Browsing by Author A. Rahman, Aisyah

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  • lending_structure_3-factor_capm_risk_exposures_case_malaysia_aisyah_mansor_kameel.pdf.jpg
  • Journal Article


  • Authors: A. Rahman, Aisyah; Ibrahim, Mansor H.; Mydin Meera, Ahamed Kameel (2010)

  • This study addresses the linkages between lending structure and bank risk exposures via the Capital Asset Pricing Model (CAPM). Based on the 3-factor CAPM, five risk measures are examined; namely, the market, interest rate, exchange rate, total and unsystematic risk exposure. The influence of lending structure is analysed via four measures, the real estate lending, the specialisation index, the short-term lending stability, and the medium-term lending stability. Our findings show that the lending structure affects the market, interest rate, and unsystematic risk exposures. The stability of lending structure in both the short-term and medium-term period positively influence the market ...

  • lending_structure_bank_insolvency_risk_mansor.pdf.jpg
  • Journal Article


  • Authors: A. Rahman, Aisyah; Ibrahim, Mansor H.; Mydin Meera, Ahamed Kameel (2009)

  • This study investigates the impact of lending structure on the insolvency risk exposure. A comparative analysis between the insolvency risk behavior between the Islamic and conventional banks is made. Our findings show that real estate lending is positively related to the conventional banks’ risk, but inversely related to the Islamic banks’ risk exposure. Thus, the policy makers as well as the banks should react accordingly in the decision making process.

Browsing by Author A. Rahman, Aisyah

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 1 to 2 of 2
  • lending_structure_3-factor_capm_risk_exposures_case_malaysia_aisyah_mansor_kameel.pdf.jpg
  • Journal Article


  • Authors: A. Rahman, Aisyah; Ibrahim, Mansor H.; Mydin Meera, Ahamed Kameel (2010)

  • This study addresses the linkages between lending structure and bank risk exposures via the Capital Asset Pricing Model (CAPM). Based on the 3-factor CAPM, five risk measures are examined; namely, the market, interest rate, exchange rate, total and unsystematic risk exposure. The influence of lending structure is analysed via four measures, the real estate lending, the specialisation index, the short-term lending stability, and the medium-term lending stability. Our findings show that the lending structure affects the market, interest rate, and unsystematic risk exposures. The stability of lending structure in both the short-term and medium-term period positively influence the market ...

  • lending_structure_bank_insolvency_risk_mansor.pdf.jpg
  • Journal Article


  • Authors: A. Rahman, Aisyah; Ibrahim, Mansor H.; Mydin Meera, Ahamed Kameel (2009)

  • This study investigates the impact of lending structure on the insolvency risk exposure. A comparative analysis between the insolvency risk behavior between the Islamic and conventional banks is made. Our findings show that real estate lending is positively related to the conventional banks’ risk, but inversely related to the Islamic banks’ risk exposure. Thus, the policy makers as well as the banks should react accordingly in the decision making process.