Independence and linkages of bank assets and liabilities and the global financial crisis: A canonical correlation analysis from 2002 to 2010

• Main Authors: Bolus, Jan Dominic Y., Sulit, Marie Johanna M., To, Belinda Elois, Wee, Mark Philip
• Format: text
• Language: English
• Published: Animo Repository 2011
• Subjects: Bank assets > Philipines; Bank liabilities > Philippines
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/6075
• Institution: De La Salle University

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...