Any statement that a language doesn't have a word for something is nearly always flawed. For example, absurd claims have been made that Gypsies don't have a word for duty (here) while Bulgarian doesn't have a word for integrity (here), and such claims turn out to be preposterous. In fact, on Language Log Mark Lieberman says that if anyone "makes a sociolinguistic point by saying that language L has no word for concept C, you'll rarely lose by betting that they're wrong" (here).
However, it does seem that sometimes a concept is not easily expressed in a particular language. I mentioned this in an early blog (here), where I suggested that Malay does not seem to have a common equivalent for preventive maintenance.
An article on page 3 of Media Permata of 22 October 2010 outlining a recent titah ('speech') by His Majesty the Sultan of Brunei discusses maternity leave, and there is a direct equivalent for this in Malay: cuti bersalin (literally 'holiday for giving birth'). However, the fourth paragraph of this article also mentions paternity leave, and it seems that there is no equivalent of this in Malay. In fact, after giving the English term, instead of offering an equivalent phrase in Malay, the article provides an explanation: "cuti khas bagi suami wanita yang baru malahirkan anak" ("special holiday for the husband of a woman who has just given birth to a child").
It does seem, therefore, that there is currently no commonly-used equivalent in Malay for paternity leave.
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