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. 2020 Nov 24;48(13-15):2643–2657. doi: 10.1080/02664763.2020.1849056

Table A3.

Calculation of cj values (2018).

  ROA ROE LqA CAR DpA NpL IeA OeA
1 − rjk 0.00000 0.07781 1.18860 1.26920 1.43625 1.47631 0.49849 0.63609
1 − rjk 0.07781 0.00000 1.30512 1.32215 1.54044 1.51697 0.58188 0.56577
1 − rjk 1.18860 1.30512 0.00000 0.11514 1.44157 0.43735 0.40336 0.84300
1 − rjk 1.26920 1.32215 0.11514 0.00000 1.49067 0.35703 0.53581 0.86242
1 − rjk 1.43625 1.54044 1.44157 1.49067 0.00000 1.26493 1.79169 1.67564
1 − rjk 1.47631 1.51697 0.43735 0.35703 1.26493 0.00000 0.71098 0.57235
1 − rjk 0.49849 0.58188 0.40336 0.53581 1.79169 0.71098 0.00000 0.44423
1 − rjk 0.63609 0.56577 0.84300 0.86242 1.67564 0.57235 0.44423 0.00000
  k=1n(1rjk) 6.58275 6.91014 5.73415 5.95243 10.64118 6.33591 4.96644 5.59949
σj 0.3622 0.3270 0.3019 0.2811 0.2952 0.2963 0.3245 0.2746
cj 2.3845 2.2596 1.7309 1.6735 3.1409 1.8773 1.6117 1.5376