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Table 4 Descriptive summary (2004–2020)

From: Does country risk impact the banking sectors’ non-performing loans? Evidence from BRICS emerging economies

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

  1. This table shows the descriptive statistics of the explanatory variables in the regressions