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Mauritania

Banking System Z-Scores

23.53
Source: IMF
31
Guyana25.6
33
Lesotho24.25
34
China23.97
35
Germany23.95
36
Mauritania23.53
37
Mexico22.67
38
Macao22.64
39
Egypt22.59
40
Seychelles22.58
41
Malawi22.41
2
Tunisia33.93
3
Sudan27.59
5
Guinea26.34
6
Lesotho24.25
8
Egypt22.59
10
Malawi22.41
11
Algeria22.13
12
Namibia22.1

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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