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
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
Recommended Citation
Climaco, C., Gianzon, A., Lucin, K., & Prodigalidad, G. (2007). 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. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/8576