| Parameter
| Basel III liquidity standards | Traditional liquidity risk measures | | NPAR | ROA | LIBOR-OISS | BIIT1KR |
| | Mean | (0.133841, 0.125932) | (1.058636, 0.989545) | (0.005023, 0.005023) | (0.119500, 0.109432) | | Median | (0.093000, 0.075000) | (1.295000, 1.205000) | (0.002000, 0.002000) | (0.118500, 0.109000) | | Maximum | (0.279000, 0.311000) | (1.690000, 1.410000) | (0.036000, 0.036000) | (0.133000, 0.116000) | | Minimum | (0.062000, 0.059000) | (−0.040000, −0.090000) | (0.001000, 0.001000) | (0.113000, 0.105000) | | Std. Dev. | (0.078458, 0.075746) | (0.519461, 0.447416) | (0.008168, 0.008168) | (0.004542, 0.003669) | | Skewness | (0.713759, 0.822853) | (−0.601728, −0.939206) | (2.949292, 2.949292) | (0.967224, 0.607675) | | Kurtosis | (1.927948, 2.345809) | (1.944343, 2.676113) | (10.78247, 10.78247) | (3.209685, 2.049259) |
| | Jarque-Bera | (5.843023, 5.749916) | (4.698321, 6.661111) | (174.8269, 174.8269) | (6.941108, 4.365138) | | Probability | (0.053852, 0.056419) | (0.095449, 0.035773) | (0.000000, 0.000000) | (0.031100, 0.112751) |
| | Sum | (5.889000, 5.541000) | (46.58000, 43.54000) | (0.221000, 0.221000) | (5.258000, 4.815000) | | Sum Sq. Dev. | (0.264696, 0.246713) | (11.60312, 8.607791) | (0.002869, 0.002869) | (0.000887, 0.000579) |
| | Observations | (44, 44) | (44, 44) | (44, 44) | (44, 44) |
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