Table 2.
Descriptive Statistics.
N | mean | min | max | p25 | p50 | p75 | sd | |
---|---|---|---|---|---|---|---|---|
Return (%) | 38508 | −1.26 | −527.30 | 647.70 | −3.24 | 0.00 | 0.89 | 12.69 |
COVID19 (%) | 1488 | 0.34 | 0.00 | 3.06 | 0.00 | 0.09 | 0.50 | 0.51 |
COVID19_V2 (%) | 1488 | 0.49 | −0.92 | 5.09 | 0.01 | 0.25 | 0.69 | 0.65 |
Bank characteristics | ||||||||
Capitalization (%) | 25200 | 11.48 | 2.63 | 62.72 | 7.31 | 9.95 | 12.70 | 8.54 |
ROE (%) | 29757 | 9.50 | −31.70 | 34.79 | 6.09 | 9.70 | 12.98 | 8.56 |
Noninterest income share (%) | 29211 | 22.23 | −59.99 | 110.70 | 11.74 | 19.75 | 30.15 | 14.92 |
Size | 30177 | 17.74 | 5.58 | 27.90 | 14.95 | 17.27 | 20.21 | 3.50 |
Deposit share (%) | 24549 | 71.36 | 14.76 | 93.59 | 64.60 | 74.82 | 81.98 | 15.31 |
NPLs (%) | 21987 | 4.17 | 0.02 | 62.96 | 0.73 | 1.64 | 3.82 | 8.50 |
Environment | 10626 | 25.37 | 0.00 | 92.34 | 0.00 | 7.97 | 51.04 | 30.86 |
Social | 10626 | 43.81 | 0.00 | 96.74 | 24.50 | 37.55 | 62.97 | 24.12 |
Governance | 10626 | 49.50 | 1.17 | 98.21 | 30.53 | 50.06 | 68.14 | 22.26 |
CSR strategy | 10626 | 31.48 | 0.00 | 99.81 | 0.00 | 15.44 | 64.29 | 34.93 |
Country Controls | ||||||||
GDP pc growth (%) | 97 | 2.06 | −4.63 | 6.84 | 0.94 | 2.13 | 3.80 | 2.25 |
Credit to private sector (%) | 87 | 69.46 | 8.71 | 179.28 | 34.60 | 61.82 | 93.85 | 43.47 |
Government Responses | ||||||||
Income support | 2096 | 0 | 2 | 0 | 0 | 1 | 0.72 | |
Income Support=1 | 342 | 0.16 | ||||||
Income Support=2 | 282 | 0.13 | ||||||
Debt contract relief | 2096 | 0 | 2 | 0 | 0 | 1 | 0.80 | |
Debt contract relief=1 | 287 | 0.14 | ||||||
Debt contract relief=2 | 411 | 0.20 | ||||||
Fiscal measures (million USD) | 2086 | 1410 | 0 | 1960000 | 0 | 0 | 0 | 44400 |
International support (million USD) | 2071 | 0.76 | 0 | 1300 | 0 | 0 | 0 | 29 |
Stringency Index | 2096 | 40.78 | 0 | 100.00 | 0.00 | 32.41 | 79.63 | 36.76 |
Government Response Index | 2084 | 37.66 | 0 | 96.15 | 2.56 | 33.33 | 70.51 | 32.69 |
Containment health index | 2085 | 40.46 | 0 | 100.00 | 3.03 | 37.88 | 75.00 | 34.44 |
Economic support index | 2091 | 22.32 | 0 | 100.00 | 0 | 0 | 50.00 | 32.31 |
Note: This table presents descriptive statistics of the variables.