Table 6.

Statistical summary of credit risk indicators

CategoryCountMeanStandard deviation
1yrDD1yrPDCDSAltmanZ1yrDD1yrPDCDSAltmanZ
Less sustainable1878.450.000976.382.683.450.002655.091.17
Mixed2909.080.001483.714.354.500.005070.743.87
More sustainable7110.680.000462.404.624.590.001044.993.02
Source(s): Created by authors

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