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Islamic Bank Performance And Capital Structure

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Author Info
Pratomo, Wahyu Ario
Ismail, Abdul Ghafar

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Abstract

The choice between debt and equity financing has been directed to seek the optimal capital structure. Under the agency costs hypothesis, a high leverage or a low equity/asset ratio reduces the agency costs of outside equity and increases firm value. Several studies show that a firm with high leverage tends to have an optimal capital structure and therefore it leads to produce a good performance, while the Modigliani-Miller theorem proves that it has no effect on the value of firm. The importance of these issues has only motivated researchers to examine the presence of agency costs in the non-financial firms. In financial firms, agency costs may also be particularly large because banks are by their very nature informationally opaque – holding private information on their loan customers and other credit counterparties. In addition, regulators that set minimums for equity capital and other types of regulatory capital in order to deter excessive risk taking and perhaps affecting agency costs directly to change banks’ capital structure. In this paper we attempt to prove the agency cost hypothesis of Islamic Banks in Malaysia, under which high leverage firm tends to reduce agency costs. We set the profit efficiency of a bank as an indicator of reducing agency cost and the ratio equity of a bank as an indicator of leverage. Our findings are consistent with the agency hypothesis. The higher leverage or a lower equity capital ratio is associated with higher profit efficiency.

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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 6012.

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Date of creation: 2006
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Handle: RePEc:pra:mprapa:6012

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Related research
Keywords: agency cost capital structure Islamic bank performance panel data

Find related papers by JEL classification:
G3 - Financial Economics - - Corporate Finance and Governance
C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages

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  1. Allen N. Berger & Loretta J. Mester, 1997. "Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions?," Center for Financial Institutions Working Papers 97-04, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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  2. Allen N. Berger & Emilia Bonaccorsi di Patti, 2002. "Capital structure and firm performance: a new approach to testing agency theory and an application to the banking industry," Finance and Economics Discussion Series 2002-54, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  3. Allen N. Berger & Richard J. Herring & Giorgio P. Szegö, 1995. "The Role of Capital in Financial Institutions," Center for Financial Institutions Working Papers 95-01, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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  4. Allen N. Berger & Robert DeYoung, 1997. "Problem loans and cost efficiency in commercial banks," Finance and Economics Discussion Series 1997-8, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  5. DeYoung, Robert & Spong, Kenneth & Sullivan, Richard J., 2001. "Who's minding the store? Motivating and monitoring hired managers at small, closely held commercial banks," Journal of Banking & Finance, Elsevier, vol. 25(7), pages 1209-1243, July. [Downloadable!] (restricted)
  6. Berger, Allen N, 1995. "The Relationship between Capital and Earnings in Banking," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(2), pages 432-56, May. [Downloadable!] (restricted)
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