Federal Reserve Economic Data: Your trusted data source since 1991

Bank Z-Score for Tajikistan (DDSI01TJA645NWDB)

Observation:

2020: 1.91344 (+ more)   Updated: Mar 23, 2022
2020:  1.91344  
2019:  7.04457  
2018:  4.78363  
2017:  3.20663  
2016:  2.77148  
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 Tajikistan [DDSI01TJA645NWDB], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DDSI01TJA645NWDB, March 4, 2024.

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