China listed bank | bcd1 | bcd2 | bcd12 | bd1 | bd2 | bd12 | c1 | c2 | c12 | cd1 | cd2 | cd12 | d1 | d2 | d12 |
Bank of China | 0.901 | 0.044 | 0.901 | 0.901 | 0.044 | 0.901 | 0.404 | 0.025 | 0.404 | 0.55 | 0.033 | 0.55 | 0.17 | 0.024 | 0.17 |
Agriculture Bank | 0.796 | 0.043 | 0.796 | 0.796 | 0.043 | 0.796 | 0.3 | 0.012 | 0.3 | 0.494 | 0.037 | 0.494 | 0.348 | 0.033 | 0.348 |
ICBC | 1 | 0.094 | 1 | 1 | 0.094 | 1 | 0.392 | 0.016 | 0.392 | 0.9 | 0.083 | 0.9 | 0.9 | 0.083 | 0.9 |
Construction Bank | 0.975 | 0.081 | 0.975 | 0.958 | 0.081 | 0.958 | 0.414 | 0.019 | 0.414 | 0.718 | 0.07 | 0.718 | 0.606 | 0.065 | 0.606 |
Communication Bank | 0.931 | 0.156 | 0.931 | 0.845 | 0.156 | 0.845 | 0.524 | 0.074 | 0.524 | 0.773 | 0.149 | 0.773 | 0.357 | 0.116 | 0.357 |
Everbright Bank | 0.874 | 0.236 | 0.874 | 0.855 | 0.236 | 0.855 | 0.565 | 0.192 | 0.565 | 0.704 | 0.192 | 0.712 | 0.165 | 0.13 | 0.165 |
Huaxia Bank | 1 | 1 | 1 | 1 | 1 | 1 | 0.556 | 0.241 | 0.556 | 1 | 1 | 1 | 1 | 1 | 1 |
Bank of Beijing | 1 | 0.721 | 1 | 0.957 | 0.5 | 1 | 1 | 0.721 | 1 | 1 | 0.721 | 1 | 0.096 | 0.159 | 0.159 |
Minsheng Bank | 1 | 0.352 | 1 | 0.784 | 0.344 | 0.832 | 0.644 | 0.137 | 0.644 | 1 | 0.352 | 1 | 0.593 | 0.291 | 0.593 |
Bank of Nanjing | 0.917 | 1 | 1 | 0.788 | 1 | 1 | 0.727 | 1 | 1 | 0.917 | 1 | 1 | 0.222 | 0.707 | 0.707 |
Bank of Ningbo | 0.822 | 1 | 1 | 0.808 | 1 | 1 | 0.579 | 0.989 | 0.989 | 0.685 | 0.989 | 0.989 | 0.12 | 0.473 | 0.473 |
Ping An Bank | 1 | 0.303 | 1 | 1 | 0.303 | 1 | 0.594 | 0.212 | 0.594 | 0.784 | 0.251 | 0.793 | 0.219 | 0.181 | 0.219 |
Pudong Development Bank | 1 | 0.161 | 1 | 0.881 | 0.158 | 0.881 | 0.809 | 0.161 | 0.809 | 1 | 0.161 | 1 | 0.229 | 0.105 | 0.229 |
Industrial Bank | 1 | 0.25 | 1 | 0.839 | 0.248 | 0.853 | 0.692 | 0.141 | 0.692 | 0.996 | 0.25 | 0.996 | 0.403 | 0.19 | 0.403 |
Merchants Bank | 0.857 | 0.126 | 0.857 | 0.771 | 0.126 | 0.771 | 0.597 | 0.104 | 0.597 | 0.791 | 0.124 | 0.791 | 0.223 | 0.089 | 0.223 |
Citic Bank | 1 | 0.33 | 1 | 0.772 | 0.322 | 0.801 | 0.669 | 0.15 | 0.669 | 1 | 0.33 | 1 | 0.508 | 0.263 | 0.508 |
Minimum | 0.796 | 0.043 | 0.796 | 0.771 | 0.043 | 0.771 | 0.3 | 0.012 | 0.3 | 0.494 | 0.033 | 0.494 | 0.096 | 0.024 | 0.159 |
Maximum | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
Average | 0.942 | 0.369 | 0.958 | 0.872 | 0.353 | 0.906 | 0.592 | 0.262 | 0.634 | 0.832 | 0.359 | 0.857 | 0.385 | 0.244 | 0.441 |
Standard deviation | 0.072 | 0.354 | 0.066 | 0.086 | 0.343 | 0.087 | 0.173 | 0.331 | 0.220 | 0.170 | 0.357 | 0.172 | 0.272 | 0.268 | 0.263 |