The Performance of selected universal banks: Evidence from the data envelopment analysis (DEA) efficiency model in conjunction with financial rations for the period 2001-2005

Date of Publication

2007

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

AnneGirl Berin

Defense Panel Chair

Steven Lim

Defense Panel Member

Kashmir Ibanez

Kristine Luares

Abstract/Summary

The proponents conducted a study on the performance of selected universal banks using the Data Envelopment Analysis (DEA) Efficiency Model in conjunction with the financial ratios for the period 2001-2005. After gathering the necessary data from the different banks and the Securities Exchange Commission (SEC), the proponents computed for the financial ratios of the banks namely, Liquid assets to total deposits, Liquid assets to total assets, Loans to total assets, Deposit to total assets, Loans to deposits, Return on assets, Return on equity, Return on loans, Capital accounts to loans, Other operating income to average assets, Non-interest expense to average assets and Net interest to average assets. The financial accounts of the banks namely: Total Deposits, Total Loans, Interest Expense, Non-interest Expense and Interest Income were then put in the DEA Model in order to group them into High, Medium and Low group. After such, Factor Analysis was employed using the computed financial ratios of the banks to determine which of the factors a particular financial ratio belongs to. Results from the Data Envelopment Analysis and the Factor Analysis were then used in order to evaluate the efficiency and performance of the selected universal banks. It was found out that based on the average DEA efficiency scores of the banks, they were classified either under high and medium groups while in the Factor Analysis Model, the financial ratios were clustered into three factors according to their correlation.

Abstract Format

html

Language

English

Format

Print

Accession Number

TU14219

Shelf Location

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

Physical Description

[7], 89, [36] leaves : illustrations (some color) ; 28 cm.

Keywords

Universal banks; Banks and banking

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