Impacts of monetary policy shocks on the domestic and foreign banks in Malaysia

Impacts of monetary policy shocks on the domestic and foreign banks in Malaysia

This study investigates the impact of monetary shocks on bank loans extended by local banks and foreign banks in Malaysia over the period from January 1991 to December 2006. It adopts the impulse response functions and the variance decomposition analysis to study the responses of lending by these ba...

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Main Authors: Kassim, Salina, Abdul Manap, Turkhan Ali
Format: Book Chapter
Language:English
Published: IIUM Press 2009
Subjects:
HG1501 Banking
Online Access:http://irep.iium.edu.my/7069/
http://irep.iium.edu.my/7069/
http://irep.iium.edu.my/7069/1/Impacts_of_Monetary_Policy_Shocks_on_the_Domestic_and_Foreign_Banks_in_Malaysia.pdf
id iium-7069
recordtype eprints
spelling iium-70692011-11-22T07:58:21Z http://irep.iium.edu.my/7069/ Impacts of monetary policy shocks on the domestic and foreign banks in Malaysia Kassim, Salina Abdul Manap, Turkhan Ali HG1501 Banking This study investigates the impact of monetary shocks on bank loans extended by local banks and foreign banks in Malaysia over the period from January 1991 to December 2006. It adopts the impulse response functions and the variance decomposition analysis to study the responses of lending by these banks to monetary policy shocks. The study finds that foreign banks do not react negatively to monetary policy shocks and do not abandon the domestic market in times of economic distress. The different responses of the balance sheet items of these banks have several important implications, particularly on monetary policy implementation and risk management practices of the banks. IIUM Press 2009 Book Chapter PeerReviewed application/pdf en http://irep.iium.edu.my/7069/1/Impacts_of_Monetary_Policy_Shocks_on_the_Domestic_and_Foreign_Banks_in_Malaysia.pdf Kassim, Salina and Abdul Manap, Turkhan Ali (2009) Impacts of monetary policy shocks on the domestic and foreign banks in Malaysia. In: Proceedings of the Seminar on research Findings 2008. IIUM Press, Kuala Lumpur, pp. 289-304. ISBN 9789833855780 http://rms.research.iium.edu.my/bookstore/Products/115-wwwgooglecom.aspx
repository_type Digital Repository
institution_category Local University
institution International Islamic University Malaysia
building IIUM Repository
collection Online Access
language English
topic HG1501 Banking
spellingShingle HG1501 Banking
Kassim, Salina
Abdul Manap, Turkhan Ali
Impacts of monetary policy shocks on the domestic and foreign banks in Malaysia
description This study investigates the impact of monetary shocks on bank loans extended by local banks and foreign banks in Malaysia over the period from January 1991 to December 2006. It adopts the impulse response functions and the variance decomposition analysis to study the responses of lending by these banks to monetary policy shocks. The study finds that foreign banks do not react negatively to monetary policy shocks and do not abandon the domestic market in times of economic distress. The different responses of the balance sheet items of these banks have several important implications, particularly on monetary policy implementation and risk management practices of the banks.
format Book Chapter
author Kassim, Salina
Abdul Manap, Turkhan Ali
author_facet Kassim, Salina
Abdul Manap, Turkhan Ali
author_sort Kassim, Salina
title Impacts of monetary policy shocks on the domestic and foreign banks in Malaysia
title_short Impacts of monetary policy shocks on the domestic and foreign banks in Malaysia
title_full Impacts of monetary policy shocks on the domestic and foreign banks in Malaysia
title_fullStr Impacts of monetary policy shocks on the domestic and foreign banks in Malaysia
title_full_unstemmed Impacts of monetary policy shocks on the domestic and foreign banks in Malaysia
title_sort impacts of monetary policy shocks on the domestic and foreign banks in malaysia
publisher IIUM Press
publishDate 2009
url http://irep.iium.edu.my/7069/
http://irep.iium.edu.my/7069/
http://irep.iium.edu.my/7069/1/Impacts_of_Monetary_Policy_Shocks_on_the_Domestic_and_Foreign_Banks_in_Malaysia.pdf
first_indexed 2023-09-18T20:16:19Z
last_indexed 2023-09-18T20:16:19Z
_version_ 1777407811706159104

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