You have full access to this open access chapter, Download chapter PDF
Correction to:
R. Ayadi, Banking Business Models, Palgrave Macmillan Studies in Banking and Financial Institutions, https://doi.org/10.1007/978-3-030-02248-8
Owing to an oversight, Appendix A was originally published incompletely. The complete version is presented here:
No. | Variable | Coverage | No. | Variable | Coverage |
|---|---|---|---|---|---|
1 | Country (headquarter location) | 100% | 32 | Share price (daily return) | 67% |
2 | Reporting currency | 100% | 33 | Share price (st. dev. daily return) | 67% |
3 | Accounting method | 100% | 34 | Share price (market Beta) | 67% |
4 | Annual report (pages) | 100% | 35 | Share price (interest Beta) | 67% |
5 | Accounting date (end of year) | 100% | 36 | Employees (FTEs) | 65% |
6 | Annual report (approval date) | 96% | 37 | Employees (FTEs—Male) | 21% |
7 | Accounting firm | 100% | 38 | Employees (FTEs—Female) | 21% |
8 | Total accounting fee | 90% | 39 | Employees (headcount) | 56% |
9 | Total non-audit fee | 88% | 40 | Employees (headcount—Male) | 25% |
10 | Ownership (SHV/STV) | 100% | 41 | Employees (headcount—Female) | 25% |
11 | Ownership (cooperative, savings, etc.) | 100% | 42 | Employees (domestic) | 69% |
12 | Public ownership (%) | 100% | 43 | Employees (other EU27 countries) | 38% |
13 | Public ownership (domestic %) | 100% | 44 | Employees (outside EU27) | 69% |
14 | Public ownership (domestic name) | 31% | 45 | Employees (training hours) | 29% |
15 | Public ownership (other EU27 %) | 100% | 46 | Employees (training employees) | 19% |
16 | Public ownership (other EU27 name) | 7% | 47 | Branches (total) | 92% |
17 | Public ownership (outside EU27 %) | 100% | 48 | Branches (domestic) | 83% |
18 | Public ownership (outside EU27 name) | 8% | 49 | Branches (other EU27 countries) | 47% |
19 | Largest shareholder (% ownership) | 90% | 50 | Branches (outside EU27) | 76% |
20 | Largest shareholder (name) | 94% | 51 | ATMs (total) | 31% |
21 | Block holder ownership (>5%) | 87% | 52 | ATMs (domestic) | 25% |
22 | Block holder ownership (>3%) | 63% | 53 | ATMs (other EU27 countries) | 14% |
23 | Listed (YES/NO) | 100% | 54 | ATMs (outside EU27) | 11% |
24 | Ordinary shares (outstanding) | 72% | 55 | Assets (total) | 100% |
25 | Ordinary shares (traded) | 66% | 56 | Assets (domestic) | 56% |
26 | Market capitalisation | 72% | 57 | Cash (and balances with central banks) | 100% |
27 | Value of traded shares | 66% | 58 | Assets (central bank) | 60% |
28 | Gross dividend | 72% | 59 | Loans to banks (total) | 100% |
29 | Share price (year end) | 72% | 60 | Loans to banks (nostro accounts/on demand) | 27% |
30 | Share price (average) | 67% | 61 | Loans to banks (loan loss provision) | 58% |
31 | Share price (standard deviation) | 67% | 62 | Loans to customers (total) | 96% |
No. | Variable | Coverage | No. | Variable | Coverage |
|---|---|---|---|---|---|
63 | Loans to customers (public sector) | 28% | 94 | CDS spread (subordinated, volatility) | 62% |
64 | Loans to customers (mortgage loans) | 51% | 95 | Income (total) | 100% |
65 | Loans to customers (loan loss provision) | 69% | 96 | Income (interest—net) | 100% |
66 | Loans to customers (collective impairment) | 22% | 97 | Income (interest—income) | 94% |
67 | Loans to customers (specific impairment) | 22% | 98 | Income (interest—expenses) | 94% |
