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Categories > International Data > Countries > Cyprus
Observation:
2020: 8.35434 (+ more)2020: | 8.35434 | |
2019: | 9.30001 | |
2018: | 8.86724 | |
2017: | 9.24101 | |
2016: | 10.62418 | |
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Units:
Z-score,Frequency:
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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 Cyprus [DDSI01CYA645NWDB], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DDSI01CYA645NWDB, January 26, 2023.
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