Banking system z-scores, 2020 - Country rankings:
The average for 2020 based on 126 countries was 17.95 index points.The highest value was in Jordan: 52.39 index points and the lowest value was in Tajikistan: 1.91 index points. The indicator is available from 2000 to 2020. Below is a chart for all countries where data are available.
Measure: index points; Source: Bankscope
* indicates monthly or quarterly data series
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.