68 | Intangible assets | 100% | 99 | Income (non-interest) | 100% |
69 | Goodwill | 100% | 100 | Income (commissions—net) | 100% |
70 | Reverse repurchase agreements | 89% | 101 | Income (commissions—income) | 91% |
71 | Liabilities (total) | 100% | 102 | Income (commissions—expenses) | 91% |
72 | Liabilities (domestic) | 27% | 103 | Income (trading—net) | 98% |
73 | Liabilities (banks incl. central banks) | 96% | 104 | Income (dividend) | 38% |
74 | Deposits (banks) | 72% | 105 | Income (insurance—net) | 74% |
75 | Deposits (domestic banks) | 27% | 106 | Income (insurance—income) | 72% |
76 | Deposits (central banks) | 44% | 107 | Income (insurance—expenses) | 72% |
77 | Deposits (banks—demand) | 46% | 108 | Income (other) | 94% |
78 | Deposits (banks—term) | 43% | 109 | Expenses (operating—total) | 100% |
79 | Liabilities (customers) | 96% | 110 | Expenses (operating—administrative) | 99% |
80 | Deposits (customers) | 80% | 111 | Expenses (operating—personal) | 93% |
81 | Deposits (domestic customers) | 42% | 112 | Expenses (operating—personal training) | 27% |
82 | Deposits (customers—term and time deposits) | 54% | 113 | Expenses (operating—other) | 93% |
83 | Deposits (customers—current accounts and demand) | 46% | 114 | Expenses (operating—depreciations) | 99% |
84 | Deposits (customers—savings) | 55% | 115 | Profit (before tax) | 100% |
85 | Repurchase agreements (liabilities) | 92% | 116 | Income tax | 100% |
86 | Short-selling position (total) | 63% | 117 | Profit (after tax) | 100% |
87 | Short-selling position (equity) | 7% | 118 | Risk-weighted assets (total) | 87% |
88 | Short-selling position (debt) | 7% | 119 | Risk-weighted assets (off balance sheet) | 16% |
89 | CDS spread (senior, year end) | 69% | 120 | Risk-weighted assets (credit risk) | 36% |
90 | CDS spread (senior, average) | 69% | 121 | Risk-weighted assets (market risk) | 36% |
91 | CDS spread (senior, volatility) | 69% | 122 | Risk-weighted assets (operational risk) | 30% |
92 | CDS spread (subordinated, year end) | 62% | 123 | Risk-weighted assets (business risk) | 10% |
93 | CDS spread (subordinated, average) | 62% | 124 | Capital (regulatory capital) | 93% |
125 | Capital (tier I—total) | 93% |
No. | Variable | Coverage | No. | Variable | Coverage |
|---|---|---|---|---|---|
126 | Capital (tier I—core) | 27% | 152 | Derivatives (total—nominal value) | 22% |
127 | Capital (tier I—hybrid) | 56% | 153 | Derivatives (total—notional value) | 55% |
128 | Capital (tier II—total) | 76% | 154 | Derivatives (total—notional value—receive) | 14% |
129 | Capital (tier II—subordinated liabilities) | 27% | 155 | Derivatives (total—notional value—deliver) | 14% |
130 | Capital (tier II—hybrid) | 15% | 156 | Derivatives (total—fair value—positive) | 95% |
131 | Capital (tier III—total) | 76% | 157 | Derivatives (total—fair value—negative) | 95% |
132 | Capital (equity—total) | 100% | 158 | Derivatives (interest—nominal value) | 22% |
133 | Capital (equity—shareholders) | 100% | 159 | Derivatives (interest—notional value) | 55% |
134 | Capital (equity—minority interest) | 100% | 160 | Derivatives (interest—notional value—receive) | 14% |
135 | Capital (equity—special securities) | 100% | 161 | Derivatives (interest—notional value—deliver) | 14% |
136 | Capital (equity—hybrid) | 100% | 162 | Derivatives (interest—fair value—positive) | 92% |
