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# Bank Z-Score for World (DDSI011WA645NWDB)

Observation:

2015: 10.755 (+ more)Updated: Aug 29, 2017

2015: | 10.755 | |

2014: | 11.215 | |

2013: | 10.870 | |

2012: | 10.975 | |

2011: | 10.960 | |

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Units:

Z-score,Not Seasonally Adjusted

Frequency:

AnnualIt 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

Bank Z-Score for World

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**Source:**
World Bank

**Release:**
Global Financial Development

**Units:**
Z-score, Not Seasonally Adjusted

**Frequency:**
Annual

#### 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

#### Suggested Citation:

World Bank, Bank Z-Score for World [DDSI011WA645NWDB], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DDSI011WA645NWDB, January 22, 2018.

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