* indicates monthly or quarterly data series

Banking system z-scores, 2021:

The average for 2021 based on 11 countries was 12.18 index points. The highest value was in Guyana: 26.12 index points and the lowest value was in Colombia: 4.32 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
Guyana 26.12 1 -
Paraguay 17.13 2 -
Peru 16.94 3 -
Brazil 16.35 4 -
Venezuela 12.7 5 -
Ecuador 9.51 6 -
Argentina 9.08 7 -
Bolivia 8.32 8 -
Chile 7.45 9 -
Uruguay 6.08 10 -
Colombia 4.32 11 -



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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