Variable

Coefficients

z statistics

P value

$\text{corporate}$

0.019

3.53

0.003***

$\Delta \text{capital}$

−0.014

−1

0.334

$g_{profit}$

0.007

2.42

0.028**

$R_{NPLs}$

−2.31

2.23

0.04**

$P_{loan}<50$

0.943

5.99

0***

$\Delta {\text{custom}}_A$

0.007

2.92

0.01**

$\Delta {\text{custom}}_B$

0.003

0.29

0.774

$\alpha$

0.525

4.67

0***