Title: Bank Z-Score for Armenia
Series ID: DDSI01AMA645NWDB
Source: World Bank
Release: Global Financial Development (Not a Press Release)
Seasonal Adjustment: Not Seasonally Adjusted
Frequency: Annual
Units: Z-score
Date Range: 1996-01-01 to 2017-01-01
Last Updated: 2019-10-21 1:54 PM CDT
Notes: 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
DATE VALUE
1996-01-01 3.1843400000000000
1997-01-01 7.6176900000000000
1998-01-01 7.3048899999999990
1999-01-01 6.8619100000000010
2000-01-01 5.8786600000000000
2001-01-01 6.8059199999999995
2002-01-01 9.6987600000000000
2003-01-01 8.6554600000000000
2004-01-01 10.9251000000000000
2005-01-01 13.6477000000000000
2006-01-01 14.3548000000000000
2007-01-01 13.7491000000000000
2008-01-01 15.1098000000000000
2009-01-01 11.8041000000000000
2010-01-01 12.6630000000000000
2011-01-01 11.1686000000000000
2012-01-01 10.3914000000000000
2013-01-01 9.7373200000000000
2014-01-01 8.5470800000000010
2015-01-01 8.6585500000000000
2016-01-01 9.4240400000000000
2017-01-01 9.4107100000000000