Title: Bank Z-Score for Democratic People's Republic of Korea (DISCONTINUED)
Series ID: DDSI01KPA645NWDB
Source: World Bank
Release: Global Financial Development (Not a Press Release)
Seasonal Adjustment: Not Seasonally Adjusted
Frequency: Annual
Units: Z-score
Date Range: 1998-01-01 to 2001-01-01
Last Updated: 2013-05-23 2:44 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
1998-01-01 449.4096
1999-01-01 467.0407
2000-01-01 455.0633
2001-01-01 450.4326