Sample country | Non-performing loans (NPL/TL) | Liquidity (LIQ/TA) | Capital regulation (REQ/RWA) | Profitability (ROA) | Inefficiency (C/I) | Income diversification (NI/TI) | ||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Mean | Median | Mean | Median | Mean | Median | Mean | Median | Mean | Median | Mean | Median | |
Panel (A): Descriptive summary of banking sector variables | ||||||||||||
Brazil | 3.244 | 3.111 | 19.001 | 17.002 | 63.882 | 65.011 | 1.545 | 1.588 | 58.868 | 57.838 | 34.832 | 32.414 |
Russia | 6.687 | 6.731 | 30.012 | 44.014 | 34.059 | 31.003 | 1.138 | 1.003 | 72.925 | 64.368 | 63.863 | 60.734 |
India | 5.393 | 4.346 | 1.001 | 1.034 | 20.294 | 18.081 | 0.769 | 0.979 | 47.375 | 46.523 | 31.921 | 30.849 |
China | 3.241 | 1.747 | 1.011 | 1.017 | 29.471 | 27.002 | 0.952 | 0.964 | 37.359 | 37.179 | 16.615 | 15.427 |
South Africa | 3.466 | 3.641 | 32.022 | 32.019 | 37.706 | 41.001 | 1.162 | 1.161 | 57.477 | 57.743 | 46.534 | 46.817 |
Total | 4.406 | 3.467 | 16.601 | 10.001 | 37.082 | 36.066 | 1.113 | 1.019 | 54.801 | 54.717 | 38.752 | 35.776 |
Sample country | Financial market development (DC/GDP) | Lending interest rate (LIR) | Country risk index (CRI) | Global economic policy uncertainty (GR) | ||||
---|---|---|---|---|---|---|---|---|
Mean | Median | Mean | Median | Mean | Median | Mean | Median | |
Panel (B): Descriptive summary of country-level variables | ||||||||
Brazil | 53.868 | 59.484 | 42.638 | 43.717 | 69.651 | 69.792 | 141.361 | 124.121 |
Russia | 44.831 | 45.257 | 10.728 | 10.561 | 71.799 | 71.938 | 141.361 | 124.121 |
India | 48.631 | 50.126 | 10.487 | 10.251 | 69.411 | 69.729 | 141.361 | 124.121 |
China | 134.946 | 128.918 | 5.379 | 5.581 | 74.673 | 74.333 | 141.361 | 124.121 |
South Africa | 69.096 | 67.585 | 10.381 | 10.125 | 69.686 | 69.385 | 141.361 | 124.121 |
Total | 70.274 | 59.967 | 15.922 | 10.292 | 71.044 | 70.865 | 141.361 | 124.121 |
Sample country | Political risk index (PRI) | Economic risk index (ERI) | Financial risk index (FRI) | |||
---|---|---|---|---|---|---|
Mean | Median | Mean | Median | Mean | Median | |
Panel (C): Descriptive summary of country risk sub-index variables | ||||||
Brazil | 65.719 | 66.208 | 35.188 | 35.792 | 38.411 | 38.938 |
Russia | 61.333 | 60.729 | 38.617 | 39.625 | 43.648 | 44.333 |
India | 61.331 | 61.458 | 34.526 | 35.167 | 42.979 | 43.146 |
China | 62.031 | 61.021 | 40.227 | 40.001 | 47.135 | 47.479 |
South Africa | 66.539 | 66.354 | 34.339 | 33.667 | 38.448 | 38.542 |
Total | 63.391 | 63.396 | 36.579 | 36.396 | 42.124 | 42.396 |