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Bank Z-Score for Singapore (DDSI01SGA645NWDB)

Observation:

2014: 20.73558  
Updated: Aug 17, 2016

Units:

Z-score,
Not Seasonally Adjusted

Frequency:

Annual
1Y | 5Y | 10Y | Max
  EDIT LINE 1
(a) Bank Z-Score for Singapore, Z-score, Not Seasonally Adjusted (DDSI01SGA645NWDB)
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

Bank Z-Score for Singapore

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NOTES

Source: World Bank  

Release: Global Financial Development  

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 Singapore [DDSI01SGA645NWDB], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DDSI01SGA645NWDB, December 3, 2016.

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