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
Salina Hj Kassim
Turkhan Ali Abdul Manap
Department of Economics
Kulliyyah of Economics and Management Sciences
International Islamic University Malaysia
Jalan Gombak
53100 Kuala Lumpur
ABSTRACT
This study investigates the impact of monetary policy 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 these types of lending to monetary policy shocks. The study finds that foreign banks do not react negatively to monetary policy shock, supporting the view that foreign banks in Malaysia 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......
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Approximate Word Count: 5150
Approximate Pages: 21 (250 words per double-spaced page)
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