Title

The relationship of risks and efficiency of private universal banks in the Philippines using data envelopment analysis (DEA)

Date of Publication

2014

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 Department

Thesis Adviser

Edralin C. Lim

Defense Panel Member

Neriza Casas
Tomas Tiu
Jeric Paul Posio

Abstract/Summary

The study presents the relationship between credit, liquidity and operational risk with efficiency of banks. The three risks were measured by financial ratios namely: total debt to total asset ratio, capital to total asset ratio, and return on total assets ratio, respectively. Using data envelopment analysis (DEA), efficiency scores from zero to one resulted as a measurement of each bank on a 5-year span, from 2008-2012. The scores generated by DEA, gauging efficiency, are then used to find the correlation coefficient with risk, measured by financial ratios. The results yielded to a positive relationship for liquidity and operational risks and negative relationship for credit. Furthermore, study illustrates that there is low significance on the relationship among all the variables.

Abstract Format

html

Language

English

Format

Print

Accession Number

TU21845

Shelf Location

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

Physical Description

59 leaves : illustrations

Keywords

Data envelopment analysis; Banks and banking--Philippines

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