Table 7 Summary statistics and definitions of variables
From: Diversification, bank performance and risk: have Tunisian banks adopted the new business model?
Variables | Definitions | Measures | Mean | Std Dev |
|---|---|---|---|---|
ROE | Return on assets | Net income / Total Assets | 0.114 | 0.784 |
ROA | Return on equity | Net income / Total Equity | 0.002 | 0.049 |
SHROA | Sharpe ratios ROA | Standard deviation of ROA | 0.023 | 0.041 |
SHROE | Sharpe ratios ROE | Standard deviation of ROE | 0.280 | 0.720 |
SIZE | Size | Logarithm of Total Assets | 13.999 | 1.388 |
LR | liquidty risk | Total Loans / Total Deposit | 1.759 | 4.107 |
LS | Loans specialization | Total Loans / Total Assets | 0.840 | 0.104 |
CAPR | Capital ratio | Equity / Total Assets | 0.117 | 0.442 |
NII | Noninterest income | Noninterest income / Total assets | 0.011 | 0.008 |
CD | Cost of deposit | Interest expenses / Total Deposit | 0.052 | 0.080 |
HHI | Index of Hirshmen Hirfendhal | Sum of squared market share (Assets) | 0.095 | 0.004 |
ATM | Number of ATMs | The logarithm of the number of ATMs | 7.770 | 1.069 |
CARD | Number of credit cards | The logarithm number of credit cards | 14.506 | 0.412 |
CRISIS | International financial crisis | Dummy variable equal 0 before 2008 and 1 after | 0.625 | 0.485 |
GDP | GDP per capita | Annual growth rate of GDP per capita | 0.032 | 0.021 |
INF | inflation rate | Customer index price | 0.043 | 0.010 |