South Africa: Banking system z-scores

* indicates monthly or quarterly data series
 South Africa

Banking system z-scores

 Latest value 15.46
 Year 2021
 Measure index points
 Data availability 2000 - 2021
 Average 15.05
 Min - Max 11.39 - 22.89
 Source Bankscope
For that indicator, we provide data for South Africa from 2000 to 2021. The average value for South Africa during that period was 15.05 index points with a minimum of 11.39 index points in 2004 and a maximum of 22.89 index points in 2000. The latest value from 2021 is 15.46 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
South Africa - Banking system z-scores - recent values

Historical chart
South Africa - 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
 Lending-deposit interest rate spread 2.83 2020 interest rate points
 Bank cost to income ratio 61.01 2021 percent
 Non-performing loans 4.45 2021 percent
 Bank overhead cost 2.88 2021 percent
 Net interest margin 3.05 2021 percent
 Bank credit to deposits 95.62 2021 percent
 Regulatory capital to risk-weighted assets 16.58 2020 percent
 Return on assets 1.29 2021 percent
 Return on equity 17.56 2021 percent
 Banking system z-scores 15.46 2021 index points
 Liquid assets to deposits 26.32 2021 percent
 Banking system capital to assets 7.89 2020 percent
 Non-interest income to total income 40.87 2021 percent
 Lending interest rate 8.79 2022 percent
 Real interest rate 3.85 2022 percent
 Legal rights 5.00 2020 points
 Credit information sharing 7.00 2019 points
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