Value at risk modeling in microlending: the case of lending investors around Metro Manila 1999-2002
Date of Publication
Doctor of Business Administration
Business Administration, Management, and Operations
Ramon V. Del Rosario College of Business
Management and Organization Department
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.
Archives, The Learning Commons, 12F Henry Sy Sr. Hall
viii, 234 leaves ; 28 cm.
Loans; Risk; Probabilities; Capitalists and financiers
Perez, J. A. (2004). Value at risk modeling in microlending: the case of lending investors around Metro Manila 1999-2002. Retrieved from https://animorepository.dlsu.edu.ph/etd_doctoral/22