From: Market discipline: a review of the Mexican deposit market
Variable | Sample 37 banks | G7 | Commercial | Retail | Investmenta | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Obs | Mean | SD | Min | Max | Mean | SD | Mean | SD | Mean | SD | Mean | SD | |
Total depositsb | 592 | 62,821.5 | 128,724.2 | 0.0 | 613,793.6 | 290,843.3 | 150,833.4 | 13,750.4 | 13,075.6 | 8,970.5 | 16,045.1 | 2,179.1 | 1,845.3 |
Short-term depositsb | 592 | 36,897.7 | 85,157.3 | 0.0 | 468,477.5 | 175,728.7 | 119,324.3 | 4,566.5 | 4,937.1 | 6,948.8 | 15,692.1 | 1,234.7 | 1,503.9 |
Long-term depositsb | 592 | 25,923.9 | 47,009.3 | 0.0 | 189,107 | 115,114.6 | 40,499.5 | 9,184.0 | 8,759.3 | 2,021.7 | 2,237.6 | 944.4 | 1,545.1 |
CAPITALb | 592 | 14,665.5 | 29,863.3 | 103.5 | 146,238.9 | 66,790.2 | 36,659.1 | 2,451.9 | 2,430.2 | 2,085.9 | 1,982.9 | 3,141.6 | 2,392.3 |
ASSETSb | 592 | 140,438.4 | 279,564.6 | 127.5 | 1,295,406 | 615,430.0 | 361,107.2 | 33,806.2 | 29,388.5 | 13,862.3 | 20,220.0 | 41,451.9 | 46,934.7 |
IIRDE | 561 | 4.2 | 1.9 | 0.6 | 10.6 | 2.8 | 1.3 | 4.6 | 1.5 | 5.2 | 1.9 | 3.4 | 1.9 |
GROWTHDE | 561 | 1.1 | 0.3 | 0.1 | 2.9 | 1.0 | 0.1 | 1.1 | 0.2 | 1.1 | 0.3 | 1.1 | 0.5 |
MATURITYDEc | 486 | 0.1 | 0.6 | −1.0 | 1.0 | −0.1 | 0.2 | 0.4 | 0.4 | 0.03 | 0.7 | −0.6 | 0.5 |
CAPITALR | 592 | 15.9 | 14.1 | 1.3 | 81.2 | 12.2 | 4.4 | 10.8 | 9.8 | 28.5 | 19.0 | 13.5 | 10.3 |
RESERVE | 484 | 803.9 | 4,354.5 | 45.3 | 57,772.3 | 214.2 | 131.5 | 298.0 | 727.3 | 172.8 | 78.5 | 8,806.9 | 14,872.2 |
DOUBTFUL | 489 | 4.1 | 4.9 | 0.0 | 30.3 | 2.4 | 1.3 | 2.7 | 2.1 | 8.0 | 7.0 | 1.4 | 3.0 |
ROA | 590 | −0.5 | 9.0 | −83.9 | 19.8 | 1.4 | 0.6 | 0.3 | 2.4 | −4.5 | 17.4 | 0.9 | 1.4 |
ROE | 590 | 5.8 | 21.4 | −131.3 | 66.6 | 11.9 | 5.7 | 8.1 | 9.6 | −6.5 | 36.5 | 10.6 | 15.4 |
MANAGEMENT1 | 586 | 8.4 | 10.5 | 0.2 | 79.3 | 3.4 | 1.4 | 4.5 | 5.6 | 21.1 | 13.0 | 5.2 | 6.0 |
MANAGEMENT2 | 571 | 102.3 | 142.0 | 10.7 | 1,978.6 | 67.8 | 16.1 | 79.1 | 22.5 | 187.0 | 268.4 | 76.5 | 49.0 |
LIQUIDITY1 | 591 | 11.2 | 9.3 | 0.1 | 65.9 | 11.8 | 2.9 | 10.3 | 10.7 | 12.4 | 8.5 | 11.1 | 11.2 |
LIQUIDITY2 | 497 | 63.0 | 67.0 | 6.1 | 801.7 | 40.1 | 14.3 | 54.1 | 47.1 | 64.0 | 63.8 | 114.1 | 113.8 |
Z SCORE | 588 | 27.9 | 22.6 | −1.6 | 155.7 | 40.0 | 22.0 | 34.7 | 24.0 | 11.6 | 12.7 | 23.3 | 15.7 |
EXPOSURE | 588 | 19.2 | 24.4 | 0.0 | 100 | 5.6 | 2.3 | 18.5 | 17.9 | 22.2 | 31.1 | 30.6 | 31.0 |
Loan growth | 580 | 1.05 | 0.20 | 0.12 | 2.78 | 1.01 | 0.3 | 1.04 | 0.15 | 1.06 | 0.17 | 1.07 | 0.37 |