* indicates monthly or quarterly data series

Banking system z-scores, 2021:

The average for 2021 based on 13 countries was 25.17 index points. The highest value was in Jordan: 50.11 index points and the lowest value was in Bahrain: 7.81 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
Jordan 50.11 1 2000 - 2021
Morocco 42.4 2 2000 - 2021
Tunisia 38.68 3 2000 - 2021
Iraq 37.25 4 2005 - 2021
Saudi Arabia 24.37 5 2000 - 2021
UA Emirates 22.29 6 2000 - 2021
Egypt 20.6 7 2000 - 2021
Lebanon 20.19 8 2000 - 2021
Oman 19.64 9 2000 - 2021
Qatar 18.46 10 2000 - 2021
Kuwait 16.58 11 2000 - 2021
Syria 8.79 12 2004 - 2021
Bahrain 7.81 13 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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