Title: Bank Z-Score for Mongolia
Series ID: DDSI01MNA645NWDB
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: 2022-03-23 4:25 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
2000-01-01 39.219110000000000
2001-01-01 30.240180000000000
2002-01-01 30.313750000000000
2003-01-01 29.053259999999998
2004-01-01 26.532610000000000
2005-01-01 43.226740000000000
2006-01-01 39.993680000000000
2007-01-01 31.595660000000000
2008-01-01 33.823820000000000
2009-01-01 30.398100000000000
2010-01-01 28.238180000000000
2011-01-01 28.353030000000000
2012-01-01 27.670830000000000
2013-01-01 26.504710000000000
2014-01-01 29.444020000000002
2015-01-01 39.706810000000000
2016-01-01 35.886100000000000
2017-01-01 37.636210000000000
2018-01-01 37.337600000000000
2019-01-01 34.724109999999996
2020-01-01 36.472750000000000