Germany: Banking system z-scores

(measure: index points; Source: Bankscope)
* indicates monthly or quarterly data series

Germany: Banking system z-scores

: For that indicator, Bankscope provides data for Germany from 1996 to 2016. The average value for Germany during that period was 17.75 index points with a minumum of 9.32 index points in 2008 and a maximum of 24.17 index points in 2016. See the global rankings for that indicator or use the country comparator to compare trends over time.
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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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