South Korea: Banking system z-scores

South Korea: Banking system z-scores, 2000 - 2020:

For that indicator, we provide data for South Korea from 2000 to 2020. The average value for South Korea during that period was 10.89 index points with a minimum of 6.99 index points in 2000 and a maximum of 11.81 index points in 2010. The latest value from 2020 is 10.62 index points. For comparison, the world average in 2020 based on 126 countries is 17.95 index points. 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.