Country rankings using data from official sources

Select indicator

Select indicator
Banking system z-scores: The average for 2014 was 11.79 index points. The highest value was in Morocco: 41.8 index points and the lowest value was in Bulgaria: -12.61 index points. Below is a chart for all countries where data are available for: Banking system z-scores.
Banking system z-scores, 2014
(index points, Source: Bankscope)
Definition: The index captures the probability of default of a country's banking system. Z-score compares the buffer of a country's banking system (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. ROA, equity, and assets are country-level aggregate figures. Calculated from underlying bank-by-bank unconsolidated data from Bankscope.