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. 2022 May 9;158(1):12. doi: 10.1186/s41937-022-00091-7

Table 7.

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

(1) (2) (3) (4) (5) (6)
Non-SIB, size quintile 2 -0.005 -0.015 -0.011 0.004 -0.006 0.001
(0.024) (0.020) (0.020) (0.032) (0.019) (0.018)
Non-SIB, size quintile 3 0.016 -0.000 0.004 0.011 -0.011 -0.009
(0.036) (0.023) (0.022) (0.035) (0.022) (0.019)
Non-SIB, size quintile 4 0.090*** 0.038 0.040* 0.113*** 0.055* 0.053**
(0.031) (0.026) (0.023) (0.034) (0.031) (0.022)
Non-SIB, size quintile 5 0.170*** 0.126*** 0.121*** 0.253*** 0.202*** 0.184***
(0.031) (0.031) (0.027) (0.038) (0.036) (0.027)
D-SIB 0.129** 0.194*** 0.170** 0.105 0.145* 0.106
(0.058) (0.071) (0.085) (0.076) (0.076) (0.142)
G-SIB 0.072 0.232 0.147** 0.007 0.438 0.482***
(0.091) (0.176) (0.061) (0.064) (0.282) (0.045)
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 2497 2343 2343 927 926 926
Mean(dep. var.) 0.37 0.37 0.37 0.34 0.34 0.34
SD(dep. var.) 0.19 0.19 0.19 0.18 0.17 0.17
Adj. R2 0.15 0.43 .42 0.31 0.58 .54

Robust standard errors (clustered by bank) in parentheses.

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