Canada

Banking System Z-Scores

12.96
Dec 00Dec 02Dec 04Dec 06Dec 08Dec 10Dec 12Dec 14Dec 16Dec 18Dec 200.0005.00010.0015.0020.00
  • Canada
  • Global Median
Source: IMF

Global Ranking

97
Gabon14.15
98
Ethiopia13.92
99
Mali13.65
101
Nigeria12.98
102
Canada12.96
103
Ireland12.85
104
Armenia12.68
105
Serbia12.41
106
Latvia12.34
107
Turkey12.33

News

Definition of Banking System Z-Scores

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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