Explanatory variables

VIF

1/VIF

interbank rate

115.93

0.0086

logarithm of total assets

44.39

0.0225

treasury bill rate

32.63

0.0306

core inflation

31.02

0.0322

logarithm of total loans

24.18

0.0413

logarithm of total securities

10.18

0.0982

lending rate

7.26

0.1378

logarithm of money supply

5.75

0.1738

First lag of return on assets

2.05

0.4882

Capital ratio

1.20

0.8347

Mean VIF

27.46