| Category | Variable | N | St. Dev. | Mean | Median | P25 | P75 |
| Dependent Variables | Z-Score | 3363 | 1.139 | 4.652 | 4.750 | 3.973 | 5.438 |
| DD | 3373 | 0.464 | 2.840 | 2.827 | 2.526 | 3.162 | |
| Idio Vol | 3363 | 0.047 | 0.045 | 0.031 | 0.014 | 0.060 | |
| Explanatory Variables | Total 1 Cap | 3232 | 0.038 | 0.147 | 0.1424 | 0.118 | 0.17 |
| Tier 1 Lev | 3336 | 0.031 | 0.070 | 0.064 | 0.047 | 0.087 | |
| TEXASR | 3007 | 0.232 | 0.200 | 0.135 | 0.050 | 0.274 | |
| LLPGL | 3196 | 0.713 | 0.796 | 0.621 | 0.484 | 0.780 | |
| COV | 3022 | 0.019 | −0.001 | −0.001 | −0.009 | 0.003 | |
| LIQ | 3268 | 0.101 | 0.138 | 0.114 | 0.063 | 0.192 | |
| EFF | 3315 | 0.016 | 0.123 | 0.120 | 0.110 | 0.137 | |
| SIZE | 3336 | 0.151 | −0.008 | 0.014 | −0.034 | 0.052 | |
| ∆GDP | 3465 | 0.166 | 0.124 | 0.676 | −0.027 | 0.216 | |
| EURIBOR | 3528 | 1.661 | 1.249 | −0.027 | 0.677 | 2.162 | |
| HHI | 3136 | 0.233 | 0.182 | 0.039 | 0.095 | 0.210 |