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: *, *, ***