Banking Risk:: Ownership Structure, Moral Hazard and Capital Regulation - Couverture souple

Abdul Rahman, Nora Azureen; Abdullah, Nur Adiana Hiau; Ahmad, Nor Hayati

 
9783659159657: Banking Risk:: Ownership Structure, Moral Hazard and Capital Regulation

Synopsis

This study examines relationship between ownership structure and moral hazard with risk taking of Malaysian banks and also investigates the moderating effects of capital regulation on these relationships. Bank risk taking in this study is measured by standard deviation of return on equity, standard deviation of return on assets and Z-SCORE. Ownership structure comprised of insider, family, government, institutional and foreign ownership. Moral hazard is proxied by loan growth and loan concentration while capital regulation is proxied by capital adequacy requirement. This study employs 294 observations over the period of 1990-2008. This study utilizes two regression tests; multiple regression and hierarchical moderated multiple regression. The results of this study provide new evidence on the study of bank risks especially in the developing country.

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Présentation de l'éditeur

This study examines relationship between ownership structure and moral hazard with risk taking of Malaysian banks and also investigates the moderating effects of capital regulation on these relationships. Bank risk taking in this study is measured by standard deviation of return on equity, standard deviation of return on assets and Z-SCORE. Ownership structure comprised of insider, family, government, institutional and foreign ownership. Moral hazard is proxied by loan growth and loan concentration while capital regulation is proxied by capital adequacy requirement. This study employs 294 observations over the period of 1990-2008. This study utilizes two regression tests; multiple regression and hierarchical moderated multiple regression. The results of this study provide new evidence on the study of bank risks especially in the developing country.

Biographie de l'auteur

Dr Nora Azureen Abdul Rahman is currently a Senior Lecturer in the Banking and Risk Management Department of School of Economics, Finance and Banking, College of Business, Universiti Utara Malaysia. Her research focus is on banking in the areas of risks, corporate governance, moral hazard, capital regulation and performance.

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