Independence and linkages of bank assets and liabilities and the global financial crisis: A canonical correlation analysis from 2002 to 2010
Date of Publication
2011
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Management of Financial Institutions
College
Ramon V. Del Rosario College of Business
Department/Unit
Financial Management
Thesis Adviser
Junnette A. Perez
Defense Panel Chair
Steven S. Lim
Defense Panel Member
Carmelita Clerigo
Ma. Concepcion Latoja
Junnette A. Perez
Neriza M. Delfino
Abstract/Summary
Bank asset and liability linkages, or the relationships between a bank's source of funds and its investment in asset classes have tended to shift during times of economic or financial uncertainty. However, such a study has not yet been done in the Philippine setting. Using balance sheet accounts from Philippine universal and commercial banks, a canonical correlation approach is used to determine the effects of the variances in bank liability and equality groups on bank asset groups. The researchers hypothesize that bank asset and liability linkages would change during times of economic or financial instability as banks would opt to invest in safer investments.
Abstract Format
html
Language
English
Format
Accession Number
TU17173
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
58 leaves : illustrations ; 28 cm.
Keywords
Bank assets--Philipines; Bank liabilities--Philippines
Recommended Citation
Bolus, J. Y., Sulit, M. M., To, B., & Wee, M. (2011). Independence and linkages of bank assets and liabilities and the global financial crisis: A canonical correlation analysis from 2002 to 2010. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/6075
