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Events
Measuring Bank Risk-taking Behaviour: The Risk-taking Channel of Monetary Policy in Malaysia
April 13, 2017DECRG Kuala Lumpur Seminar Series

Using a proprietary micro-dataset on loan defaults in Malaysia, we introduce a simple fixed effects model to extract a measure of bank lending standards from the observed default rates of loan portfolios. We then use this measure to investigate the risk-taking channel of monetary policy in a panel fixed-effects regression. We find limited evidence of the risk-taking channel of monetary policy in Malaysia. This could in part be a reflection of the effects of a pre-emptive monetary policy stance and the implementation of policies from a broader toolkit in leaning against financial imbalances in Malaysia.

  • Tian Huey Teh

    Analyst, Bank Negara Malaysia
    Tian Huey Teh received her BA in economics from the University of Cambridge in 2012. In her role as an analyst, she is establishing and developing the Data Analytics and Research Support functions of Bank Negara Malaysia (BNM). Previously, she served as an economist in the Monetary Policy Department at BNM, specializing in the areas of domestic interest rates, liquidity conditions and financial imbalances. Her current interests are in the application of data science and data analytics within central banks and its use in policy-making.
EVENT DETAILS
  • WHEN: Thursday, April 13, 2017; 12:30-2:00PM
  • WHERE: World Bank Malaysia Office, Level 3, Sasana Kijang, No. 2, Jalan Dato¡¯ Onn
  • RSVP: Kindly RSVP by Wednesday, April 12, 2017