Observation:
2021: 18.72809 (+ more) Updated: May 7, 2024 3:30 PM CDT2021: | 18.72809 | |
2020: | 20.18716 | |
2019: | 22.26934 | |
2018: | 26.09518 | |
2017: | 23.82868 | |
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Units:
Z-score,Frequency:
AnnualData in this graph are copyrighted. Please review the copyright information in the series notes before sharing.
Source: World Bank
Release: Global Financial Development
Units: Z-score, Not Seasonally Adjusted
Frequency: Annual
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
World Bank, Bank Z-Score for Bermuda [DDSI01BMA645NWDB], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DDSI01BMA645NWDB, .