Title: Bank Z-Score for Hungary
Series ID: DDSI01HUA645NWDB
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 4.4905400000000000
1997-01-01 5.3756600000000000
1998-01-01 4.7459200000000000
1999-01-01 3.9407699999999997
2000-01-01 4.7393700000000000
2001-01-01 5.1130900000000010
2002-01-01 5.5913300000000000
2003-01-01 5.7336400000000000
2004-01-01 6.2718500000000000
2005-01-01 6.0165500000000000
2006-01-01 6.3025699999999990
2007-01-01 5.9223099999999995
2008-01-01 5.1590900000000000
2009-01-01 5.5256000000000000
2010-01-01 5.1817400000000005
2011-01-01 4.7226900000000000
2012-01-01 5.3387000000000000
2013-01-01 5.9249400000000000
2014-01-01 4.5753699999999995
2015-01-01 6.5599899999999990
2016-01-01 8.1071700000000000
2017-01-01 6.9634100000000005