Determinants of interest rate risk among publicly-listed Philippine banks from 2003-2010

• Main Authors: Castro, Marie Abegail T., Cho, Raphael M., Ong, Raynald G., Sy, Janine Angelica L.
• Format: text
• Language: English
• Published: Animo Repository 2011
• Subjects: Interest rates > Philippines; Banks and banking > Philippines > Risk management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/7974
• Institution: De La Salle University

The study is about the determinants of interest rate risk among the banks listed in the Philippine Stock Exchange, and will cover the period 2003-2010. The research will involve a two-stage regression process and the first stage will use the returns on the Philippine Stock Exchange index and the cha...