Variable

Coefficient

Std. Error

t-value

Pr (>|t|)

Constant

−0.0284

0.1868

−0.1520

0.8808

RWA.t

0.4073

0.4625

0.8810

0.3901

RWA.1

−1.4886

0.4668

−3.1890

0.0051**

RWA.4

−0.7377

0.5057

−1.4590

0.1618

ROE.t

−0.0196

0.0186

−1.0560

0.3048

ROE.1

−0.0457

0.0271

−1.6830

0.1096

ROE.2

−0.0673

0.0236

−2.8500

0.0106*

ROE.3

−0.0693

0.0257

−2.6940

0.0148*

ROE.4

−0.0302

0.0102

−2.9480

0.0086 **

EIR.t

−0.0002

0.0002

−0.9500

0.3548

LR.t

0.4547

0.1991

2.2840

0.0348 *

LR.1

0.4294

0.1864

2.3040

0.0334 *

LR.2

−0.2145

0.1243

−1.7260

0.1015

LR.3

−0.0354

0.1684

−0.2100

0.8360

LR.4

−0.2841

0.1329

−2.1370

0.0466*

LnEXR.t

0.1088

0.0359

3.0330

0.0072 **

LnEXR.1

−0.0511

0.0405

−1.2610

0.2235

LnEXR.2

0.0396

0.0488

0.8110

0.4282

LnEXR.3

0.0304

0.0452

0.6710

0.5106

LnEXR.4

−0.1197

0.0415

−2.8820

0.0099 **

NPL.1

0.8622

0.1391

6.2000

0.0000***

R-squared: 0.9470, Adjusted R-squared: 0.8882, p-value: 0.0000