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Table 5 Hedging Portfolio Values for Banks 1 to 5 from 2008 to 2015

From: A real options model for loan portfolios of actively traded Philippine universal banks

Year Bank 1 Bank 2 Bank 3 Bank 4 Bank 5
2008 0.0071 0.0011 0.0013 0.0011 0.0011
2009 0.0083 0.0033 0.0030 0.0037 0.0028
2010 0.0052 0.0012 0.0018 0.0017 0.0015
2011 0.0060 0.0009 0.0011 0.0011 0.0010
2012 0.0032 0.0005 0.0003 0.0006 0.0006
2013 0.0057 0.0034 0.0022 0.0046 0.0037
2014 0.0022 0.0011 0.0013 0.0015 0.0013
2015 0.0021 0.0016 0.0019 0.0021 0.0020