Regression-based comparison: a sum up of significant factors
| Bank characteristics | Regression analysis | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| IB | Size | High share | Across | TUN | |||||
| Small IBs | Small CBs | Panel A | Panel B | IBs 15 16 | 2011 Cons | Trend for IBs | |||
| Profitability (ROA/ROE) | +/− | −/+ | +/− | + | − | − | +/− | − | |
| Liquidity (CTA/CTD) | +/− | −/+ | +/− | − | − | + | |||
| Credit risk | + | − | + | − | − | + | − | + | |
| Stability | + | − | + | + | + | ||||
| Capitalization | + | − | + | + | + | − | + | ||
| Solvency | − | + | − | − | + | − | − | ||
| Bank characteristics | Regression analysis | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| IB | Size | High share | Across | TUN | |||||
| Small IBs | Small CBs | Panel A | Panel B | IBs | 2011 | Trend for IBs | |||
| Profitability (ROA/ROE) | +/− | −/+ | +/− | + | − | − | +/− | − | |
| Liquidity (CTA/CTD) | +/− | −/+ | +/− | − | − | + | |||
| + | − | + | − | − | + | − | + | ||
| Stability | + | − | + | + | + | ||||
| + | − | + | + | + | − | + | |||
| Solvency | − | + | − | − | + | − | − | ||
Note(s): A positive sign “+” indicates that the considered variable has a positive significant effect. A negative sign “−” suggests a negative significant effect. Empty cells suggest that the determinant was not significant
Source(s): Authors' own work
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