Table 2 Correlation matrix Correlation...

Table 2

Correlation matrix

Correlation matrix	Gross NPLs ratio	Gross Loans	(GrossLoans)²	Bank overdrafts	(Cred.Op.Acc.)²	Mortgage	(Mortgage)²	Consumer Loans	(ConsumerLoans)²	Aver. Rate of Loans
Gross Loans	0.0138	1
(GrossLoans)²	0.0099	0.9440*	1
Bank overdrafts	−0.3806*	−0.1372*	−0.0938*	1
(Bankoverdrafts)²	−0.3270*	−0.1015*	−0.0689*	0.9568*	1
Mortgage	0.0641*	−0.1425*	−0.0999*	−0.2975*	−0.3708*	1
${(M o r t g a g e)}^{2})$	0.0268	−0.1594*	−0.1127*	−0.3918*	−0.4367*	0.9607*	1
Consumer Loans	−0.0809*	0.0051	0.0032	−0.0732*	−0.03	−0.3231*	−0.2482*	1
(ConsumerLoans)²	−0.0679*	−0.0031	−0.0058	−0.0881*	−0.0456*	−0.2720*	−0.1805*	0.8599*	1
Aver. Rate of Loans	−0.2316*	−0.1435*	−0.0911*	0.3733*	0.3043*	−0.0244	−0.0638*	0.1786*	0.0456*	1

Correlation matrix	Gross NPLs ratio	Gross Loans	(GrossLoans)²	Bank overdrafts	(Cred.Op.Acc.)²	Mortgage	(Mortgage)²	Consumer Loans	(ConsumerLoans)²	Aver. Rate of Loans
Gross Loans	0.0138	1
(GrossLoans)²	0.0099	0.9440*	1
Bank overdrafts	−0.3806*	−0.1372*	−0.0938*	1
(Bankoverdrafts)²	−0.3270*	−0.1015*	−0.0689*	0.9568*	1
Mortgage	0.0641*	−0.1425*	−0.0999*	−0.2975*	−0.3708*	1
${(M o r t g a g e)}^{2})$	0.0268	−0.1594*	−0.1127*	−0.3918*	−0.4367*	0.9607*	1
Consumer Loans	−0.0809*	0.0051	0.0032	−0.0732*	−0.03	−0.3231*	−0.2482*	1
(ConsumerLoans)²	−0.0679*	−0.0031	−0.0058	−0.0881*	−0.0456*	−0.2720*	−0.1805*	0.8599*	1
Aver. Rate of Loans	−0.2316*	−0.1435*	−0.0911*	0.3733*	0.3043*	−0.0244	−0.0638*	0.1786*	0.0456*	1

Note(s): NPLs is the ratio of gross and net NPLs to total gross and net loans, respectively. gross loans_i is the value of the gross loan portfolio expressed in EUR millions for the i-th bank; $g r o s s l o a n s_{i}^{2}$ ⁠; $(\frac{b a n k o v e r d r a f t s_{i}}{l o a n s_{i}})$ ⁠; ${(\frac{b a n k o v e r d r a f t s_{i}}{l o a n s_{i}})}^{2}$ ⁠; $(\frac{m o r t g a g e l o a n s_{i}}{l o a n s_{i}})$ ⁠; ${(\frac{m o r t g a g e l o a n s_{i}}{l o a n s_{i}})}^{2}$ ⁠; $(\frac{c o n s u m e r l o a n s_{i}}{l o a n s_{i}})$ ⁠; ${(\frac{c o n s u m e r l o a n s_{i}}{l o a n s_{i}})}^{2}$ ⁠; Average Rate on Loans represented by the ratio between interest revenues over total gross loans; *denotes statistical significance at 5%

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