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Author Tan, Jackson J., author

Title Comparing theory with reported data for reliability : real options modeling of actively traded Philippine universal banks / Jackson J. Tan, Fernando L. Trinidad
Published London : SAGE Publications Ltd, 2019
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Sage Research Methods Cases    View Resource Record  

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Description 1 online resource : illustrations
Series SAGE Research Methods. Cases
SAGE Research Methods. Cases
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©♭ŕvon Mises Test, and ManńWhitney Test indicate that the model is a reliable tool for estimating loan portfolio values
Bibliography Includes bibliographical references and index
Notes Description based on XML content
Subject Reliability -- Case studies.
Research -- Case studies.
Universal banks -- Philippines -- Case studies.
Genre/Form Case studies.
Case studies.
Form Electronic book
Author Trinidad, Fernando L., author
ISBN 1526479958
9781526479952 (ebook)