Title

Value at risk modeling in microlending: the case of lending investors around Metro Manila 1999-2002

Date of Publication

2004

Document Type

Dissertation

Degree Name

Doctor of Business Administration

Subject Categories

Business Administration, Management, and Operations

College

Ramon V. Del Rosario College of Business

Department/Unit

Management and Organization Department

Abstract/Summary

Sustaining lending operations and lending operations management were tackled in this study, 50 lending operators here in Metro Manila and randomly selected borrowers were surveyed to build a profile of both Metro Manila lenders and borrowers. Aside from the survey, five other stages were necessary in the completion of the results. With the help of the probability of loan grant, it was found that it is less likely that a borrower with high income to be granted a small loan amount. In addition, probability of loan default found that a borrower with a guarantor is more likely to default on his loan payment. Using a Value at Risk (VaR) model, this study found that one component of the VaR model, the 91-day forward treasury rates, was insignificant in the VaR model employed.

Abstract Format

html

Language

English

Format

Print

Accession Number

CDTG003622

Shelf Location

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

Physical Description

viii, 234 leaves ; 28 cm.

Keywords

Loans; Risk; Probabilities; Capitalists and financiers

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