Bermuda: Banking system z-scores

The latest value from 2021 is 18.73 index points, a decline from 20.19 index points in 2020. In comparison, the world average is 17.25 index points, based on data from 136 countries. Historically, the average for Bermuda from 2009 to 2021 is 22.95 index points. The minimum value, 18.73 index points, was reached in 2021 while the maximum of 27.51 index points was recorded in 2010. See the global rankings for that indicator or use the country comparator to compare trends over time.

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.