Table 6.

Regressions of CIR on size group, D-SIB and G-SIB dummies and controls

	(1)	(2)	(3)	(4)	(5)	(6)
Non-SIB, size quintile 2	$-$4.115**	$-$5.314***	$-$5.339***	$-$2.055	$-$4.742**	$-$4.743**
	(1.663)	(1.346)	(1.542)	(2.333)	(1.835)	(1.983)
Non-SIB, size quintile 3	$-$2.327	$-$5.610***	$-$5.810***	$-$0.741	$-$4.899**	$-$4.835**
	(1.956)	(1.778)	(1.814)	(2.645)	(2.371)	(2.307)
Non-SIB, size quintile 4	$-$4.733**	$-$9.402***	$-$9.619***	$-$5.722**	$-$11.484***	$-$11.439***
	(2.052)	(1.812)	(1.714)	(2.747)	(2.563)	(2.151)
Non-SIB, size quintile 5	$-$6.775***	$-$13.489***	$-$13.634***	$-$10.676***	$-$17.375***	$-$17.203***
	(2.149)	(1.976)	(1.799)	(2.763)	(2.813)	(2.217)
D-SIB	1.739	$-$6.949**	$-$5.884***	1.668	$-$8.985**	$-$8.873***
	(1.788)	(2.750)	(1.623)	(2.413)	(3.836)	(1.798)
G-SIB	15.473***	$-$5.457	$-$0.658	14.368***	$-$12.049	$-$15.479***
	(2.527)	(5.706)	(2.916)	(2.060)	(14.525)	(1.939)
Controls?	No	Yes, unconstr.	Yes, constr.	No	Yes, unconstr.	Yes, constr.
Year FE?	Yes	Yes	Yes	Yes	Yes	Yes
Years	All	All	All	2010–2019	2010–2019	2010–2019
Banks	All	All	All	All	All	All
Nr. banks	155	145	145	101	101	101
N	2504	2343	2343	928	926	926
Mean(dep. var.)	54.27	54.68	54.68	58.41	58.43	58.43
SD(dep. var.)	10.27	10.20	10.20	9.69	9.66	9.66
Adj. R2	0.27	0.37	.36	0.23	0.36	.36

Robust standard errors (clustered by bank) in parentheses.

Significance: *$<0.1$, *$<0.05$, ***$<0.01$