banking systems have no significant relationship with LCR, but significant negative relationships with NSFR for both Islamic and conventional banks. This means that the higher the cost inefficiency, the lower is the liquidity, and the higher the liquidity risk in long term. In short, cost saving can reduce bank liquidity risk in long-term. Hence, bank cost efficiency must be taken into account by policy-makers in formulating liquidity risk management to ensure sustainability of the banking system in Malaysia.

Impak Kepercayaan dan Kesetiaan Pendeposit Lembaga Tabung Haji (TH) terhadap Risiko Kecairan

sufizulkarnain01 — Sat, 08 Oct 2022 06:38:58 +0000

Recently Lembaga Tabung Haji (TH) has been negatively accused from various aspects which may tarnish its reputation. This scenario receives bad reaction from depositors, reducing their trust and loyalty, which leads to withdrawal of deposits. This study aims to identify factors that influence the trust and loyalty of TH besides capturing the trust and loyalty traits of depositors as mediating factors of liquidity risk. This study adopts purposive sampling method and a total of 200 respondents respond to the questionnaires via online and enumerator service. Analysis using PLS-SEM technique revealed that trust mediates the relationship between financial information, security deposit, service quality and image with liquidity risk. Besides that, loyalty mediates the relationship between service quality, customer satisfaction and image with liquidity risk. Therefore, good corporate governance has to be enhanced to gain back the depositors’ trust. Results from this study are expected to assist the management of TH as well as the government to properly manage liquidity risk in ensuring the sustainability of TH in future.

liquidity risk – Jurnal Pengurusan

Impak Kecekapan Kos terhadap Risiko Kecairan dalam Institusi Perbankan di Malaysia

Impak Kepercayaan dan Kesetiaan Pendeposit Lembaga Tabung Haji (TH) terhadap Risiko Kecairan