Title: Bank Z-Score for Turkey
Series ID: DDSI01TRA645NWDB
Source: World Bank
Release: Global Financial Development (Not a Press Release)
Seasonal Adjustment: Not Seasonally Adjusted
Frequency: Annual
Units: Z-score
Date Range: 1996-01-01 to 2017-01-01
Last Updated: 2019-10-21 1:53 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
1996-01-01 6.356860000000000
1997-01-01 6.031840000000000
1998-01-01 5.701700000000000
1999-01-01 8.711870000000000
2000-01-01 7.569260000000001
2001-01-01 0.422737000000000
2002-01-01 5.388820000000000
2003-01-01 7.717280000000001
2004-01-01 11.483300000000000
2005-01-01 10.153500000000000
2006-01-01 8.820550000000000
2007-01-01 9.616980000000000
2008-01-01 8.128700000000000
2009-01-01 9.708810000000000
2010-01-01 9.725019999999999
2011-01-01 8.401130000000000
2012-01-01 9.513520000000000
2013-01-01 7.956869999999999
2014-01-01 8.269960000000001
2015-01-01 7.960850000000000
2016-01-01 8.206650000000000
2017-01-01 8.154700000000000