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

TBD

Category, Region, Data Source:
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 |