Israel: Banking system z-scores

* indicates monthly or quarterly data series
 Israel

Banking system z-scores

 Latest value 29.30
 Year 2021
 Measure index points
 Data availability 2000 - 2021
 Average 29.20
 Min - Max 23.60 - 32.36
 Source Bankscope
 Available for Data download
The latest value from 2021 is 29.3 index points, an increase from 28.47 index points in 2020. In comparison, the world average is 17.25 index points, based on data from 136 countries. Historically, the average for Israel from 2000 to 2021 is 29.2 index points. The minimum value, 23.6 index points, was reached in 2002 while the maximum of 32.36 index points was recorded in 2019. See the global rankings for that indicator or use the country comparator to compare trends over time.
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 Recent values Israel: Banking system z-scores
 2021 29.30
 2020 28.47
 2019 32.36
 2018 32.05
 2017 31.24
 2016 30.28
 2015 29.73
 2014 31.44




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
 Lending-deposit interest rate spread 2.81 2020 interest rate points
 Bank cost to income ratio 53.88 2021 percent
 Non-performing loans 0.72 2024 percent
 Bank overhead cost 1.46 2021 percent
 Net interest margin 2.45 2021 percent
 Bank credit to deposits 70.74 2021 percent
 Regulatory capital to risk-weighted assets 14.44 2020 percent
 Return on assets 1.43 2021 percent
 Return on equity 21.19 2021 percent
 Banking system z-scores 29.30 2021 index points
 Liquid assets to deposits 33.86 2021 percent
 Banking system capital to assets 6.75 2020 percent
 Non-interest income to total income 33.30 2021 percent
 Lending interest rate 2.96 2022 percent
 Real interest rate -1.88 2022 percent
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