Examining UK Banks' Risk-Taking: A Stata Analysis
Budget: £10 – £20 GBP
I am writing to ask whether you could help with the Stata analysis for my dissertation. My dissertation examines whether the PRA’s climate-related supervision under SS3/19 influenced the risk-taking behaviour of UK banks. More specifically, I am testing whether banks with stronger ESG profiles responded differently after the introduction of this supervisory framework. The analysis should be carried out in Stata as a bank-year panel study using publicly listed UK commercial and investment banks over 2015–2023, subject to data availability. The dependent variable should be NPLTL as the proxy for bank risk-taking. The main explanatory variables are: PostPRA (1 for 2019–2023, 0 otherwise) ESG L_ESG (one-year lag of ESG) PostPRA × L_ESG The key hypothesis is that the coefficient on the interaction term should be negative, meaning that after SS3/19, banks with higher ESG scores are expected to show lower risk-taking relative to their peers. The control variables are: MV NIM LTDTA CASHTA The preferred model should include both bank fixed effects and year fixed effects. If possible, could you also: check merges carefully by bank and year identify duplicates or unmatched observations ensure one observation per bank-year set the panel correctly before creating lagged variables provide a short summary of missing values across the main variables For the results, I would ideally need: a baseline model with PostPRA, L_ESG and the interaction a model adding the controls the full model with bank and year fixed effects a reduced-control model if the full version causes a major drop in observations Please also provide descriptive statistics, a correlation matrix, and a brief interpretation of the results, especially the interaction term, even if it is insignificant. If feasible, I would also appreciate a few robustness checks, such as winsorisation and testing whether results remain similar when some controls are removed. The final deliverables I would need are the cleaned dataset, do-file, regression tables, summary statistics, and a short note explaining the final sample, cleaning decisions, and main conclusion. Nothing more than 40 pound please