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 |
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