Measuring systemic risks and its impact on the banking sector

• Main Authors: Barrogo, Louise Reina D., Estalane, Aira Mae U., Sombillo, Pauline Beatrice I., Zuluaga, Katrina Mae C.
• Format: text
• Language: English
• Published: Animo Repository 2016
• Subjects: Banks and banking—Risk assessment—Philippines; Bank capital—Philippines; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/6321; https://animorepository.dlsu.edu.ph/context/etd_bachelors/article/6965/viewcontent/Measuring_Systemic_Risks_and_Its_Impact_on_the_Banking_Sector2.pdf
• Institution: De La Salle University

Despite its recent surfacing in local literature, the presence of systemic risk in the Philippine banking system could lead to unprecedented chains of financial failures if left unchecked. The group utilized data from eight of the largest banks in the Philippines, from the years 2007-2015, to determ...