Description |
1 online resource : illustrations |
Series |
SAGE Research Methods. Cases |
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SAGE Research Methods. Cases
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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.
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Research -- Case studies.
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Universal banks -- Philippines -- Case studies.
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Genre/Form |
Case studies.
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Case studies.
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Form |
Electronic book
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Author |
Trinidad, Fernando L., author
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ISBN |
1526479958 |
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9781526479952 (ebook) |
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