Determinants of net interest margin behavior: Evidence from selected domestic banks in the Philippines

Date of Publication

2009

Document Type

Bachelor's Thesis

Degree Name

Bachelor of Science 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

Leonardo B. Araneta

Defense Panel Chair

Steven S. Lim

Defense Panel Member

Manrico Masagca
Joel Bangalan

Abstract/Summary

The main problem of the study is to investigate the determinants of net interest margin behavior of domestic banks in the Philippines from the year 1998 to 2007. This involved applying the model of Ho and Saunders (1981) to 18 commercial and universal banks to determine the relationship of the different banking ratios and macroeconomic determinants with respect to NIMs of banks across the timeline. Since there is no standard in computing for the NIMs, the researchers made use of the alternative proxy variables utilized in the study of Brock and Suarez (2000). The results of the study have shown that majority of the micro determinants specified by the researchers affect the behavior of the NIM across banks while none of the macro determinants seem to have shown a significant effect on NIM behavior in this particular study.

Abstract Format

html

Language

English

Format

Print

Accession Number

TU21813

Shelf Location

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

Physical Description

76, [9] leaves : illustrations

Keywords

Banks and banking--Philippines

This document is currently not available here.

Share

COinS