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