|
| LLP |
| Sys | 0.0030*** (6.51) |
| Tier1 | 0.0000 (0.54) |
| Tier1 × Sys | −0.0001*** (−4.08) |
| NPL | 0.1534*** (8.70) |
| LOAN | 0.0277*** (12.99) |
| NCO | −0.8625*** (−2.66) |
| EBTP | 0.1784** (2.17) |
| ROE | 0.0000 (0.87) |
| SIZE | −0.0006** (−2.54) |
| GROWTH | −0.0000*** (−3.31) |
| c | 0.0061 (1.37) |
| Annual fixed effect | yes |
| N | 515 |
| R2 | 0.47 |