Liquidity Creation for Malaysia's Commercial Banks

The dataset consist of five commercial banks that operates in Malaysia from 2015 to 2024. They are included Maybank Malaysia, CIMB Malaysia, Public Bank Berhad Malaysia, RHB Bank Berhad, and Hong Leong Bank Malaysia. The data is collected from banks’ annual reports from their official websites to fulfil the requirements in measuring different types of liquidity creation and for running panel estimation models. Bank-level activities are mainly collected from the statement of financial position section and capital adequacy ratio section reported in the banks' annual report to build up the parameters in this dataset. The dataset includes values for standardized asset-side liquidity creation (LC_A), standardized liability-side liquidity creation (LC_L), standardized off-balance-sheet liquidity creation (LC_OBS), capital adequacy ratio (CAR), cost-to-income ratio (CIR), and bank stability (Z-score).