Bank Z score - Ranking
| Measure | Realization |
| Indicator Name: | Bank Z-score |
| Indicator Source: | Bankscope, Bureau van Dijk (BvD) | macro-rankings.com |
| Indicator Description: | It 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. |
| Observations Date: | 12/31/2002 |