 
DATA AND CODE FOR: "DOES COMPETITION AFFECT BANK RISK?"

by Liangliang JIANG, Ross LEVINE, and Chen LIN (2022)

Data and codes for replication of tables in the paper:										

1. This folder contains all the stata codes and data that are necessary to replicate the empirical results. 
   The file bank_risk_do_final.do will call on data files to produce the results.

2. List of Tables that are produced with these codes: 
   Table 3 to Table 8

3. Data files used in the analysis: 
   bank_risk_data.dta
   sample_ImpliedAssetVol_upd.dta
   SBA_indicator_upd.dta
   bank_risk_borrower.dta


4. Key variable names used in the paper in correspondence to the names used in the Stata do file:
   Competition (Distance Weighted): logDIS
   Competition (Distance and # of BHCs Weighted): logDISNum
   Synthetic Competition (Distance Weighted): log_new2_bhc
   Synthetic Competition (Distance and # of BHCs Weighted): log_newnum_bhc
   Log(Total Assets): logSIZE_lag
   Deposits to Assets: wDepAsset_lag 
   Loans to Assets: wLoanAsset_lag 
   Capital To Asset: wCAP_lag
   Asset Risk: log_AssRisk
   Implied Asset Volatility: log_avol
   ROA: wROA
   EPS: wEPSpi
   Net Interest Margin: Wintinc_costfund
   Charter Value: logQ
   Retail Deposit Dependent: dum_retail
   Noninterest Income/Total Income: log_nonInt
   Short-Term Funding: Wshort_dep
   SBA Lending: sba
   Borrower Profitability: wfirm_ROA
   
