Sweden: Banking system z-scores

* indicates monthly or quarterly data series
 Sweden

Banking system z-scores

 Latest value 39.35
 Year 2021
 Measure index points
 Data availability 2000 - 2021
 Average 28.42
 Min - Max 19.27 - 39.35
 Source Bankscope
For that indicator, we provide data for Sweden from 2000 to 2021. The average value for Sweden during that period was 28.42 index points with a minimum of 19.27 index points in 2008 and a maximum of 39.35 index points in 2021. The latest value from 2021 is 39.35 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
Sweden - Banking system z-scores - recent values

Historical chart
Sweden - 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 2.59 2006 interest rate points
 Bank cost to income ratio 48.62 2021 percent
 Non-performing loans 0.30 2022 percent
 Bank overhead cost 0.96 2021 percent
 Net interest margin 1.12 2021 percent
 Bank credit to deposits 155.25 2021 percent
 Regulatory capital to risk-weighted assets 23.49 2020 percent
 Return on assets 0.95 2021 percent
 Return on equity 13.67 2021 percent
 Banking system z-scores 39.35 2021 index points
 Liquid assets to deposits 76.63 2014 percent
 Banking system capital to assets 6.26 2020 percent
 Non-interest income to total income 50.77 2021 percent
 Lending interest rate 3.68 2006 percent
 Real interest rate 1.89 2006 percent
 Legal rights 7.00 2020 points
 Credit information sharing 5.00 2019 points
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