Brasil: Z-scores do sistema bancário
| Brasil |
Z-scores do sistema bancário |
|---|---|
| Latest value | 16.35 |
| Reference | 2021 |
| Measure | index points |
| Source | Bankscope |
Para este indicador, Bankscope fornece dados para Brasil de 2000 a 2021. O valor médio por Brasil durante este período foi 16.36 index points com o mínimo de 14.53 index points em 2013 e o máximo de 18.55 index points em 2019.
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Definição: 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.