USA: Banking system z-scores

(measure: index points; Source: Bankscope)
* indicates monthly or quarterly data series

USA: Banking system z-scores

: For that indicator, we provide data for the USA from 1996 to 2017. The average value for the USA during that period was 26.64 index points with a minimum of 21.9 index points in 1996 and a maximum of 29.94 index points in 2015. The latest value from 2017 is 29.8 index points. For comparison, the world average in 2017 based on 179 countries is 14.45 index points. See the global rankings for that indicator or use the country comparator to compare trends over time.
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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.
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