Federal Reserve Economic Data: Your trusted data source since 1991

Bank Z-Score for Mexico (DDSI01MXA645NWDB)

Observation:

2021: 23.75342 (+ more)   Updated: May 7, 2024 3:29 PM CDT
2021:  23.75342  
2020:  20.47244  
2019:  22.35756  
2018:  21.71797  
2017:  21.13066  
View All

Units:

Z-score,
Not Seasonally Adjusted

Frequency:

Annual

NOTES

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 Mexico [DDSI01MXA645NWDB], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DDSI01MXA645NWDB, .

RELEASE TABLES


Subscribe to the FRED newsletter


Follow us

Back to Top
Top