Table 6 Regressions of CIR on size group, D-SIB and G-SIB dummies and controls

Non-SIB, size quintile 2

\(-\)4.115**

\(-\)5.314***

\(-\)5.339***

\(-\)2.055

\(-\)4.742**

\(-\)4.743**

(1.663)

(1.346)

(1.542)

(2.333)

(1.835)

(1.983)

Non-SIB, size quintile 3

\(-\)2.327

\(-\)5.610***

\(-\)5.810***

\(-\)0.741

\(-\)4.899**

\(-\)4.835**

(1.956)

(1.778)

(1.814)

(2.645)

(2.371)

(2.307)

Non-SIB, size quintile 4

\(-\)4.733**

\(-\)9.402***

\(-\)9.619***

\(-\)5.722**

\(-\)11.484***

\(-\)11.439***

(2.052)

(1.812)

(1.714)

(2.747)

(2.563)

(2.151)

Non-SIB, size quintile 5

\(-\)6.775***

\(-\)13.489***

\(-\)13.634***

\(-\)10.676***

\(-\)17.375***

\(-\)17.203***

(2.149)

(1.976)

(1.799)

(2.763)

(2.813)

(2.217)

D-SIB

1.739

\(-\)6.949**

\(-\)5.884***

1.668

\(-\)8.985**

\(-\)8.873***

(1.788)

(2.750)

(1.623)

(2.413)

(3.836)

(1.798)

G-SIB

15.473***

\(-\)5.457

\(-\)0.658

14.368***

\(-\)12.049

\(-\)15.479***

(2.527)

(5.706)

(2.916)

(2.060)

(14.525)

(1.939)

Controls?

No

Yes, unconstr.

Yes, constr.

No

Yes, unconstr.

Yes, constr.

Year FE?

Yes

Yes

Yes

Yes

Yes

Yes

Years

All

All

All

2010–2019

2010–2019

2010–2019

Banks

All

All

All

All

All

All

Nr. banks

155

145

145

101

101

101

N

2504

2343

2343

928

926

926

Mean(dep. var.)

54.27

54.68

54.68

58.41

58.43

58.43

SD(dep. var.)

10.27

10.20

10.20

9.69

9.66

9.66

Adj. R2

0.27

0.37

.36

0.23

0.36

.36