Title: Bank Z-Score for Tuvalu
Series ID: DDSI01TVA645NWDB
Source: World Bank
Release: Global Financial Development (Not a Press Release)
Seasonal Adjustment: Not Seasonally Adjusted
Frequency: Annual
Units: Z-score
Date Range: 1997-01-01 to 2008-01-01
Last Updated: 2018-09-21 11:27 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
1997-01-01 5.8919100000000000
1998-01-01 6.9691399999999994
1999-01-01 5.3423600000000000
2000-01-01 5.7837400000000000
2001-01-01 6.6208600000000000
2002-01-01 7.2462899999999990
2003-01-01 11.2985000000000000
2004-01-01 8.5700500000000000
2005-01-01 8.5700500000000000
2006-01-01 6.7336100000000005
2007-01-01 10.9081000000000000
2008-01-01 10.9214000000000000