Luxembourg: Banking system z-scores

* indicates monthly or quarterly data series

Banking system z-scores

 Latest value 51.67
 Year 2021
 Measure index points
 Data availability 2000 - 2021
 Average 39.19
 Min - Max 24.14 - 57.44
 Source Bankscope
For that indicator, we provide data for Luxembourg from 2000 to 2021. The average value for Luxembourg during that period was 39.19 index points with a minimum of 24.14 index points in 2000 and a maximum of 57.44 index points in 2017. The latest value from 2021 is 51.67 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
Luxembourg - Banking system z-scores - recent values

Historical chart
Luxembourg - 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 64.50 2021 percent
 Non-performing loans 1.59 2022 percent
 Bank overhead cost 1.12 2021 percent
 Net interest margin 0.90 2021 percent
 Bank credit to deposits 22.71 2021 percent
 Regulatory capital to risk-weighted assets 24.32 2020 percent
 Return on assets 0.63 2021 percent
 Return on equity 7.37 2021 percent
 Banking system z-scores 51.67 2021 index points
 Liquid assets to deposits 64.51 2021 percent
 Banking system capital to assets 8.64 2020 percent
 Non-interest income to total income 61.51 2021 percent
 Legal rights 3.00 2020 points
 Credit information sharing 0.00 2019 points
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