Appendices for Impact of Bank-Specific and Macro-Economic Variables on Bank
Performance
Appendix A: Descriptive statistics
Table 1. World regions
Descriptive Statistics 2283 -3,81 48,53 3,4737 3,53834 4,114 ,051 29,160 ,102 2291 -27,59 99,15 12,1899 12,32329 3,300 ,051 14,309 ,102 2284 -,04 99,94 53,1863 24,89138 -,425 ,051 -,620 ,102 2290 ,00 111,99 72,7216 21,14327 -1,583 ,051 2,103 ,102 2291 ,08 105,48 90,5824 10,33908 -3,680 ,051 19,501 ,102 2291 ,00 61,36 3,3236 3,97984 5,994 ,051 58,436 ,102 2289 ,00 1,00 ,2835 ,45081 ,961 ,051 -1,077 ,102 2291 -3,10 17,73 7,9830 2,80342 ,025 ,051 1,323 ,102 2220 ,00 51,00 3,4482 3,37628 5,079 ,052 55,639 ,104 2107 -12,16 25,57 1,0617 7,90130 1,771 ,053 3,005 ,107 2077 NIM ETA LTA STFTA EATA OVTA FO lnbanksize inflation CAGDP Valid N (listwise)
Statistic Statistic Statistic Statistic Statistic Statistic Std. Error Statistic Std. Error N Minimum Maximum Mean Std.
Deviation
Skewness Kurtosis
Table 2. East Europe
Descriptive Statistics 321 -1,36 35,82 5,0687 3,74007 2,951 ,136 16,534 ,271 321 2,60 84,77 14,1711 10,98153 2,936 ,136 11,766 ,271 319 ,11 96,91 51,9195 19,01286 -,360 ,137 ,145 ,272 321 1,88 96,26 76,4405 16,41146 -2,214 ,136 5,860 ,271 321 5,43 99,43 87,3111 10,91409 -2,547 ,136 11,740 ,271 321 ,32 61,36 4,6433 5,54061 6,651 ,136 56,115 ,271 321 ,00 1,00 ,6199 ,48616 -,497 ,136 -1,765 ,271 321 -3,10 17,20 7,6103 4,27754 ,147 ,136 -,346 ,271 292 ,00 18,00 6,8664 3,84037 ,266 ,143 -,738 ,284 282 -8,24 4,66 -1,6155 4,17758 ,382 ,145 -1,087 ,289 268 NIM ETA LTA STFTA EATA OVTA FO lnbanksize inflation CAGDP Valid N (listwise)
Statistic Statistic Statistic Statistic Statistic Statistic Std. Error Statistic Std. Error N Minimum Maximum Mean Std.
Deviation
Table 3. West Europe
Descriptive Statistics 963 -2,20 25,85 2,3168 2,15006 3,816 ,079 27,047 ,157 967 ,09 99,15 10,9723 12,30419 3,807 ,079 18,387 ,157 966 ,00 99,94 51,8414 28,61159 -,254 ,079 -1,107 ,157 967 ,02 99,12 70,5156 21,90205 -1,297 ,079 1,283 ,157 967 ,08 99,95 92,6654 9,75703 -5,110 ,079 34,734 ,157 967 ,00 51,82 2,8607 3,52190 5,600 ,079 52,109 ,157 966 ,00 1,00 ,2329 ,42291 1,266 ,079 -,399 ,157 967 2,12 17,29 8,2315 2,13206 ,604 ,079 ,924 ,157 966 ,00 9,00 2,2547 1,30577 2,216 ,079 7,623 ,157 966 -12,16 25,12 3,6398 9,44329 1,337 ,079 ,618 ,157 960 NIM ETA LTA STFTA EATA OVTA FO lnbanksize inflation CAGDP Valid N (listwise)Statistic Statistic Statistic Statistic Statistic Statistic Std. Error Statistic Std. Error N Minimum Maximum Mean Std.
Deviation
Skewness Kurtosis
Table 4. North America
Descriptive Statistics 369 -3,81 14,40 3,4026 1,60792 1,136 ,127 10,894 ,253 369 1,32 68,57 10,7415 6,78465 4,107 ,127 24,710 ,253 368 ,00 97,66 62,2913 20,08346 -1,237 ,127 1,494 ,254 369 ,51 94,55 74,4854 18,73904 -2,090 ,127 4,451 ,253 369 18,82 99,71 90,0080 9,91237 -4,456 ,127 25,216 ,253 369 ,09 48,27 3,1027 3,37162 8,074 ,127 93,233 ,253 369 ,00 1,00 ,0894 ,28575 2,889 ,127 6,382 ,253 369 4,12 14,21 8,3893 1,68335 ,382 ,127 ,197 ,253 369 2,00 3,00 2,9377 ,24208 -3,636 ,127 11,278 ,253 369 -6,08 2,30 -5,4484 2,22250 3,216 ,127 8,390 ,253 368 NIM ETA LTA STFTA EATA OVTA FO lnbanksize inflation CAGDP Valid N (listwise)
Statistic Statistic Statistic Statistic Statistic Statistic Std. Error Statistic Std. Error N Minimum Maximum Mean Std.
