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 2016-01-01
Last Updated: 2018-09-21 11:23 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
1996-01-01 4.4540800000000000
1997-01-01 5.3320099999999995
1998-01-01 4.7073800000000010
1999-01-01 3.9087699999999996
2000-01-01 4.7008900000000000
2001-01-01 5.0715699999999995
2002-01-01 5.5459300000000000
2003-01-01 5.6870800000000000
2004-01-01 6.2209200000000000
2005-01-01 5.9676900000000000
2006-01-01 6.2513900000000000
2007-01-01 5.8742199999999990
2008-01-01 5.1171900000000000
2009-01-01 5.4807300000000000
2010-01-01 5.1396600000000000
2011-01-01 4.6843400000000000
2012-01-01 5.2953500000000000
2013-01-01 5.8768300000000000
2014-01-01 4.5382099999999990
2015-01-01 6.5067200000000000
2016-01-01 8.0413400000000000