Annex 1. Dataset Comparison
Author | Maccaferri, Sara; Bellia, Mario |
Pages | 45-50 |
45
Annexes
Annex 1. Dataset Comparison
Table 43: Datas et comparison – Senior CDS spre ads
BANK
COUNTRY
JRC REDUCED SAMPLE
DIFFERENCES (IN BP) WRT SCHÄFER ET AL
(2017) DATASET
OBS
MEAN
STD
MIN
MAX
MEAN
STD
MIN
MAX
BAWAG PS K Ba nk fuer Arbeit und
Wirtscha ft und Oesterreichische
Aust ria
639
-0.122
4.109
-26.8 5
26.9 3
-0.0 21
-0.0 36
-
-
Erst e Group Bank AG
Aust ria
639
-0.0 89
3.181
-20.9 76
19.48
-0.0 17
-0.0 22
-
-
Ra iffeisen Bank International AG
Aust ria
521
-0.143
2.99 3
-19.59
19.15
-0.0 09
-0.79 2
5.87
-8.71
KBC Bank NV
Belgium
639
-0.10 9
4.406
-24.83
54.63
-0.0 09
-0.0 26
-
-
DEXIA
Belgium
639
-0.112
10.58 2
-59.6 75
86 .04
-0.10 9
2.226
12.743
27.27
Dans ke Bank A/S
Denma rk
639
-0.10 5
3.76
-37.71
29.8 3
0.0 02
0.0 07
-
-
So ciete Generale SA
France
639
-0.122
5.798
-31.84
30.76
-0.0 44
-0.0 53
-
-
BANQUE FEDERATIVE DE CREDIT MUTUEL
France
639
0.0 35
3.217
-7.6
57
0.20 3
-2.07
37.09
12.18
BNP Paribas SA
France
639
-0.0 61
4.624
-20.76
26.0 9
-0.0 3
-0.0 74
-
-
Credit Agrico le SA
France
639
-0.0 89
6.0 7
-28.9 6
34.49
-0.0 43
-0.0 26
-
-
Credit Lyonn ais SA
France
639
-0.0 84
6.6 9
-31.41
39.8 4
-0.0 4
0.0 95
0.9 9
6.35
Natixis SA
France
639
-0.0 58
3.362
-19.2
24.235
-
-
-
-
Bayeris che Landesbank
German y
639
0.0 74
3.576
-22.48
32.63
0.0 47
-0.0 95
18.28
3.38
Commerzban k AG
German y
639
0.0 08
6.132
-41.2
63.21
-0.0 19
-0.6 15
-0.0 1
-37.31
Deuts che Bank AG
German y
639
-0.0 47
3.755
-17.15
17.6
-0.0 2
-0.0 34
-
-
HS H NORDBANK
German y
639
0.0 23
4.90 9
-25.9
86 .595
0.0 16
0.0 77
13.43
47.225
IKB Deuts che Industriebank AG
German y
639
-0.227
4.419
-21.88
21.01
-0.0 22
-0.0 53
-
-1.77
Landes bank Baden Wuerttemberg
German y
639
-0.0 05
3.395
-19.6 9
34.68
-
-0.0 8
-
-5.04
Landes bank Hes sen Thueringen
Giroze ntrale
German y
639
-0.0 78
4.52
-33.4
35.65
-
-
-
-
Po rtigon AG
German y
639
0.19 5
5.455
-39.39
59.8 1
UniCre dit Bank AG
German y
639
-0.18 6
2.98 9
-17.48
14.62
0.0 48
0.0 43
4.82
-
NATIONAL BANK OF GREECE
Gree ce
639
-2.159
67.8 99
-
1112.33
552.53
0.0 01
-0.0 55
0.439
-5.36
Alpha Ban k SA
Gree ce
639
-1.383
37.90 8
-283.45
484.226
-1.409
29.6 62
-
799 .875
177.805
Bank of Ireland
Ireland
639
0.0 5
18.78 8
-100 .89
172.48
2.135
-1.14
193.2
201.176
Banca Italea se SpA
Italy
639
-0.0 29
8.216
-67.532
76.48
0.0 61
-0.48 9
1.37
-39.9 7
Intes a Sanpaolo SpA
Italy
639
-0.0 62
8.471
-36.8 3
35.87
0.0 07
-0.10 5
-0.0 42
-7.41
Medio banca Banca di Credito Finan ziario
Sp A
Italy
639
-0.0 42
6.8 87
-41.27
75.76
-0.0 95
-1.031
-2.93
-4.96 8
UniCre dit SpA
Italy
639
-0.0 28
8.8 92
-40.22
42.71
-0.0 03
-0.0 53
-
-
Union e di Banche Italiane SpA
Italy
639
-0.16 2
7.147
-67.8 9
53.444
-0.0 71
-0.10 1
-
-
Banca Mo nte dei Paschi di Siena SpA
Italy
639
0.256
13.96 7
-55.751
98 .707
0.0 01
-0.0 05
-
-
BANCO P OPOLARE
Italy
639
0.0 54
11.915
-47.225
49.78 5
-0.0 47
-0.139
-
-
Banca Na zionale del Lavoro SpA
Italy
639
-0.0 45
5.88
-29
43.14
ING Bank NV
Nethe rlands
639
-0.111
3.78
-19.26
20.13
-0.19 8
-10.79 9
87.742
-68 .35
SN S BANK
Nethe rlands
639
-0.41
10.43
-
182.725
41.3
-0.0 32
-0.156
-
-
Coop eratieve Rabobank UA
Nethe rlands
639
-0.0 84
2.405
-12.04
12.702
-0.0 21
-0.0 86
-
2.84
DNB Bank AS A
Norway
639
-0.0 19
2.419
-10.5
20.5
-0.56 8
3.43
-83.0 25
-48.56
Banco Co mercial Portugues SA
Po rtugal
639
-0.453
15.221
-125.88
77.34
-0.0 04
-0.0 14
-
-
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