非系统重要性

系统重要性

VARIABLES

NPL

NPL

Fin

−0.220**

−1.636***

(0.339)

(0.207)

CAR

−0.0314

−0.0764***

(0.0293)

(0.0248)

ROA

−2.033**

−0.924***

(0.928)

(0.345)

ldr

−0.349*

−0.0706*

(0.154)

(0.258)

GDP

1.379

1.026

(2.050)

(1.574)

M2

−7.784**

−4.130*

(2.664)

(1.953)

Constant

5.916***

4.110***

(1.465)

(1.307)

Observations

36

102

R-squared

0.648

0.468

Number of bank

6

17