Bank Z-Score for United States: 29.7986 Z-score as of 01-01-2017

It captures the probability of default of a country's banking system, calculated as a weighted average of the z-scores of a country's individual banks (the weights are based on the individual banks' total assets). Z-score compares a bank's buffers (capitalization and returns) with the volatility of those returns. It captures the probability of default of a country's banking system, calculated as a weighted average of the z-scores of a country's individual banks (the weights are based on the individual banks' total assets). Z-score compares a bank's buffers (capitalization and returns) with the volatility of those returns. It is estimated as (ROA+(equity/assets))/sd(ROA); sd(ROA) is the standard deviation of ROA. (Calculated from underlying bank-by-bank unconsolidated data from Bankscope) Source Code: GFDD.SI.01

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Stats

Last Value 29.7986 Z-score
Latest Period 2017-01-01
Last Updated 2019-10-21 13:53:02-05
Frequency A
Average Growth Rate 1.63
Long Term Average 26.64
Value from 1 Year Ago 29.5835
Change from 1 Year Ago 0.73
Unit Z-score
Adjustment Z-score

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