Title:               Bank Z-Score for Japan
Series ID:           DDSI01JPA645NWDB
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 9:47 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  15.474600000000000
2001-01-01  14.079960000000000
2002-01-01  10.283240000000000
2003-01-01   7.842933000000000
2004-01-01  11.848080000000000
2005-01-01  13.204690000000000
2006-01-01  16.768960000000000
2007-01-01  17.763160000000000
2008-01-01  14.377600000000000
2009-01-01  11.122340000000000
2010-01-01  15.252590000000000
2011-01-01  15.579229999999999
2012-01-01  15.959760000000001
2013-01-01  17.099439999999998
2014-01-01  17.208510000000000
2015-01-01  17.406390000000000
2016-01-01  18.102030000000000
2017-01-01  17.675240000000000
2018-01-01  17.301160000000000
2019-01-01  16.256580000000000
2020-01-01  14.867760000000000