South Korea: Banking system z-scores

* indicates monthly or quarterly data series
 South Korea

Banking system z-scores

 Latest value 10.19
 Year 2021
 Measure index points
 Data availability 2000 - 2021
 Average 10.97
 Min - Max 7.19 - 12.15
 Source Bankscope
For that indicator, we provide data for South Korea from 2000 to 2021. The average value for South Korea during that period was 10.97 index points with a minimum of 7.19 index points in 2000 and a maximum of 12.15 index points in 2010. The latest value from 2021 is 10.19 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 Korea - Banking system z-scores - recent values

Historical chart
South Korea - 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 1.64 2020 interest rate points
 Bank cost to income ratio 63.74 2021 percent
 Non-performing loans 0.23 2021 percent
 Bank overhead cost 1.39 2021 percent
 Net interest margin 1.59 2021 percent
 Bank credit to deposits 106.93 2021 percent
 Regulatory capital to risk-weighted assets 14.56 2020 percent
 Return on assets 0.67 2021 percent
 Return on equity 9.77 2021 percent
 Banking system z-scores 10.19 2021 index points
 Liquid assets to deposits 20.36 2021 percent
 Banking system capital to assets 7.40 2020 percent
 Non-interest income to total income 32.29 2021 percent
 Lending interest rate 4.29 2022 percent
 Real interest rate 2.98 2022 percent
 Legal rights 5.00 2020 points
 Credit information sharing 8.00 2019 points
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