* indicates monthly or quarterly data series

Banking system z-scores, 2021:

The average for 2021 based on 3 countries was 30.65 index points. The highest value was in New Zealand: 44.78 index points and the lowest value was in Australia: 14.15 index points. The indicator is available from 2000 to 2021. Below is a chart for all countries where data are available.

Measure: index points; Source: Bankscope
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* indicates monthly or quarterly data series

Countries Banking system z-scores, 2021 Global rank Available data
New Zealand 44.78 1 2006 - 2021
Fiji 33.01 2 2015 - 2021
Australia 14.15 3 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.
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