Title: Bank Z-Score for Norway
Series ID: DDSI01NOA645NWDB
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 7.482403999999999
2001-01-01 7.597456000000000
2002-01-01 6.646325000000000
2003-01-01 6.438549000000000
2004-01-01 7.405883000000000
2005-01-01 7.333894000000000
2006-01-01 6.262085000000000
2007-01-01 6.209116000000001
2008-01-01 5.263527000000000
2009-01-01 5.654062000000001
2010-01-01 6.577725000000000
2011-01-01 6.613174000000001
2012-01-01 6.981969000000000
2013-01-01 7.435668000000000
2014-01-01 7.709663000000001
2015-01-01 9.028414000000000
2016-01-01 10.408650000000000
2017-01-01 13.762060000000000
2018-01-01 16.015330000000000
2019-01-01 16.200180000000000
2020-01-01 17.080270000000002