Title

On the empirics of bank profitability: Assessing the effects of Basel II Accord

Date of Publication

2016

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 Department

Defense Panel Member

Guerzon, Ester R., adviser

Albao, Maricris, chair

Pacheco, Nilo, panelist

Lagdameo, Kristine Mae, panelist

Perez, Junette, Dr., Dept. Chairperson

Ocampo-Tan, Michelle Brendy, thesis coordinator

Abstract/Summary

Assessing profitability is an imperative for financial institutions to determine the degree of influence of various internal and external factors on profitability. Moreover, in the face of regulation such as the Basel II Accord, it raises certain challenges on how it can affect bank performance. Utilizing panel data regression, this study aims to uncover how the Basel II Accord, implemented last July 2007 by the Bangko Sentral ng Pilipinas, affected the profitability of selected Philippine domestic universal banks from the years 2001 to 2014. The results show that: (1) credit risk, diversification, management efficiency, liquidity ratio, and transparency are significant before the presence of Basel II moreover, (2) bank size and capital adequacy became significant and liquidity risk became insignificant during the presence of the said accord.

Abstract Format

html

Language

English

Format

Print

Accession Number

TU19476

Shelf Location

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

Physical Description

185, 4 leaves : illustrations (some color) ; 29 cm ; 1 computer disc ; 4 3/4 in.

Keywords

Bank profits--Philippines; Bank capital--Philippines

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