* indicates monthly or quarterly data series

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
Select indicator
* indicates monthly or quarterly data series


Countries Banking system z-scores, 2020 Global rank Available data
Jordan 52.39 1 2000 - 2020
Sweden 45.66 2 2000 - 2020
New Zealand 45 3 2006 - 2020
Morocco 44.99 4 2000 - 2020
Sri Lanka 42.36 5 2011 - 2020
Panama 37.95 6 2000 - 2020
Iraq 37.56 7 2005 - 2020
Mongolia 36.47 8 2000 - 2020
Fiji 36.09 9 2015 - 2020
Domin. Rep. 34.41 10 2000 - 2020
Tunisia 33.93 11 2000 - 2020
Malaysia 31.18 12 2000 - 2020
Austria 30.67 13 2000 - 2020
USA 30.28 14 2000 - 2020
Denmark 30.02 15 2000 - 2020
Nepal 30.01 16 2000 - 2020
Haiti 29.68 17 2003 - 2020
Guatemala 29.31 18 2000 - 2020
Andorra 29.06 19 2000 - 2020
Netherlands 28.49 20 2000 - 2020
Israel 28.47 21 2000 - 2020
Cape Verde 27.3 22 2008 - 2020
Honduras 27.14 23 2000 - 2020
Guinea 26.34 24 2010 - 2020
Cambodia 25.99 25 2002 - 2020
France 25.94 26 2000 - 2020
Bangladesh 25.77 27 2000 - 2020
Guyana 25.6 28 2000 - 2020
Luxembourg 24.5 29 2000 - 2020
Lesotho 24.25 30 2000 - 2020
China 23.97 31 2000 - 2020
Germany 23.95 32 2000 - 2020
Mauritania 23.53 33 2000 - 2020
Mexico 22.67 34 2000 - 2020
Macao 22.64 35 2000 - 2020
Egypt 22.59 36 2000 - 2020
UA Emirates 22.36 37 2000 - 2020
Malta 21.87 38 2000 - 2020
Saudi Arabia 21.54 39 2000 - 2020
Tr.&Tobago 21.36 40 2000 - 2020
Albania 21.18 41 2000 - 2020
Rwanda 20.98 42 2001 - 2020
Costa Rica 20.37 43 2000 - 2020
Hong Kong 19.97 44 2000 - 2020
Bermuda 19.42 45 2009 - 2020
India 19.36 46 2000 - 2020
Oman 19.32 47 2000 - 2020
Lebanon 19.25 48 2000 - 2020
Philippines 19.03 49 2000 - 2020
Qatar 18.91 50 2000 - 2020
Burundi 18.7 51 2000 - 2020
Finland 18.69 52 2000 - 2020
El Salvador 18.4 53 2000 - 2020
Kenya 18.37 54 2000 - 2020
Jamaica 17.56 55 2002 - 2020
Kyrgyzstan 17.55 56 2000 - 2020
Laos 17.54 57 2008 - 2020
Taiwan 17.23 58 2000 - 2020
Vietnam 17.09 59 2000 - 2020
Norway 17.08 60 2000 - 2020
Ivory Coast 17 61 2000 - 2020
Venezuela 16.64 62 2000 - 2020
Belarus 16.5 63 2000 - 2020
UK 16.24 64 2000 - 2020
Afghanistan 16.1 65 2006 - 2020
Kuwait 15.62 66 2000 - 2020
Paraguay 15.57 67 2000 - 2020
Brazil 15.44 68 2000 - 2020
Bosnia & Herz. 15.07 69 2000 - 2020
Japan 14.87 70 2000 - 2020
Iceland 14.81 71 2000 - 2020
Maldives 14.79 72 2016 - 2020
Portugal 14.69 73 2000 - 2020
Ghana 14.53 74 2005 - 2020
Tanzania 14.35 75 2004 - 2020
South Africa 14.25 76 2000 - 2020
Peru 14.21 77 2000 - 2020
Ethiopia 13.92 78 2000 - 2020
Nigeria 12.98 79 2000 - 2020
Canada 12.96 80 2000 - 2020
Armenia 12.68 81 2000 - 2020
Serbia 12.41 82 2000 - 2020
Latvia 12.34 83 2000 - 2020
Turkey 12.33 84 2000 - 2020
Belgium 12.26 85 2000 - 2020
Switzerland 11.8 86 2000 - 2020
Bahamas 11.54 87 2000 - 2020
Pakistan 11.39 88 2000 - 2020
Uganda 11.1 89 2000 - 2020
Burkina Faso 10.98 90 2000 - 2020
Italy 10.91 91 2000 - 2020
Bhutan 10.85 92 2013 - 2020
Australia 10.81 93 2000 - 2020
South Korea 10.62 94 2000 - 2020
Uzbekistan 10.16 95 2000 - 2020
Syria 9.84 96 2004 - 2020
Mauritius 9.79 97 2000 - 2020
Argentina 9.7 98 2000 - 2020
Romania 9.46 99 2000 - 2020
Ecuador 9.04 100 2000 - 2020
Moldova 8.92 101 2000 - 2020
Cyprus 8.35 102 2000 - 2020
Angola 8.24 103 2001 - 2020
Russia 8.18 104 2000 - 2020
Bolivia 7.96 105 2000 - 2020
Czechia 7.95 106 2000 - 2020
Estonia 7.81 107 2000 - 2020
Bulgaria 7.71 108 2000 - 2020
Colombia 7.37 109 2000 - 2020
Bahrain 7.24 110 2000 - 2020
Thailand 6.8 111 2000 - 2020
Zimbabwe 6.72 112 2000 - 2020
Croatia 6.62 113 2000 - 2020
Chile 6.48 114 2000 - 2020
Poland 6.18 115 2000 - 2020
Ukraine 6.16 116 2000 - 2020
Georgia 5.68 117 2000 - 2020
Azerbaijan 5.49 118 2000 - 2020
Mozambique 5.34 119 2001 - 2020
DR Congo 5.06 120 2000 - 2020
Uruguay 5.02 121 2000 - 2020
Indonesia 4.52 122 2000 - 2020
Spain 4.23 123 2000 - 2020
Slovenia 3.59 124 2000 - 2020
Kazakhstan 2.63 125 2000 - 2020
Tajikistan 1.91 126 2005 - 2020


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.
52.39
45.66
45.00
44.99
42.36
37.95
37.56
36.47
36.09
34.41
33.93
31.18
30.67
30.28
30.02
30.01
29.68
29.31
29.06
28.49
28.47
27.30
27.14
26.34
25.99
25.94
25.77
25.60
24.50
24.25
23.97
23.95
23.53
22.67
22.64
22.59
22.36
21.87
21.54
21.36
21.18
20.98
20.37
19.97
19.42
19.36
19.32
19.25
19.03
18.91
18.70
18.69
18.40
18.37
17.56
17.55
17.54
17.23
17.09
17.08
17.00
16.64
16.50
16.24
16.10
15.62
15.57
15.44
15.07
14.87
14.81
14.79
14.69
14.53
14.35
14.25
14.21
13.92
12.98
12.96
12.68
12.41
12.34
12.33
12.26
11.80
11.54
11.39
11.10
10.98
10.91
10.85
10.81
10.62
10.16
9.84
9.79
9.70
9.46
9.04
8.92
8.35
8.24
8.18
7.96
7.95
7.81
7.71
7.37
7.24
6.80
6.72
6.62
6.48
6.18
6.16
5.68
5.49
5.34
5.06
5.02
4.52
4.23
3.59
2.63
1.91
0
13.1
26.2
39.3
52.39
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