| Baseline Model (Bank-Year Level) |
Variable | Dependent Var. = ALLP |
Intercept | 1.719 (1.26) |
HCE | 0.001** (2.20) |
SCE | −0.00001 (−0.12) |
RCE | 0.888** (2.51) |
TIER1 | 0.814 (1.24) |
ROA | −35.186*** (−17.99) |
LIQUIDITY | 0.241 (1.00) |
NPL | −29.872*** (−29.98) |
CI | 1.192*** (6.75) |
LOANS/DEP | 0.282*** (2.60) |
SIZE | −0.073*** (−4.67) |
GDPPC | −0.069 (−0.56) |
UNEMPLOYMENT | −0.050*** (−6.32) |
POPULATION | 0.093*** (6.28) |
YEAR FIXED EFFECTS | YES |
Adj. R2 | 0.0487 |
# of Observations | 106,272 |