Application of structural equation modeling on the linkage of risk management, capital management and financial management in the Philippine banking industry

Date of Publication

2008

Document Type

Bachelor's Thesis

Degree Name

Bachelor of Science in Statistics Major in Actuarial Science

Subject Categories

Physical Sciences and Mathematics

College

College of Science

Department/Unit

Mathematics and Statistics

Thesis Adviser

Arturo Y. Pacificador, Jr.

Defense Panel Chair

Shirlee R. Ocampo

Defense Panel Member

Regina M. Tresyalles
Rechell G. Arcilla

Abstract/Summary

This paper was based on the study entitled Application on Structural Equation Modeling on the Linkage of Risk Management, Capital Management, and Financial Management for Insurance Industry by Ming-Ming Wen, Hong-Jen Lin, and Patricia Born. The Bangko Sentral ng Pilipinas (BSP) is the regulatory authority for banks in the Philippines and some of the regulations they impose can be found in the Magna Carta. Banks make use of risk, capital, and financial management strategies to attain firm value maximization. Since these different types of management have different goals, it is possible that their respective decisions or strategies employed in attaining firm value maximization may hinder or support each other. Also, the presence of the regulations imposed by the BSP may have an influence on these decisions or strategies as well. In this study, a model is hypothesized in order to examine the possible influence that the regulations imposed by the BSP may have on risk, capital, and financial management and also the possible effects that the interaction of these three types of management may have on each other by making use of Structural Equation Modeling (SEM). The researcher has established that in the Philippine banking setting, the regulations imposed by the BSP only affect financial management decisions and that not all of the managerial types interact with each other.

Abstract Format

html

Language

English

Format

Print

Accession Number

TU15426

Shelf Location

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

Physical Description

xi, 114 p. ; ill. ; 28 cm.

Keywords

Bank management; Financial risk management; Banks and banking--Risk management-- Philippines; Structural equation modeling

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