Canonical correlation analysis of the assets and liabilities of Philippine universal and commercial banks, 2005-2011

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

Leonardo B. Araneta

Defense Panel Chair

Edralin C. Lim

Defense Panel Member

Rene Betita
Nawawi Tago

Abstract/Summary

This study used a multivariate statistical technique known as canonical correlation in examining the asset and liability management of 30 Philippine universal and commercial banks for the period covered 2005 to 2011. The study would like to determine the individual asset and liability accounts that are strongly correlated and the position and strategies being used by banks with different ownership structure. The results of the study showed that asset-liability dependency for either public-private banks or foreign banks did not exhibit declining trend over the period. Moreover, it was found out that in terms of strategies in managing their assets and liabilites, public-private banks are more conservative while foreign banks are more balanced. Nonetheless, both public-private and foreign banks are generally inclined to liability management.

Abstract Format

html

Language

English

Format

Print

Accession Number

TU17229

Shelf Location

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

Physical Description

70 leaves : illustrations (some color)

Keywords

Universal banks--Philippines; Banks and banking--Philippines

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