137 | Capital (equity—subordinated liabilities) | 100% | 163 | Derivatives (interest—fair value—negative) | 92% |
138 | Capital (equity—hybrid) | 100% | 164 | Derivatives (currency—nominal value) | 22% |
139 | Capital (tangible common equity) | 100% | 165 | Derivatives (currency—notional value) | 55% |
140 | Capital (common equity) | 100% | 166 | Derivatives (currency—notional value—receive) | 14% |
141 | Capital (common stock) | 96% | 167 | Derivatives (currency—notional value—deliver) | 14% |
142 | Capital (additional paid-in capital) | 96% | 168 | Derivatives (currency—fair value—positive) | 92% |
143 | Capital (retained earnings) | 100% | 169 | Derivatives (currency—fair value—negative) | 92% |
144 | Capital (treasury shares) | 98% | 170 | Derivatives (equity—nominal value) | 22% |
145 | Capital (non-recognised losses) | 99% | 171 | Derivatives (equity—notional value) | 55% |
146 | Capital (subscribed capital—issuance) | 100% | 172 | Derivatives (equity—notional value—receive) | 14% |
147 | Capital (non-common equity—issuance) | 100% | 173 | Derivatives (equity—notional value—deliver) | 14% |
148 | Rating (DBRS) | 19% | 174 | Derivatives (equity—fair value—positive) | 92% |
149 | Rating (Fitch) | 69% | 175 | Derivatives (equity—fair value—negative) | 92% |
150 | Rating (Moody’s) | 80% | 176 | Derivatives (credit—nominal value) | 22% |
151 | Rating (S&P) | 79% | 177 | Derivatives (credit—notional value) | 55% |
178 | Derivatives (credit—notional value—receive) | 18% |
No. | Variable | Coverage | No. | Variable | Coverage |
|---|---|---|---|---|---|
179 | Derivatives (credit—notional value—deliver) | 18% | 191 | Derivatives (hedging—notional value) | 30% |
180 | Derivatives (credit—fair value—positive) | 93% | 192 | Derivatives (hedging—fair value—positive) | 78% |
181 | Derivatives (credit—fair value—negative) | 92% | 193 | Derivatives (hedging—fair value—negative) | 78% |
182 | Derivatives (FX—nominal value) | 15% | 194 | Derivatives (trading—notional value—receive) | 11% |
183 | Derivatives (FX—notional value) | 27% | 195 | Derivatives (trading—notional value—deliver) | 11% |
184 | Derivatives (FX—fair value—positive) | 37% | 196 | Derivatives (trading—fair value—positive) | 79% |
185 | Derivatives (FX—fair value—negative) | 37% | 197 | Derivatives (trading—fair value—negative) | 78% |
186 | Derivatives (OTC—nominal value) | 19% | 198 | Asset-backed securities (total) | 34% |
187 | Derivatives (OTC—notional value) | 22% | 199 | Asset-backed securities (impaired) | 11% |
188 | Derivatives (OTC—fair value—positive) | 37% | 200 | Asset-backed securities (CDOs) | 22% |
189 | Derivatives (OTC—fair value—negative) | 37% | 201 | Asset-backed securities (RMBSs) | 21% |
190 | Derivatives (hedging—nominal value) | 13% | 202 | Asset-backed securities (CMBSs) | 19% |
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2019 The Author(s)
About this chapter
Cite this chapter
Ayadi, R. (2019). Correction to: Banking Business Models. In: Banking Business Models. Palgrave Macmillan Studies in Banking and Financial Institutions. Palgrave Macmillan, Cham. https://doi.org/10.1007/978-3-030-02248-8_13
Download citation
DOI: https://doi.org/10.1007/978-3-030-02248-8_13
Published:
Publisher Name: Palgrave Macmillan, Cham
Print ISBN: 978-3-030-02247-1
Online ISBN: 978-3-030-02248-8
eBook Packages: Economics and FinanceEconomics and Finance (R0)