Determinants of the excess of NPLs’ excess–summary statistics
| Size | Variables | Mean | Dev. Std. | Median | Min. | Max. |
|---|---|---|---|---|---|---|
| 5 larger groups | Tier 1 ratio | 20.00% | 14.00% | 15.00% | 7.00% | 93.00% |
| ROA | 2.00% | 1.00% | 2.00% | −1.00% | 5.00% | |
| Loans growth | 2.00% | 12.00% | 0.00% | −63.00% | 58.00% | |
| Cost-to-Income | 0.68 | 0.17 | 0.66 | 0.31 | 2.07 | |
| GDP growth | 1.00% | 2.00% | 1.00% | −3.00% | 3.00% | |
| Size (Ln) | 16.95 | 1.58 | 16.71 | 13.99 | 20.04 | |
| Large banks | Tier 1 ratio | 16.00% | 6.00% | 15.00% | 6.00% | 44.00% |
| ROA | 2.00% | 1.00% | 2.00% | −1.00% | 6.00% | |
| Loans growth | 4.00% | 6.00% | 3.00% | −14.00% | 29.00% | |
| Cost-to-Income | 0.65 | 0.19 | 0.62 | 0.29 | 1.49 | |
| GDP growth | 1.00% | 2.00% | 1.00% | −3.00% | 3.00% | |
| Size (Ln) | 17.13 | 0.63 | 17.14 | 15.76 | 18.37 | |
| Small banks | Tier 1 ratio | 15.00% | 6.00% | 14.00% | 4.00% | 80.00% |
| ROA | 2.00% | 1.00% | 2.00% | −15.00% | 14.00% | |
| Loans growth | 2.00% | 12.00% | 2.00% | −206.00% | 36.00% | |
| Cost-to-Income | 0.71 | 0.64 | 0.69 | 0.25 | 13.48 | |
| GDP growth | 1.00% | 2.00% | 1.00% | −3.00% | 4.00% | |
| Size (Ln) | 14.55 | 1.1 | 14.65 | 11.19 | 16.45 | |
| Mutual banks | Tier 1 ratio | 19.00% | 7.00% | 17.00% | 0.00% | 81.00% |
| ROA | 2.00% | 1.00% | 2.00% | −2.00% | 6.00% | |
| Loans growth | 3.00% | 8.00% | 2.00% | −202.00% | 77.00% | |
| Cost-to-Income | 0.69 | 0.13 | 0.68 | 0.2 | 3.84 | |
| GDP growth | 1.00% | 2.00% | 1.00% | −3.00% | 4.00% | |
| Size (Ln) | 12.82 | 0.92 | 12.82 | 10.39 | 16.3 | |
| Total | Tier 1 ratio | 18.00% | 7.00% | 16.00% | 0.00% | 93.00% |
| ROA | 2.00% | 1.00% | 2.00% | −15.00% | 14.00% | |
| Loans growth | 3.00% | 9.00% | 2.00% | −206.00% | 77.00% | |
| Cost-to-Income | 0.69 | 0.29 | 0.68 | −0.20 | 13.48 | |
| GDP growth | 1.00% | 2.00% | 1.00% | −3.00% | 4.00% | |
| Size (Ln) | 13.39 | 1.53 | 13.14 | 10.38 | 20.05 |
| Size | Variables | Mean | Dev. Std. | Median | Min. | Max. |
|---|---|---|---|---|---|---|
| 5 larger groups | 20.00% | 14.00% | 15.00% | 7.00% | 93.00% | |
| 2.00% | 1.00% | 2.00% | −1.00% | 5.00% | ||
| 2.00% | 12.00% | 0.00% | −63.00% | 58.00% | ||
| 0.68 | 0.17 | 0.66 | 0.31 | 2.07 | ||
| 1.00% | 2.00% | 1.00% | −3.00% | 3.00% | ||
| 16.95 | 1.58 | 16.71 | 13.99 | 20.04 | ||
| Large banks | 16.00% | 6.00% | 15.00% | 6.00% | 44.00% | |
| 2.00% | 1.00% | 2.00% | −1.00% | 6.00% | ||
| 4.00% | 6.00% | 3.00% | −14.00% | 29.00% | ||
| 0.65 | 0.19 | 0.62 | 0.29 | 1.49 | ||
| 1.00% | 2.00% | 1.00% | −3.00% | 3.00% | ||
| 17.13 | 0.63 | 17.14 | 15.76 | 18.37 | ||
| Small banks | 15.00% | 6.00% | 14.00% | 4.00% | 80.00% | |
| 2.00% | 1.00% | 2.00% | −15.00% | 14.00% | ||
| 2.00% | 12.00% | 2.00% | −206.00% | 36.00% | ||
| 0.71 | 0.64 | 0.69 | 0.25 | 13.48 | ||
| 1.00% | 2.00% | 1.00% | −3.00% | 4.00% | ||
| 14.55 | 1.1 | 14.65 | 11.19 | 16.45 | ||
| Mutual banks | 19.00% | 7.00% | 17.00% | 0.00% | 81.00% | |
| 2.00% | 1.00% | 2.00% | −2.00% | 6.00% | ||
| 3.00% | 8.00% | 2.00% | −202.00% | 77.00% | ||
| 0.69 | 0.13 | 0.68 | 0.2 | 3.84 | ||
| 1.00% | 2.00% | 1.00% | −3.00% | 4.00% | ||
| 12.82 | 0.92 | 12.82 | 10.39 | 16.3 | ||
| Total | 18.00% | 7.00% | 16.00% | 0.00% | 93.00% | |
| 2.00% | 1.00% | 2.00% | −15.00% | 14.00% | ||
| 3.00% | 9.00% | 2.00% | −206.00% | 77.00% | ||
| 0.69 | 0.29 | 0.68 | −0.20 | 13.48 | ||
| 1.00% | 2.00% | 1.00% | −3.00% | 4.00% | ||
| 13.39 | 1.53 | 13.14 | 10.38 | 20.05 |
Note(s): TIER1i,t−1 capital ratio; ROAi,t−1 is the return on asset ratio between profit before taxes and total assets; GLGRi,t−1, i.e. the Gross Loan Growth Rate; Cost-to-Incomei,t−1 is the cost-to-income ratio measured by operating expenses over the intermediation margin; GDP growtht−1 captures the macroeconomic conditions or business cycle for Italy; Sizei,t−1 is the natural logarithm of total assets
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