The Relationship Between Risk and Performance in Bank

Mohd Amin, Nurlida (2017): The Relationship Between Risk and Performance in Bank.

Abstract

This paper analyze the risk and performance of one conventional bank in Malaysia. This study included many variables to determined the risk and performance on that bank using five years (2011-2015) data from the bank’s financial statement and annual report. The method that are used in this paper in examine the data are credit risk ratio, liquidity ratio, operational risk ratio, market risk indicator, return on asset ratio, return on equity ratio, net interest margin ratio. All this ratio will determined the risk associated with CIMB Bank Berhad and also the bank’s performance for the past five years. This study employs SPSS time series regression analysis of the bank from the year 2011 to 2015. This paper outlined the result from the analysis.

• Item Type: MPRA Paper
• Language: English
• Keywords: Credit risk, Liquidity Risk, Operational Risk, Market Risk, GDP, Inflation, Exchange Rate, Unemployment Rate and Profitability
• Subjects: D - Microeconomics > D8 - Information, Knowledge, and Uncertainty; G - Financial Economics > G3 - Corporate Finance and Governance; G - Financial Economics > G3 - Corporate Finance and Governance > G32 - Financing Policy ; Financial Risk and Risk Management ; Capital and Ownership Structure ; Value of Firms ; Goodwill

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