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Table 10 Impact of FP as one of the determinants over the NPLs

From: The consequence of the credit risk on the financial performance in light of COVID-19: Evidence from Islamic versus conventional banks across MEA region

Model

Impact of FP as one of the determinants over the NPLs for the whole sample

Impact of FP as one of the determinants over the NPLs for the IBs

Impact of FP as one of the determinants over the NPLs for the CBs

Coefficients

T

Sig

Coefficients

T

Sig

Coefficients

T

Sig

(Constant)

13.232

3.583

.000***

29.889

3.391

.001**

13.232

3.583

.000***

ROA %

1.422

1.862

.063*

1.230

.661

.512

1.422

1.862

.063*

ROE %

.278

2.926

.004**

 − .306

 − 1.615

.112

.278

2.926

.004**

SIZ

 − 1.146

 − 4.543

.000***

 − 1.004

 − 1.717

.092*

 − 1.146

 − 4.543

.000***

LD %

 − .005

 − .382

.703

 − .092

 − 3.731

.000***

 − .005

 − .382

.703

CI %

.107

4.996

.000***

 − .017

 − .462

.646

.107

4.996

.000***

NII %

 − .052

 − 1.775

.077*

 − .004

 − .134

.894

 − .052

 − 1.775

.077*

EA %

 − .004

 − .036

.971

 − .169

 − .886

.380

 − .004

 − .036

.971

TIRE

 − .361

 − 1.631

.104

 − .217

 − .959

.342

 − .361

 − 1.631

.104

CA %

.340

1.533

.126

.142

.639

.525

.340

1.533

.126

LLR %

 − .017

 − 3.695

.000***

 − .011

 − 2.750

.008**

 − .017

 − 3.695

.000***

LA %

.130

6.786

.000***

.009

.206

.838

.130

6.786

.000***

TC

8.468E − 6

1.540

.124

6.987E − 6

1.065

.292

8.468E − 6

1.540

.124

TD

.000

 − .591

.555

.000

 − .696

.489

.000

 − .591

.555

INF

.038

.796

.427

.015

.098

.922

.038

.796

.427

UNE

 − .228

 − 4.508

.000***

 − .274

 − 2.934

.005**

 − .228

 − 4.508

.000***

Model summary

Adjusted R Square

0.388

 

Adjusted R Square

0.472

 

Adjusted R Square

0.388

 
 

F

18.92

 

F

5.049

 

F

18.92

 
 

1

  

1

  

1

  
 

Sig

0.000

 

Sig

0.000

 

Sig

0.0000

 
  1. ROA return on equity %; ROE return on assets %; G.NPL gross NPL ratio %,; SIZ firm size based on log of total assets; LD loan to deposit ratio%; CI cost-to-income ratio%; NII Net interest income to total assets %; EA equity-to-assets ratio %; TIRE capital adequacy ratio % Tire 1; CA capital adequacy ratio total; LLR loan loss reserves to gross NPLs %; LA liquid assets to total deposits and borrowings%; INF inflation % CPI; UNE unemployment (% of total labor force); TC total cases of COVID and TD total deaths of COVID