(1)

Risk

(2)

NPL

(3)

One-phase lag

dti

−0.0052***

−0.0039**

−0.0045**

(−2.64)

(−0.57)

(−0.47)

asset

−0.3924**

−0.0980***

−0.3134*

(−2.33)

(−2.62)

(−1.85)

roa

0.9551**

0.6530***

0.8821**

(0.64)

(2.90)

(2.45)

nop

−0.0284**

−0.0246**

−0.0351**

(−0.74)

(−1.63)

(−1.53)

nim

0.2020**

0.1030**

0.1836**

(0.90)

(1.02)

(0.84)

m2gdp

1.4748*

−0.4203

0.7277

(1.67)

(−0.67)

(0.89)

bci

0.0015

−0.0191**

−0.0125

(0.15)

(−2.15)

(−1.31)

L.risk

0.2672***

(6.71)

_cons

3.0635

1.3481

4.0188

(0.69)

(0.63)

(0.93)

Individual

YES

YES

YES

Time

YES

YES

YES

r²

0.3713

0.4072

0.1540

F-test

6.38

5.52

1.50

Prob > F = 0.0000

Prob > F = 0.0000

Prob > F = 0.0025