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Banking system z-scores - country data from around the world:

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.

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.