Title: Bank Z-Score for Romania (DISCONTINUED)
Series ID: DDSI01ROA645NWDB
Source: World Bank
Release: Global Financial Development (Not a Press Release)
Seasonal Adjustment: Not Seasonally Adjusted
Frequency: Annual
Units: Z-score
Date Range: 1999-01-01 to 2013-01-01
Last Updated: 2015-10-02 1:08 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
1999-01-01 20.125160220
2000-01-01 19.366832730
2001-01-01 18.523918150
2002-01-01 15.178485870
2003-01-01 11.999833110
2004-01-01 12.925530430
2005-01-01 13.136169430
2006-01-01 12.340928080
2007-01-01 10.453510280
2008-01-01 9.750309944
2009-01-01 10.222902300
2010-01-01 11.991103170
2011-01-01 13.362435340
2012-01-01 12.218072890
2013-01-01 11.214616780