Приложение 3
Результаты регрессионной модели 4
|
|
Все банки |
20 верхних банков |
20 нижних банков |
|
Переменные |
Z-score |
Z-score |
Z-score |
|
InvSec_Held (t-1) |
-3.865 (1.22) |
0.140 (0.03) |
-6.638 (1.59) |
|
(InvSec_Held*Dcrisis) (t-1) |
4.520 (1.38) |
2.841 (0.57) |
6.952 (1.72) |
|
LnCA (t-1) |
-0.023 (0.32) |
0.021 (0.21) |
-0.058 (0.30) |
|
SK_CA (t-1) |
0.274 (1.03) |
0.017 (0.03) |
0.045 (0.12) |
|
Norm_H1 (t-1) |
0.010 (0.93) |
0.008 (0.65) |
0.013 (0.42) |
|
PZS_KE (t-1) |
-0.423 (1.49) |
-0.355 (1.02) |
-0.203 (0.55) |
|
GDPgr (t-1) |
0.073 (1.20) |
0.169 (1.95) |
0.002 (0.03) |
|
LnMICEX (t-1) |
-0.026 (0.37) |
0.019 (0.23) |
-0.029 (0.25) |
|
d2011 |
0.386 (0.80) |
0.413 (0.52) |
0.336 (0.51) |
|
d2012 |
0.138 (0.29) |
-0.007 (0.01) |
0.264 (0.34) |
|
d2013 |
0.681 (2.26) |
0.981 (1.98) |
0.410 (0.98) |
|
d2014 |
0.075 (0.23) |
0.223 (0.37) |
-0.127 (0.35) |
|
d2015 |
-0.392 (1.37) |
-0.693 (1.32) |
-0.193 (0.60) |
|
d2016 |
- |
- |
- |
|
const |
1.930 (1.38) |
0.415 (0.18) |
2.836 (0.86) |
|
Количество банков |
45 |
20 |
20 |
|
Количество наблюдений |
931 |
455 |
453 |
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