Effects of risk management capabilities on the bank stocks of the publicly listed universal banks in the Philippines for the period of 2005-2009
Date of Publication
2010
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
Edralin C. Lim
Defense Panel Member
Leonardo Araneta
Carlos Velayo
Maricon Latoja
Abstract/Summary
This paper established the effect of the risk management capabilities of the banks and bank stock prices of the universal banks with publicly listed stocks in the Philippines. Using four indicators of the risk management capabilities namely interest rate risk or net interest margin (NETIM), credit risk or capital adequacy ratio (CAR), capital or solvency risk or provisions (PROV) and natural hedging strategies or non-interest rate risk (NONIM), the group used fixed effects regression--to determine the regression to be used, the group utilized Hausman's test, the variance inflation factor to check the multicollinearity and the Breush-Pagan test to test the heteroscedasticity. Lastly the group utilized feasibility generalized least squares to cure the multicollinearity and the heterogeneity. These steps and tests were made used by the group to be able to accurately determine the effects of the four risk management capabilities of the bank stocks prices.
Abstract Format
html
Language
English
Format
Accession Number
TU21215
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
78 leaves : illustrations (some color)
Keywords
Universal banks--Philippines; Banks and banking--Risk management--Philippines; Bank stocks--Philippines; Financial risk management--Philippines
Recommended Citation
Dytiandu, R. L., Ong, J. O., & Velasco, M. P. (2010). Effects of risk management capabilities on the bank stocks of the publicly listed universal banks in the Philippines for the period of 2005-2009. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/18342