Deviation
Table 5. Far and Central Asia
Descriptive Statistics 412 -,86 30,73 3,3792 3,69523 3,519 ,120 15,313 ,240 416 -27,59 98,72 12,6699 14,68464 2,529 ,120 8,254 ,239 413 ,00 97,44 52,7524 21,84835 -,665 ,120 ,101 ,240 415 ,00 111,99 74,6722 23,94038 -1,685 ,120 1,899 ,239 416 25,47 105,48 90,8250 10,00753 -3,183 ,120 13,305 ,239 416 ,01 24,74 2,4147 2,74560 3,555 ,120 17,811 ,239 415 ,00 1,00 ,2289 ,42064 1,295 ,120 -,324 ,239 416 -1,69 14,35 7,4604 3,14808 -,562 ,120 -,088 ,239 375 ,00 8,00 2,6693 2,62087 ,462 ,126 -1,150 ,251 276 -9,83 25,57 4,3959 5,78238 2,507 ,147 7,274 ,292 267 NIM ETA LTA STFTA EATA OVTA FO lnbanksize inflation CAGDP Valid N (listwise)Statistic Statistic Statistic Statistic Statistic Statistic Std. Error Statistic Std. Error N Minimum Maximum Mean Std.
Deviation
Skewness Kurtosis
Table 6. South America
Descriptive Statistics 218 -3,16 48,53 6,5341 6,41527 2,879 ,165 12,323 ,328 218 -10,07 97,68 16,2090 15,09063 2,597 ,165 7,869 ,328 218 -,04 99,04 46,4522 23,72579 ,064 ,165 -,701 ,328 218 ,46 97,21 70,3316 20,82077 -1,395 ,165 1,205 ,328 218 22,40 99,59 86,6689 10,91999 -2,218 ,165 7,721 ,328 218 ,14 41,80 5,5425 4,77754 3,356 ,165 18,184 ,328 218 ,00 1,00 ,4450 ,49810 ,223 ,165 -1,968 ,328 218 1,83 17,73 7,7394 3,25833 1,170 ,165 1,167 ,328 218 ,00 51,00 6,3624 6,72171 4,414 ,165 25,714 ,328 214 -6,72 11,73 -,1225 3,10887 1,031 ,166 5,711 ,331 214 NIM ETA LTA STFTA EATA OVTA FO lnbanksize inflation CAGDP Valid N (listwise)
Statistic Statistic Statistic Statistic Statistic Statistic Std. Error Statistic Std. Error N Minimum Maximum Mean Std.
Deviation
Appendix B. Multiple regression analysis
Dependent Variable: NIM Method: Least Squares
White Heteroskedasticity-Consistent Standard Errors & Covariance
Coefficient Std. Error t-Statistic Prob.
C 0.847160 1.436672 0.589669 0.5555 ETA 0.062467 0.010499 5.949733 0.0000 LTA 0.040180 0.002912 13.79700 0.0000 STFTA 0.001125 0.004240 0.265372 0.7907 EATA -0.021312 0.014442 -1.475673 0.1402 OVTA 0.191375 0.064747 2.955731 0.0032 FO -0.240483 0.178140 -1.349968 0.1772 LNBANKSIZE -0.022196 0.024034 -0.923541 0.3558 INFLATION 0.352886 0.051779 6.815180 0.0000 CAGDP -0.041613 0.006803 -6.116464 0.0000
Appendix C. Multiple regression analysis with regional dummy variables
Dependent Variable: NIM Method: Least Squares
White Heteroskedasticity-Consistent Standard Errors & Covariance
Coefficient Std. Error t-Statistic Prob.
C 0.389723 1.432147 0.272125 0.7856 ETA 0.055285 0.010355 5.338771 0.0000 LTA 0.040554 0.002848 14.24070 0.0000 STFTA -0.000868 0.004330 -0.200541 0.8411 EATA -0.015569 0.014748 -1.055696 0.2912 OVTA 0.180496 0.060714 2.972879 0.0030 FO -0.427489 0.172657 -2.475935 0.0134 LNBANKSIZE -0.031237 0.025454 -1.227203 0.2199 INFLATION 0.298128 0.059360 5.022335 0.0000 CAGDP -0.042304 0.007586 -5.576462 0.0000 DUMEAST 0.584509 0.302920 1.929578 0.0538 DUMWEEUR 0.055120 0.153280 0.359601 0.7192 DUMASIA 1.225852 0.261679 4.684571 0.0000 DUMSCAME 2.317052 0.367498 6.304938 0.0000
Appendix D. Multiple regression analysis with dummy variable (banks from
developing countries)
Dependent Variable: NIM Method: Least Squares
White Heteroskedasticity-Consistent Standard Errors & Covariance
Coefficient Std. Error t-Statistic Prob.
C 0.381740 1.451863 0.262931 0.7926 ETA 0.055775 0.010282 5.424765 0.0000 LTA 0.039247 0.002824 13.89549 0.0000 STFTA -0.001993 0.004342 -0.459016 0.6463 EATA -0.014004 0.014810 -0.945621 0.3445 OVTA 0.190392 0.063114 3.016646 0.0026 FO -0.488981 0.173278 -2.821948 0.0048 LNBANKSIZE -0.026971 0.024317 -1.109132 0.2675 INFLATION 0.296803 0.053187 5.580326 0.0000 CAGDP -0.040792 0.006705 -6.083471 0.0000 DEVELOPING 1.280057 0.191031 6.700783 0.0000
