Table 1 Descriptive statistics of the variables.
From: Assessing China’s bank risk-taking: a study from the microeconomic and macroeconomic perspectives
Variables | Meanings | Mean | S.D. | Min | Max |
|---|---|---|---|---|---|
Bank risk taking (Risk) | Difference between the return on interest-earning assets and the benchmark lending rate (Risk1,%) | 4.2711 | 2.7720 | −0.2496 | 15.6639 |
Difference between yield on interest-earning assets and deposit base rate (Risk2,%) | 7.1802 | 2.7588 | 2.7965 | 18.6639 | |
Monetary policy shock (MP) | Weighted deposit reserve ratio (DRR_W,%) | 13.3188 | 2.8722 | 8.3788 | 17.2818 |
Broad money supply growth rate (M2,%) | 11.9339 | 4.0751 | 8.1000 | 27.6800 | |
Asset size(Size_ln) | Total bank asset size taken as logarithm | 6.4858 | 1.8860 | 0.6389 | 12.7706 |
Capital adequacy ratio (CapR) | Ratio of a bank’s total capital to its risk-weighted assets (%) | 14.9064 | 4.7975 | 8.6300 | 43.0600 |
Liquidity ratio (DTLR) | Ratio of total loans to total deposits of the bank (%) | 68.0302 | 13.9361 | 34.4547 | 122.3811 |
Return on equity (ROE) | Bank’s Return on Equity (%) | 11.8573 | 5.6989 | 0.2493 | 27.4015 |
Market coverage (AgeNo) | Logarithm of the number of bank outlets plus one | 4.3994 | 1.4211 | 0.6931 | 10.5981 |
Economic growth rate (GDPG) | Real GDP growth rate (%) | 7.21 | 2.09 | 2.20 | 14.23 |
Inflation rate (CPI) | Consumer price index (CPI, %) | 2.30 | 1.22 | −0.70 | 5.90 |
