A detailed examination on the relationship of credit risk and interest rate risk with net interest margin of private-owned local universal banks in the Philippines

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

Rene B. Betita

Defense Panel Member

Junette A. Perez
Ciara Sapalaran Comprendio
Patricia Benito

Abstract/Summary

This paper focused on discovering the relationship of credit risk and interest rate risk with net interest margin of private-owned local universal banks in the Philippines from the years 2004 to 2012. In order to achieve this main objective, Hausman test was utilized in order to determine which model to use. Consequently, it notified whether it is relevant to use ordinary least squares on the selected model. The results showed that both credit and interest rate risk of the chosen private-owned local universal banks in the Philippines have negative influence on the net interest margin. However, it is only credit risk which was deemed to be a significant variable to the interest margin.

Abstract Format

html

Language

English

Format

Print

Accession Number

TU21213

Shelf Location

Archives, The Learning Commons, 12F, Henry Sy Sr. Hall

Physical Description

93 leaves : illustrations

Keywords

Universal banks--Philippines; Financial risk management--Philippines; Interest rates--Philippines

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