Dependent variable | (1) ROA | (2) ROE | (3) NPL ratio | (4) Cost | (5) Market share |
---|---|---|---|---|---|
Protect×(1–HHI) | − 0.097c (0.025) | −1.510c (0.401) | 12.453a (6.603) | 0.113c (0.031) | −0.065 (0.644) |
Protect | 0.013 (0.011) | 0.242 (0.177) | −2.859 (2.911) | 0.002 (0.014) | −0.649b (0.284) |
1–HHI | −0.010c (0.002) | − 0.165c (0.030) | 2.751c (0.495) | 0.013c (0.002) | 0.362c (0.048) |
Loan ratio | 0.004 (0.003) | −0.047 (0.045) | 0.523 (0.749) | 0.025c (0.004) | 0.406c (0.073) |
Asset ratio | −0.001c (0.004) | − 0.024c (0.007) | − 0.173 (0.120) | − 0.001 (0.001) | − 0.010 (0.012) |
Capital | 0.003 (0.017) | −0.447c (0.067) | −1.198 (1.118) | 0.010a (0.005) | − 0.248b (0.109) |
Asset quality | 0.003 (0.002) | − 0.016 (0.029) | 0.132 (0.479) | 0.000 (0.002) | 0.012 (0.047) |
GDP | 0.018 (0.027) | 0.083a (0.045) | −0.025c (0.007) | −0.027 (0.034) | − 0.064c (0.007) |
Age | −0.002 (0.002) | − 0.010c (0.003) | − 0.320c (0.048) | − 0.003c (0.007) | − 0.028c (0.005) |
Size | 0.007b (0.003) | 0.001a (0.001) | 0.011 (0.010) | 0.001 (0.004) | 0.012c (0.001) |
Constant | 0.011c (0.003) | 0.322c (0.051) | 6.404c (0.822) | 0.048c (0.004) | 0.860c (0.080) |
Year fixed effects | Yes | Yes | Yes | Yes | Yes |
Bank fixed effects | Yes | Yes | Yes | Yes | Yes |
N | 736 | 736 | 741 | 729 | 741 |
R2 | 0.504 | 0.505 | 0.450 | 0.621 | 0.973 |