Italy: Banking system z-scores

* indicates monthly or quarterly data series
 Italy

Banking system z-scores

 Latest value 13.17
 Year 2021
 Measure index points
 Data availability 2000 - 2021
 Average 14.58
 Min - Max 10.92 - 34.26
 Source Bankscope
For that indicator, we provide data for Italy from 2000 to 2021. The average value for Italy during that period was 14.58 index points with a minimum of 10.92 index points in 2013 and a maximum of 34.26 index points in 2004. The latest value from 2021 is 13.17 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.
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* indicates monthly or quarterly data series


Recent values chart
Italy - Banking system z-scores - recent values

Historical chart
Italy - 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.


 Related indicators Latest value Reference Measure
 Bank cost to income ratio 59.04 2021 percent
 Non-performing loans 3.35 2021 percent
 Bank overhead cost 1.51 2021 percent
 Net interest margin 1.07 2021 percent
 Bank credit to deposits 75.42 2021 percent
 Regulatory capital to risk-weighted assets 19.29 2020 percent
 Return on assets 0.79 2021 percent
 Return on equity 10.14 2021 percent
 Banking system z-scores 13.17 2021 index points
 Liquid assets to deposits 32.16 2021 percent
 Banking system capital to assets 6.60 2020 percent
 Non-interest income to total income 65.31 2021 percent
 Lending interest rate 2.26 2022 percent
 Real interest rate -0.69 2022 percent
 Legal rights 2.00 2020 points
 Credit information sharing 7.00 2019 points
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