Post GFC Regression Commercial Banks
Ordered Choice Dependent Variable : Fitch Rating (2008 to 2013)
|
Post GFC Regression Commercial Banks
Ordered Choice Dependent Variable : Fitch Rating (2008 to 2013)
|
Post GFC Regression Commercial Banks
Ordered Choice Dependent Variable : Fitch Rating (2008 to 2013)
|
Pre GFC Regression Commercial Banks
Ordered Choice Dependent Variable : Fitch Rating (2002 to 2007)
|
Pre GFC Regression Commercial Banks
Ordered Choice Dependent Variable : Fitch Rating (2002 to 2007)
|
Pre GFC Regression Commercial Banks
Ordered Choice Dependent Variable : Fitch Rating (2002 to 2007)
|
Variables |
Coeff. |
Std. Error |
Variables |
Coeff. |
Std.
Error |
COST |
-0.049* |
0.019 |
COST |
-0.096* |
0.0109 |
Log (TA) |
2.283* |
0.249 |
Log (TA) |
0.585* |
0.112 |
CAP |
-0.047 |
0.037 |
CAP |
-0.022 |
0.013 |
LIQ |
0.026** |
0.012 |
LIQ |
-0.0075 |
0.0059 |
LLGL |
0.071 |
0.070 |
LLGL |
-0.019 |
0.024 |
NIM |
0.025 |
0.105 |
NIM |
-0.258* |
0.094 |
Pseudo R-squared |
0.258 |
|
Pseudo R-squared |
0.291 |
|
AIC |
2.57 |
|
AIC |
2.43 |
|
LR Statistic |
190.17* |
|
LR Statistic |
165.81* |
|
Jarque – Bera |
3.62 (p: 0.16) |
|
Jarque – Bera |
1.94 (p: 0.37) |
|
N |
223 |
|
n |
175 |
|