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.
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* indicates monthly or quarterly data series


Recent data
Denmark - Banking system z-scores - Recent values chart

Historical series
Denmark - Banking system z-scores - historical chart - 2000-2021




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.

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 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
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