New Zealand: Banking system z-scores

* indicates monthly or quarterly data series
 New Zealand

Banking system z-scores

 Latest value 44.78
 Year 2021
 Measure index points
 Data availability 2006 - 2021
 Average 38.9
 Min - Max 30.61 - 44.78
 Source Bankscope
For that indicator, we provide data for New Zealand from 2006 to 2021. The average value for New Zealand during that period was 38.9 index points with a minimum of 30.61 index points in 2009 and a maximum of 44.78 index points in 2021. The latest value from 2021 is 44.78 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
New Zealand - Banking system z-scores - recent values

Historical chart
New Zealand - Banking system z-scores - historical chart - 2006-2021

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
 Lending-deposit interest rate spread 1.46 2017 interest rate points
 Bank cost to income ratio 42.57 2021 percent
 Bank overhead cost 1.00 2021 percent
 Net interest margin 2.11 2021 percent
 Bank credit to deposits 131.90 2021 percent
 Regulatory capital to risk-weighted assets 13.50 2015 percent
 Return on assets 1.38 2021 percent
 Return on equity 17.33 2021 percent
 Banking system z-scores 44.78 2021 index points
 Liquid assets to deposits 20.39 2021 percent
 Banking system capital to assets 7.30 2015 percent
 Non-interest income to total income 18.27 2021 percent
 Lending interest rate 4.76 2017 percent
 Real interest rate 1.20 2017 percent
 Legal rights 12.00 2020 points
 Credit information sharing 8.00 2019 points
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