China listed bank | ac1 | ac2 | ac12 | acd1 | acd2 | acd12 | ad1 | ad2 | ad12 | b1 | b2 | b12 | bc1 | bc2 | bc12 |
Bank of China | 0.767 | 0.03 | 0.767 | 0.767 | 0.039 | 0.767 | 0.767 | 0.039 | 0.767 | 0.901 | 0.04 | 0.901 | 0.901 | 0.04 | 0.901 |
Agriculture Bank | 0.757 | 0.02 | 0.757 | 0.757 | 0.043 | 0.757 | 0.757 | 0.043 | 0.757 | 0.794 | 0.023 | 0.794 | 0.794 | 0.023 | 0.794 |
ICBC | 0.756 | 0.019 | 0.756 | 0.962 | 0.086 | 0.962 | 0.962 | 0.086 | 0.962 | 0.995 | 0.029 | 0.995 | 0.995 | 0.029 | 0.995 |
Construction Bank | 0.791 | 0.023 | 0.791 | 0.875 | 0.077 | 0.875 | 0.875 | 0.077 | 0.875 | 0.954 | 0.032 | 0.954 | 0.954 | 0.032 | 0.954 |
Communication Bank | 0.785 | 0.075 | 0.785 | 0.785 | 0.153 | 0.785 | 0.776 | 0.153 | 0.776 | 0.843 | 0.086 | 0.843 | 0.846 | 0.086 | 0.846 |
Everbright Bank | 0.82 | 0.194 | 0.828 | 0.82 | 0.22 | 0.828 | 0.804 | 0.22 | 0.81 | 0.855 | 0.211 | 0.855 | 0.864 | 0.211 | 0.864 |
Huaxia Bank | 0.794 | 0.242 | 0.807 | 1 | 1 | 1 | 1 | 1 | 1 | 0.777 | 0.244 | 0.784 | 0.79 | 0.244 | 0.79 |
Bank of Beijing | 1 | 0.721 | 1 | 1 | 0.721 | 1 | 0.734 | 0.337 | 0.756 | 0.957 | 0.5 | 1 | 1 | 0.721 | 1 |
Minsheng Bank | 1 | 0.139 | 1 | 1 | 0.366 | 1 | 1 | 0.366 | 1 | 0.781 | 0.12 | 0.781 | 0.803 | 0.138 | 0.803 |
Bank of Nanjing | 0.921 | 1 | 1 | 0.928 | 1 | 1 | 0.796 | 1 | 1 | 0.787 | 0.785 | 0.923 | 0.816 | 1 | 1 |
Bank of Ningbo | 0.921 | 1 | 1 | 0.921 | 1 | 1 | 0.921 | 1 | 1 | 0.808 | 1 | 1 | 0.822 | 1 | 1 |
Ping An Bank | 0.893 | 0.215 | 0.901 | 0.893 | 0.275 | 0.901 | 0.884 | 0.275 | 0.892 | 1 | 0.259 | 1 | 1 | 0.259 | 1 |
Pudong Development Bank | 0.989 | 0.161 | 0.989 | 1 | 0.161 | 1 | 0.829 | 0.15 | 0.829 | 0.88 | 0.127 | 0.88 | 0.912 | 0.161 | 0.912 |
Industrial Bank | 1 | 0.142 | 1 | 1 | 0.255 | 1 | 0.98 | 0.255 | 0.98 | 0.836 | 0.124 | 0.836 | 0.86 | 0.142 | 0.86 |
Merchants Bank | 0.922 | 0.105 | 0.922 | 0.922 | 0.138 | 0.922 | 0.921 | 0.138 | 0.921 | 0.77 | 0.097 | 0.77 | 0.789 | 0.105 | 0.789 |
Citic Bank | 0.899 | 0.15 | 0.899 | 1 | 0.33 | 1 | 0.834 | 0.326 | 0.834 | 0.769 | 0.125 | 0.769 | 0.794 | 0.15 | 0.794 |
Minimum | 0.756 | 0.019 | 0.756 | 0.757 | 0.039 | 0.757 | 0.734 | 0.039 | 0.756 | 0.769 | 0.023 | 0.769 | 0.789 | 0.023 | 0.789 |
Maximum | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
Average | 0.876 | 0.265 | 0.888 | 0.914 | 0.367 | 0.925 | 0.865 | 0.342 | 0.885 | 0.857 | 0.238 | 0.880 | 0.871 | 0.271 | 0.894 |
Standard deviation | 0.094 | 0.331 | 0.101 | 0.090 | 0.355 | 0.094 | 0.091 | 0.342 | 0.096 | 0.082 | 0.285 | 0.089 | 0.079 | 0.329 | 0.087 |