Spain: Banking system z-scores

* indicates monthly or quarterly data series
 Spain

Banking system z-scores

 Latest value 16.92
 Year 2021
 Measure index points
 Data availability 2000 - 2021
 Average 18.04
 Min - Max 13.64 - 21.67
 Source Bankscope
For that indicator, we provide data for Spain from 2000 to 2021. The average value for Spain during that period was 18.04 index points with a minimum of 13.64 index points in 2012 and a maximum of 21.67 index points in 2001. The latest value from 2021 is 16.92 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
Spain - Banking system z-scores - recent values

Historical chart
Spain - 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
 Bank cost to income ratio 72.83 2021 percent
 Non-performing loans 3.06 2022 percent
 Bank overhead cost 1.23 2021 percent
 Net interest margin 0.91 2021 percent
 Bank credit to deposits 80.53 2021 percent
 Regulatory capital to risk-weighted assets 16.98 2020 percent
 Return on assets 0.44 2021 percent
 Return on equity 5.88 2021 percent
 Banking system z-scores 16.92 2021 index points
 Liquid assets to deposits 39.67 2021 percent
 Banking system capital to assets 6.50 2020 percent
 Non-interest income to total income 57.08 2021 percent
 Legal rights 5.00 2020 points
 Credit information sharing 7.00 2019 points
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