SMM stats - 911.8

The main moments for the model are:

Ballance Sheet
variable real simulated weights diff2 smm
central_bank_cash_to_assets 0.150 0.281 2000 0.017 34.11
loans_to_assets 0.850 0.719 1000 0.017 17.06
deposits_and_borrowings 0.900 0.913 3500 0.000 0.56
eq_to_TA 0.091 0.085 40000 0.000 1.71
Loans
variable real simulated weights diff2 smm
loan_spread 0.0253 0.0295 7.00e+05 0.0000 12.4
loan_spread_sd 0.0113 0.0046 1.00e+05 0.0000 4.43
loan_spread_highIR_highVol 0.0275 0.0263 1.25e+06 0.0000 1.84
loan_spread_highIR_lowVol 0.0228 0.0275 1.25e+06 0.0000 27.48
loanR_IR_lmCoef_highVol -0.2591 NA 1.00e+03 NA NA
loanR_IR_lmCoef_lowVol -0.2723 -0.1968 1.00e+03 0.0057 5.7
loanR_IR_lmIntCpt_highVol 0.0329 0.0264 1.00e+06 0.0000 42.51
loanR_IR_lmIntCpt_lowVol 0.0312 0.0306 1.00e+06 0.0000 0.36
loans_to_assets 0.8497 0.7191 1.00e+03 0.0171 17.06
loans_to_assets_variance_size 0.0000 0.0072 7.00e+03 0.0001 0.36
loans_to_equity 7.8412 5.5721 4.00e-03 5.1485 0.02
log_loan_growth_rate 0.0084 -0.0200 1.50e+04 0.0008 12.09
loan_default_rate 0.0117 0.0182 2.00e+03 0.0000 0.08
Deposits
variable real simulated weights diff2 smm
deposit_spread_highIR_highVol 0.0087 0.0036 1.25e+07 0.0000 320.26
deposit_spread_highIR_lowVol 0.0125 0.0099 1.25e+07 0.0000 82.42
deposit_spread_lowIR_highVol -0.0034 -0.0033 2.50e+06 0.0000 0.06
deposit_spread_lowIR_lowVol -0.0041 -0.0040 2.50e+06 0.0000 0.01
deposit_spread_highIR_difference -0.0040 -0.0063 0.00e+00 0.0000 0
deposit_spread_rich_vs_poor -0.0080 0.0000 7.00e+05 0.0001 44.88
deposit_spread_sd 0.0071 0.0079 1.00e+06 0.0000 0.63
deposit_spread_sd_highIR 0.0047 0.0076 7.00e+06 0.0000 60.13
depR_IR_lmCoef_highVol 0.6686 NA 5.00e+02 NA NA
depR_IR_lmCoef_lowVol 0.7292 0.4969 5.00e+02 0.0540 26.99
depR_IR_lmIntCpt_highVol -0.0041 0.0034 1.00e+06 0.0001 56.51
depR_IR_lmIntCpt_lowVol -0.0048 0.0019 1.00e+06 0.0000 44.44
deposits_to_equity 8.0907 11.0814 4.00e-03 8.9443 0.04
deposits_to_assets 0.6962 0.8533 1.50e+03 0.0247 37
deposits_to_assets_variance_size 0.0000 0.0564 7.00e+03 0.0032 22.3
deposits_and_borrowings 0.8999 0.9125 3.50e+03 0.0002 0.56
Assorted
variable real simulated weights diff2 smm
ROE 0.058 0.045 2.0e+04 0.000 2.92
dividends_paid_pcnt 0.896 0.922 4.0e+02 0.001 0.28
debt_to_Eq 2.596 0.746 0.0e+00 3.424 0
sd_ETA 0.047 0.032 1.0e-03 0.000 0
debt_to_TA 0.204 0.059 2.0e+03 0.021 41.73
reserves 0.109 0.167 3.0e+03 0.003 10.2
reserves_IR_cor -0.026 -0.209 5.0e+00 0.033 0.17
bankruptcy_pcnt 0.001 0.000 1.5e+05 0.000 0.15
penalty NA NA NA NA 0
nans 0.000 0.000 1.0e+03 0.000 0

There are 100 banks.

Key Figures

sample high_ir Ln_incm Ln_cost Ln_net rsv_gvmnt_incm Dp_cost Debt_cost ops_cost net_income dp_PU debt_PU
new high_IR 2375.814 -324.996 2046.609 168.416 -2721.722 -118.699 -172.475 969.613 -0.037 NA
new low_IR 1469.434 -307.422 1159.432 2.373 -564.639 -2.043 -150.981 82.533 -0.008 NA
previous high_IR 2375.814 -324.996 2046.609 168.416 -2721.722 -118.699 -172.475 969.613 -0.037 NA
previous low_IR 1469.434 -307.422 1159.432 2.373 -564.639 -2.043 -150.981 82.533 -0.008 NA

Loans - 3,000,000: Banks - 2,459,815, Cash - 50,372.04, Bonds - 489,812.6

Deposits - 7,500,000: Banks - 7,449,480, Cash - 22,838.97, Goverment Debt - 27,681.34

Banks

Economy

Uncertainty (high/low)

Economy Types

Coeficients used

This period we are changing 1 this time. They are:

starting
0.1000000
1.7000000
0.5000000
1.1386003
0.5000000
0.6000000
0.5000000
0.1329575
1.0000000
0.7500000
0.8900000
2.9959316
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA

Choices over time

Summary stats

#kable(sum_tab, align = "c") %>% kable_styling(bootstrap_options = "striped", full_width = F)