Amount of Credit | NFSR | LCR | Capital Requirement | Leverage | PD | Size | VAR | Log_Operational Risk | ||
Amount of credit | Pearson | 1 | ||||||||
Sig. | ||||||||||
NSFR | Pearson | −0.006 | 1 | |||||||
Sig. | 0.915 | |||||||||
LCR | Pearson | 0 | −0.041 | 1 | ||||||
Sig. | 0.994 | 0.448 | ||||||||
Capital Requirement | Pearson | −0.789 | 0.04 | −0.008 | 1 | |||||
Sig. | 0 | 0.455 | 0.887 | |||||||
Leverage | Pearson | 0.007 | 0.095 | −0.03 | −0.016 | 1 | ||||
Sig. | 0.897 | 0.08 | 0.582 | 0.767 | ||||||
PD | Pearson | −0.827 | 0.023 | 0.013 | 0.73 | −0.001 | 1 | |||
Sig. | 0 | 0.667 | 0.804 | 0 | 0.984 | |||||
Size | Pearson | 0.055 | 0.028 | −0.018 | −0.074 | 0.068 | −0.067 | 1 | ||
Sig. | 0.311 | 0.608 | 0.747 | 0.173 | 0.209 | 0.215 | ||||
Var | Pearson | −0.021 | 0.1 | −0.143 | 0.047 | −0.036 | −0.3 | 0.044 | 1 | |
Sig. | 0.692 | 0.064 | 0.008 | 0.384 | 0.509 | 0.58 | 0.421 | |||
Log_OperationalRisk | Pearson | −0.011 | −0.052 | −0.096 | 0.034 | 0.004 | 0.009 | 0.057 | 0.04 | 1 |
Sig. | 0.842 | 0.34 | 0.076 | 0.535 | 0.94 | 0.864 | 0.289 | 0.457 |