Table 2 Descriptive analysis.

Mean

29.959

67.459

112.283

80.452

49.028

2.090

0.797

8.602

1.699

Standard deviation

75.459

24.625

24.565

32.233

18.967

0.853

4.701

157.213

2.472

Minimum

−322.081

7.285

17.523

19.386

0.000

0.435

−172.430

−506.132

−11.325

p25

8.482

49.348

99.480

56.240

35.502

1.816

0.540

0.730

0.909

p50

17.694

71.955

115.627

82.326

50.865

2.049

0.870

1.840

1.949

p75

31.395

89.651

125.782

98.960

60.737

2.202

1.330

3.925

2.914

Maximum

1943.306

99.058

192.073

194.630

95.533

9.400

19.960

6184.475

7.597

Skewness

15.075

−0.541

−0.345

0.451

−0.206

4.631

−24.251

34.841

−1.571

Kurtosis

314.533

2.198

4.436

3.037

2.944

35.172

806.358

1263.302

8.568

Coefficient of variation (CV)

2.519

0.365

0.219

0.401

0.387

0.408

5.896

18.275

1.455

Jarque-Berra (JB)

9.8e + 06

180.8

252.9

81.29

17.17

1.1e + 05

6.5e + 07

1.6e + 08

4074

JB p-value

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

Born-Breitung (BB)

12.34

568.57

144.46

94.45

102.10

30.62

2.33

1.26

223.52

BB p-value

0.002

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

BZ_Score

1

IUI

0.089 (0.000)

1

MCS

0.003 (0.087)

0.478 (0.000)

1

ATM

0.320 (0.020)

−0.189 (0.000)

0.248 (0.000)

1

ESG

−0.226 (0.024)

0.411 (0.000)

0.268 (0.000)

0.094 (0.000)

1

NIM

−0.057 (0.005)

−0.181 (0.000)

−0.093 (0.000)

0.098 (0.000)

−0.053 (0.010)

1

ROA

0.019 (0.052)

−0.095 (0.000)

−0.015 (0.458)

0.083 (0.000)

−0.008 (0.713)

−0.026 (0.209

1

CIR

−0.011 (0.592)

−0.025 (0.217)

−0.048 (0.018)

−0.020 (0.341)

−0.005 (0.810)

−0.017 (0.403)

0.003 (0.902)

1

GDPG

0.025 (0.224)

−0.090 (0.000)

−0.120 (0.000)

−0.069 (0.001)

−0.042 (0.039)

0.068 (0.001)

0.028 (0.168)

0.018 (0.386)

1

VIF