Research Article

[Retracted] Basel III Liquidity Risk Measures and Bank Failure

Table 9

Bank failure rate by decile for Class I and II banks.

Decile LCR NSFR GSR BDR BIIT1KR NPAR ROA

0 (0.0030, 0.0030) (0.0070, 0.0070) (0.0210, 0.0210) (−, −) (0.0435, 0.0435) (0.0000, 0.0000) (0.0470, 0.0470)
1 (0.0020, 0.0020) (0.0070, 0.0070) (0.0120, 0.0120) (−, −) (0.0025, 0.0025) (0.0000, 0.0000) (0.0015, 0.0015)
2 (0.0010, 0.0010) (0.0070, 0.0070) (0.0070, 0.0070) (−, −) (0.0015, 0.0015) (0.0007, 0.0007) (0.0005, 0.0005)
3 (0.0030, 0.0030) (0.0090, 0.0090) (0.0050, 0.0050) (0.0015, 0.0015) (0.0015, 0.0015) (0.0005, 0.0005) (0.0000, 0.0000)
4 (0.0020, 0.0020) (0.0060, 0.0060) (0.0040, 0.0040) (−, −) (0.0010, 0.0010) (0.0000, 0.0000) (0.0000, 0.0000)
5 (0.0030, 0.0030) (0.0040, 0.0040) (0.0030, 0.0030) (−, −) (0.0005, 0.0005) (0.0007, 0.0007) (0.0003, 0.0003)
6 (0.0040, 0.0040) (0.0040, 0.0040) (0.0020, 0.0020) (0.0040, 0.0040) (0.0010, 0.0010) (0.0015, 0.0015) (0.0001, 0.0001)
7 (0.0060, 0.0060) (0.0030, 0.0030) (0.0010, 0.0010) (0.0060, 0.0060) (0.0000, 0.0000) (0.0010, 0.0010) (0.0005, 0.0005)
8 (0.0080, 0.0080) (0.0020, 0.0020) (0.0010, 0.0010) (0.0115, 0.0115) (0.0000, 0.0000) (0.0015, 0.0015) (0.0003, 0.0003)
9 (0.0200, 0.0200) (0.0010, 0.0010) (0.0000, 0.0000) (0.0240, 0.0240) (0.0000, 0.0000) (0.0465, 0.0465) (0.0010, 0.0010)