Analyzing the effects of macroeconomic and variables on systemic risk in the Philippine banking sector: An application of srisk model
This paper measures the systemic risk in the Philippine banking sector and analyzes the effect of macroeconomic and bank-specific factors on systemic importance. The study covered ten listed domestic banks {9 universal banks and 1 thrift bank) in the Philippine Stock Exchange, with data for the peri...
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2019
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_masteral/6407 https://animorepository.dlsu.edu.ph/context/etd_masteral/article/13459/viewcontent/Mercado__Lucila_Pilar_Final_Thesis_March_2019b.pdf |
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| Institution: | De La Salle University |
| Language: | English |