Greece

Banking System Z-Scores

5.42
Dec 04Dec 05Dec 06Dec 07Dec 08Dec 09Dec 10Dec 11Dec 12Dec 13Dec 14-6.0000.0006.00012.0018.00
  • Greece
  • Global Median
Source: IMF

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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