stochastic frontier analysis – Jurnal Pengurusan /jurnalpengurusan Sun, 09 Oct 2022 06:57:28 +0000 en-US hourly 1 https://wordpress.org/?v=6.9.1 Bank Market Risk and Efficiency of Commercial Banks in Malaysia /jurnalpengurusan/article/bank-market-risk-and-efficiency-of-commercial-banks-in-malaysia/?utm_source=rss&utm_medium=rss&utm_campaign=bank-market-risk-and-efficiency-of-commercial-banks-in-malaysia Sat, 08 Oct 2022 19:06:43 +0000 /jurnalpengurusan/?post_type=article&p=3532 Since the global financial crisis, banking supervisors have realised that bank market risk is crucial to banking stability. Guided by the Financial Sector Master Plan, Bank Negara Malaysia has implemented risk-focused and pre-emptive regulation and supervision to control the market risk exposure. This paper examines the market risk and effects of cost and profit efficiencies on market risk using all listed banks in Malaysia for the 2000–2015 period. Using the Expected Shortfall and Stochastic Frontier Analysis, this paper estimates the cost and profit efficiencies and analyses the effects on market risk. The results show that the bank market risk exposure decreases and both cost and profit efficiencies affect market risk. Bank managers and supervisors could apply the results as a basis for formulating business strategy and developing banking policy.

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Analisis Hubungan Kemahiran dengan Kecekapan Teknik Firma Perkhidmatan di Malaysia /jurnalpengurusan/article/analisis-hubungan-kemahiran-dengan-kecekapan-teknik-firma-perkhidmatan-di-malaysia/?utm_source=rss&utm_medium=rss&utm_campaign=analisis-hubungan-kemahiran-dengan-kecekapan-teknik-firma-perkhidmatan-di-malaysia Sat, 08 Oct 2022 16:40:22 +0000 /jurnalpengurusan/?post_type=article&p=3148 This study analyzes the relationship between skills and firms’ technical efficciency in the services sector in Malaysia. Skills are categorized into six dimensions, namely effective communication skills; critical thinking skills and problem solving; teamwork skills; ethical and moral skills in the profession; entrepreneurial skills; and management skills. This study is based on 130 service firms obtained from field studies in 2014. The objective of the study is to analyze the relationship between skills and firm technical efficiency. This study uses stochastic frontier analysis (SFA) in measuring the firm’s technical efficiency, while the structural equation model (SEM) uses the SmartPLS software in analyzing the relationship between skills and efficiency. The findings show that the level of technical efficiency of the service firm is relatively low. Furthermore, only the teamwork skills that positively influence the firm’s level of efficiency, while ethical and moral skills in the profession and effective communication skills negatively affect level of efficiency in the sector studied.

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