Relationship of macroeconomic and bank-specific variables to non-performing bank assets in the Philippines from 2003-2012
Date of Publication
2013
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Commerce Major in Management of Financial Institutions
Subject Categories
Finance and Financial Management
College
Ramon V. Del Rosario College of Business
Department/Unit
Financial Management
Thesis Adviser
Neriza M. Delfino
Defense Panel Member
Lawrence Co
Robert Dan Roces
Michael Manalang
Abstract/Summary
One of the indicators of a financial sector's health is its loan quality. The literature provides that a high level of non-performing loans is linked with bank failures and financial crisis. Using multiple regression techniques, this paper seeks to identify and understand the determinants of non-performing assets (NPAs) in the Philippine Banking System. In particular, it points towards examining the relationship of various macroeconomic and bank-specific variables with respect to NPAs drawn on selected universal and savings banks in the Philippines across the period 2003 to 2012. It employs regression analysis and correlational research design in order to recognize the numerical and linear relationship among the key macroeconomic and bank-specific variables to gross non-performing assets (GNPA). Results show that bank assets, return on assets, and unemployment are statistically significant with respect to GNPA.
Abstract Format
html
Language
English
Format
Accession Number
TU21277
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
50 leaves
Keywords
Banks and banking--Philippines; Loans--Philippines
Recommended Citation
Ngo, A. Y., Salazar, R. L., Tomas, A. R., & Villarosa, R. B. (2013). Relationship of macroeconomic and bank-specific variables to non-performing bank assets in the Philippines from 2003-2012. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/18304
