Atiti, Faith; Agung, Raphael; Kimani, Stephanie - 2020
empirical estimation follows a three-step model. First, we construct a composite Bank Stability Index, building on the Uniform … Financial Rating System Model that incorporates capital adequacy, asset quality, earnings and liquidity measures in the Bank … stability estimate. Secondly, a proxy for bank competition is computed using the Panzar-Rosse H-statistic. Finally, we regress …