Monaco: Banking system z-scores

The latest value from 2002 is 142.6 index points, an increase from 54.33 index points in 2001. In comparison, the world average is 16.53 index points, based on data from 129 countries. Historically, the average for Monaco from 2000 to 2002 is 100.03 index points. The minimum value, 54.33 index points, was reached in 2001 while the maximum of 142.6 index points was recorded in 2002. See the global rankings for that indicator or use the country comparator to compare trends over time.

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.