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 |