Brazil: Banking system z-scores

For that indicator, we provide data for Brazil from 2000 to 2021. The average value for Brazil during that period was 16.36 index points with a minimum of 14.53 index points in 2013 and a maximum of 18.55 index points in 2019. The latest value from 2021 is 16.35 index points. For comparison, the world average in 2021 based on 136 countries is 17.25 index points. 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.