Luxembourg: Banking system z-scores

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

Luxembourg: Banking system z-scores

: For that indicator, Bankscope provides data for Luxembourg from 1996 to 2015. The average value for Luxembourg during that period was 25.15 index points with a minumum of 17.44 index points in 1999 and a maximum of 37.76 index points in 2015. See the global rankings for that indicator or use the country comparator to compare trends over time.
From:
To:
Download as:
API


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 articles
This site uses cookies.
Learn more here


OK