Denmark: Banking system z-scores
* indicates monthly or quarterly data series
Denmark |
Banking system z-scores |
---|---|
Latest value | 26.42 |
Year | 2021 |
Measure | index points |
Data availability | 2000 - 2021 |
Average | 18.69 |
Min - Max | 11.38 - 26.42 |
Source | Bankscope |
The latest value from 2021 is 26.42 index points, an increase from 22.68 index points in 2020. In comparison, the world average is 17.25 index points, based on data from 136 countries. Historically, the average for Denmark from 2000 to 2021 is 18.69 index points. The minimum value, 11.38 index points, was reached in 2008 while the maximum of 26.42 index points was recorded in 2021.
See the global rankings for that indicator or
use the country comparator to compare trends over time.
Select indicator
* indicates monthly or quarterly data series
Recent data
Historical series
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.
Selected articles from our guide:
What factors determine the exchange rates
International lending and sovereign debt
All articles
Related indicators | Latest | Reference | Measure |
---|---|---|---|
Bank cost to income ratio | 60.17 | 2021 | percent |
Non-performing loans | 1.07 | 2022 | percent |
Bank overhead cost | 1.21 | 2021 | percent |
Net interest margin | 0.85 | 2021 | percent |
Bank credit to deposits | 264.46 | 2021 | percent |
Regulatory capital to risk-weighted assets | 23.29 | 2020 | percent |
Return on assets | 0.86 | 2021 | percent |
Return on equity | 10.06 | 2021 | percent |
Banking system z-scores | 26.42 | 2021 | index points |
Liquid assets to deposits | 69.03 | 2021 | percent |
Banking system capital to assets | 6.64 | 2020 | percent |
Non-interest income to total income | 63.10 | 2021 | percent |
Legal rights | 8.00 | 2019 | points |
Credit information sharing | 6.00 | 2019 | points |