Independence and linkages of bank assets and liabilities and the global financial crisis: A canonical correlation analysis from 2002 to 2010
Bank asset and liability linkages, or the relationships between a bank's source of funds and its investment in asset classes have tended to shift during times of economic or financial uncertainty. However, such a study has not yet been done in the Philippine setting. Using balance sheet account...
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| Main Authors: | , , , |
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| 格式: | text |
| 語言: | English |
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Animo Repository
2011
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| 主題: | |
| 在線閱讀: | https://animorepository.dlsu.edu.ph/etd_bachelors/6075 |
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| 機構: | De La Salle University |
| 語言: | English |
| 總結: | Bank asset and liability linkages, or the relationships between a bank's source of funds and its investment in asset classes have tended to shift during times of economic or financial uncertainty. However, such a study has not yet been done in the Philippine setting. Using balance sheet accounts from Philippine universal and commercial banks, a canonical correlation approach is used to determine the effects of the variances in bank liability and equality groups on bank asset groups. The researchers hypothesize that bank asset and liability linkages would change during times of economic or financial instability as banks would opt to invest in safer investments. |
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