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# Bank Z-Score for Russian Federation (DDSI01RUA645NWDB)

Observation:

2014: 5.40691 (+ more)Updated: Aug 17, 2016

2014: | 5.40691 | |

2013: | 5.84173 | |

2012: | 5.83984 | |

2011: | 6.38722 | |

2010: | 6.20816 | |

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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 Russian Federation

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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 Russian Federation [DDSI01RUA645NWDB], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DDSI01RUA645NWDB, June 21, 2017.

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