Comparing theory with reported data for reliability : real options modeling of actively traded Philippine universal banks / Jackson J. Tan, Fernando L. Trinidad.

Format:

Book

Author/Creator:

Tan, Jackson J., author.

Trinidad, Fernando L., author.

Series:

SAGE Research Methods. Cases.

SAGE Research Methods. Cases

Language:

English

Subjects (All):

Universal banks--Philippines--Case studies.

Universal banks.

Reliability--Case studies.

Reliability.

Research--Case studies.

Research.

Physical Description:

1 online resource : illustrations.

Place of Publication:

London : SAGE Publications Ltd, 2019.

Summary:

This case study discusses research aspects relating to a Real Options Valuation Model that values the strategies to lend or to idle a loan portfolio in a chaotic system. Here, discussion focuses on three learning outcomes: (1) identifying how an aspect of business practice affects factors in a model, (2) evaluating inputs to a model to see how its factors work, and (3) comparing values generated by a model with those in annual reports for reliability. In this case study, discussion forwards a methodology for determining statistical reliability using readily available tools in open-source statistical software. This research examines data from annual reports for actively traded, Philippine Universal Banks during an 8-year window of observation, from 2008 to 2015. In testing for the reliability of the model that determines loan portfolio values, statistics from the intraclass correlation, Cram???U??von Mises Test, and Man?Whitney Test indicate that the model is a reliable tool for estimating loan portfolio values.

Notes:

Includes bibliographical references and index.

Description based on XML content.

ISBN:

1-5264-7995-8

9781526479952

OCLC:

1084515534