* indicates monthly or quarterly data series

Banking system z-scores, 2021:

The average for 2021 based on 10 countries was 17.46 index points. The highest value was in Singapore: 28.63 index points and the lowest value was in Indonesia: 5.27 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
Singapore 28.63 1 2000 - 2021
Cambodia 26.77 2 2002 - 2021
Philippines 24.13 3 2000 - 2021
Malaysia 20.72 4 2000 - 2021
Laos 19.48 5 2008 - 2021
India 19.44 6 2000 - 2021
Vietnam 14.66 7 2000 - 2021
Thailand 7.88 8 2000 - 2021
Burma 7.59 9 2005 - 2021
Indonesia 5.27 10 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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