Title: Bank Z-Score for Cyprus Series ID: DDSI01CYA645NWDB Source: World Bank Release: Global Financial Development (Not a Press Release) Seasonal Adjustment: Not Seasonally Adjusted Frequency: Annual Units: Z-score Date Range: 2000-01-01 to 2020-01-01 Last Updated: 2022-08-04 9:48 AM 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 2000-01-01 9.929471000000001 2001-01-01 8.149942000000000 2002-01-01 9.669072000000000 2003-01-01 8.255166000000001 2004-01-01 7.081217000000000 2005-01-01 5.993456000000000 2006-01-01 5.961110000000000 2007-01-01 10.825670000000000 2008-01-01 10.628969999999999 2009-01-01 8.826310000000001 2010-01-01 8.491873000000000 2011-01-01 1.640480000000000 2012-01-01 8.770292000000000 2013-01-01 9.606953000000000 2014-01-01 8.607789000000000 2015-01-01 10.679110000000001 2016-01-01 10.624180000000000 2017-01-01 9.241007000000002 2018-01-01 8.867242000000000 2019-01-01 9.300007000000000 2020-01-01 8.354341000000000